Dear all,
I was wondering about what would the right way to form a list or matrix or a variable (either of them would work for me) of confidence intervals of the coefficients of the interaction term treat#ib2005.year from the regression:
regress index treat i.id ib2005.year treat#ib2005.year, vce(cluster id) (2005 is the base year)
I am aware of the command - _b[foreign] - invttail(e(df_r),0.025)*_se[foreign] to generate the 95% lower bound and using + to generate upper bound. However, how to specify the interaction term in place of "foreign"?
I want to form a list or matrix of confidence intervals for all 10 coefficients (corresponding to 10 years) of treat#ib2005.year.
What is the right way to do that?
Thanks in advance!
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