Hello,
I want to do a regression with one dependent variable and an independent variable and a few other variables to control for. In addition I want to control for industry- and year-fixed effects. I have a sample consisting of loan pricing data including the borrower company, the lender, the industry in which the firm operates, the year the loan was taken etc. and I want to show which loan characteristics influence the loan spread using an OLS regression. I have multiple firms operating in the same industry. I already grouped the industry by looking at the 2-digit SIC code leaving me with 10 industry dummies. Now I am not sure how to do a regression and controll for industry- and year-fixed effects.
The command -xtset sic_group year- does not work it returns the error "repeated time values within panel", therefore I cannot continue using the command -xtreg, fe-
Thanks!
Related Posts with Inlcude industry- and year-fixed effects in regression
How to estimate a revised logit model in stataHello, I come across the following revised multinomial logit model for discrete choice in the liter…
Merge/appendHi, I am trying to merge my data set in which I have 7 waves which I want to merge, so I can track p…
Separate observations depending on their value in one variableHi all, I have a dataset with many variables that indicate people and certain characteristics, but …
Plotting random and fixed effects using cross-classified logistic model (meqrlogit)Hello Statalist, I am running a cross classified (logistic) age period cohort model. Periods and co…
Query about command "arima"Hello I am using the arima command to estimate an ARMA process. My query is about the the constant …
Subscribe to:
Post Comments (Atom)
0 Response to Inlcude industry- and year-fixed effects in regression
Post a Comment