I am using the xtlsdvc command (bias corrected least squared dummy variable).
When I am running the code, I am getting an error that interactions are not allowed. I would have manually generated new variables for the interacted terms but I have to plot marginsplots which require the use of the factor variable notation of Stata.
Any advice on how I can avoid this problem? Does xtlsdvc not allow interactions?
Thanks,
Josh
When I am running the code, I am getting an error that interactions are not allowed. I would have manually generated new variables for the interacted terms but I have to plot marginsplots which require the use of the factor variable notation of Stata.
Any advice on how I can avoid this problem? Does xtlsdvc not allow interactions?
:
xi: xtlsdvc wage i.male##income, initial(ab) bias(2) vcov(100) interactions not allowed r(101);
Josh