Hi Statalist,

I just joined the community and I would like to ask a question that I couldn’t solve for my analysis.

I try to use a two way fixed effect model to see the effect of some policy on revenues of restaurants.

I have data on restaurants of different cuisines for Feb and Mar. I control for date fixed effects and cuisine fixed effects, the code is:

regress Revenue i.date i.cuisine i.cuisine#post, robust

However, I found there is a within week cyclical trend for some cuisines, so I want to control for the interaction fixed effects for (Monday to Sunday) x (cuisines), So I run

regress Revenue i.date i.cuisine i.cuisine#post i.weekday#i.cuisine, robust

however, my i​​​​​​​.weekday#i.cuisine were all dropped because of multicollinearity, which makes sense after I pondered for a bit. So my question is, how should I control for the weekday fixed effects in this two way fixed effect model? Thanks!