Hi,
I have a question about fixed effects panel data interaction terms:
Here is my code,
xtreg DepVAr c.IndependentVar#c.InteractionVar controls IndependentVar InteractionVar i.year , fe cluster(code)
My question is related to the coefficient values. So the value of my coefficient for interaction terms in 0.3 significant at P<0.05
The coefficient val of IndependentVar is 0.6 significant at P<0.05 and coeffcient of InteractionVar is insignificant.
Question is:
Is it okay sometimes to report that interaction term is useful even if it is smaller in value as depicted above? I know it can depend on research question econometric technique. But I am just asking whether in the research community, are these results just fine?
P.S. When I exclude interaction term, both my Independent and Interaction Vars become insignificant.
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