Hi everyone,
I want to estimate the coefficient of the following regression : y = Alpha0 + Theta* dt + Alpha1 * xt * (1-dt) + Alpha 2 * xt * dt + ut
with dt = dummy variable.
I have implemented the code attached on Stata:
However, as you can see, there is a main effect for xt in stata and I want to remove it, in order to have the regression above in BOLD (without main effect for xt).
Because I get from stata, the following regression : yt = Alpha0 + Theta * dt + Alpha1 * xt + Alpha 2 * xt * (1-dt) + Alpha 3* xt * dt + ut when I have run the
command: reg y x d c.x#d
Could you explain to me how I can write the right regression in BOLD on stata ?
Thanks in advance,
Pita
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