Good Morning.
I am trying to run a simple descriptive regression on a year-district (1964-2002, ~400 districts) panel:
reg Y Democracy##i.President i.Year i.District
Democracy = 0 if Year is in range 1970-1992,
Democracy = 1 if Year is in range 1964-1969 or 1993-2002
President = President A if Year in range 1964 - 1978
President = President B if Year in range 1979 - 2002
Both regimes go through autocratic and democratic periods, hence the interaction above. Democracy and President vars do not vary across districts (i.e. sample is one country).
Once I add Year FEs the interaction term (Democracy == 1 )*(President== President B) drops out, i.e. Democracy#i.President
It's not obvious to me where the collinearity occurs. Have also tried using areg and xtreg with the same result. Any diagnosis/solutions would be much appreciated.
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