Code:
* Example generated by -dataex-. To install: ssc install dataex clear input float id byte(wave pre_post) float anyMMactivity_consistent byte(treatment_2 control_2) float(target close_rule) str24 b_tc_name 1 1 0 1 1 0 1 0 "Kibiito B" 1 2 1 1 1 0 0 0 "Kibiito B" 2 1 0 0 1 0 1 0 "Kibiito B" 2 2 1 1 1 0 0 0 "Kibiito B" 3 1 0 1 1 0 1 16 "Kibiito B" 3 2 1 1 1 0 0 16 "Kibiito B" 4 1 0 1 1 0 1 0 "Kibiito B" 4 2 1 1 1 0 0 0 "Kibiito B" 5 1 0 0 1 0 1 16 "Kibiito" 5 2 1 1 1 0 0 16 "Kibiito" 6 1 0 1 0 1 1 0 "Kibiito B" 6 2 1 1 0 1 0 0 "Kibiito B" 7 1 0 1 1 0 1 16 "Kibiito" 7 2 1 1 1 0 0 16 "Kibiito" 8 1 0 1 1 0 1 16 "Kibiito B" 8 2 1 1 1 0 0 16 "Kibiito B" 9 1 0 0 0 0 0 0 "Mujunju 2" 9 2 1 . 0 0 0 0 "Mujunju 2" 10 1 0 0 1 0 0 5 "Kibiito" 10 2 1 1 1 0 0 5 "Kibiito" end
Code:
xtivreg anyMMactivity_consistent i.pre_post##i.treatment_2 i.wave (pre_post#treatment_2 = close_rule) if treatment_2 == 1 | control_2 == 1, fe vce(cluster b_tc_name)
However, when I run the code from above I get the following error message: "depvars may not be interactions"
I also tried to do the estimation by hand:
Code:
 gen interaction = pre_post*treatment_2
xtivreg anyMMactivity_consistent i.wave (interaction = close_rule) if treatment_2 == 1 | control_2 == 1, fe vce(cluster b_tc_name)
Fixed-effects (within) IV regression            Number of obs     =      3,950
Group variable: id                              Number of groups  =      1,975
R-sq:                                           Obs per group:
     within  = 0.3528                                         min =          2
     between =      .                                         avg =        2.0
     overall = 0.1952                                         max =          2
                                                Wald chi2(1)      =     915.11
corr(u_i, Xb)  = 0.0000                         Prob > chi2       =     0.0000
                            (Std. Err. adjusted for 108 clusters in b_tc_name)
------------------------------------------------------------------------------
             |               Robust
anyMMactiv~t |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
 interaction |          0  (omitted)
      2.wave |   .4040506   .0133567    30.25   0.000     .3778719    .4302293
       _cons |   .5002532   .0066784    74.91   0.000     .4871638    .5133425
-------------+----------------------------------------------------------------
     sigma_u |  .30567061
     sigma_e |  .38718957
         rho |  .38395074   (fraction of variance due to u_i)
------------------------------------------------------------------------------
Instrumented:   interaction
Instruments:    2.wave close_rule
------------------------------------------------------------------------------Code:
. ivreghdfe anyMMactivity_consistent i.pre_post##i.treatment_2 target (pre_post#treatment_2 = close_rule) if treatment_2 == 1 | control_2 == 1, absorb(i.id i.wave) cluster(b_tc_name)
Warning - duplicate variables detected
Duplicates:         1.pre_post#1.treatment_2
note: variable #2 is probably collinear with the fixed effects (all partialled-out values are close to zero; tol = 1.0e-09)
note: variable #3 is probably collinear with the fixed effects (all partialled-out values are close to zero; tol = 1.0e-09)
note: variable #6 is probably collinear with the fixed effects (all partialled-out values are close to zero; tol = 1.0e-09)
(MWFE estimator converged in 2 iterations)
OLS estimation
--------------
Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on b_tc_name
Number of clusters (b_tc_name) =    108               Number of obs =     3950
                                                      F(  2,   107) =     2.87
                                                      Prob > F      =   0.0611
Total (centered) SS     =  295.7837975                Centered R2   =   0.0037
Total (uncentered) SS   =  295.7837975                Uncentered R2 =   0.0037
Residual SS             =  294.7025325                Root MSE      =    .2733
--------------------------------------------------------------------------------------
                     |               Robust
anyMMactivity_cons~t |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
---------------------+----------------------------------------------------------------
            pre_post |
                  0  |          0  (empty)
                  1  |          0  (omitted)
                     |
         treatment_2 |
                  0  |          0  (empty)
                  1  |          0  (omitted)
                     |
pre_post#treatment_2 |
                0 0  |          0  (empty)
                0 1  |          0  (empty)
                1 0  |          0  (empty)
                1 1  |   .0709197    .030044     2.36   0.020     .0113611    .1304784
                     |
              target |   .0171343    .025644     0.67   0.505    -.0337019    .0679705
--------------------------------------------------------------------------------------
Warning: estimated covariance matrix of moment conditions not of full rank.
         overidentification statistic not reported, and standard errors and
         model tests should be interpreted with caution.
Possible causes:
         number of clusters insufficient to calculate robust covariance matrix
         singleton dummy variable (dummy with one 1 and N-1 0s or vice versa)
partial option may address problem.
------------------------------------------------------------------------------
Collinearities detected among instruments: 3 instrument(s) dropped
Included instruments: 1.pre_post 1.treatment_2 1.pre_post#1.treatment_2 target
Excluded instruments: close_rule
Partialled-out:       _cons
                      nb: total SS, model F and R2s are after partialling-out;
                          any small-sample adjustments include partialled-out
                          variables in regressor count K
Duplicates:           1.pre_post#1.treatment_2
------------------------------------------------------------------------------
Absorbed degrees of freedom:
-----------------------------------------------------+
 Absorbed FE | Categories  - Redundant  = Num. Coefs |
-------------+---------------------------------------|
          id |      1975        1975           0    *|
        wave |         2           0           2     |
-----------------------------------------------------+
* = FE nested within cluster; treated as redundant for DoF computationI'd appreciate any help.
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