I am running a regression to understand how the financial crisis has impacted the effect of Geographic Diversification (GSD lagged) on Firm Performance (EBIT_ROA.) I am using US data over the period 2000-2019. I have defined 2 dummy variables Precrisis (1 for years 2000-2006, 0 otherwise) and PostCrisis (1 for years 2010-2019, 0 otherwise.) The crisis years 2007-09 are considered the reference period.
The code I am using is:
Code:
xtreg Ln_EBIT_ROA Ln_Revenue Ln_TA Ln_Curr_Ratio CoAge wGDPpc c.l1.Ln_GSD##c.l1.Ln_GSD##PreCrisis c.l1.Ln_GSD##c.l1.Ln_GSD##PostCrisis, fe cluster(n_CUSIP)
Also, I would like to run marginsplots for the PreCrisis, PostCrisis and crisis periods. I presume the dummy variables would take the following values for these periods:
For the Precrisis period, Precrisis =1
For the Crisis period, Precrisis =0 and PostCrisis =0
For the Postcrisis period, Postcrisis =1
Any suggestions on how I can run this marginsplot would be helpful. Thank you.
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