Hello Stata experts.
Kindly need your expertise in doing an FGLS regression in panel data.
I have data with N=250 ant T=95.
Original Model equation is
Code:
Yit = Bi + B1X1 + B2X2 + B3X3 + B4X4 +eit
I have generated two size related dummy variables D1 and D2 and two interaction terms
Code:
D1*X1
and
Code:
D2*X1
.
please help me as I am confused in running regression in Stata using the dummies and interaction terms