[求助]Panel data 中的虚拟变量交互效应

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in my panel data analysis, i have two dummy variaibles (all basic 0-1type) in the independent variables along with a few other variables, i have no problem when i run; xtgls y x1 x2 x3 dummy1 dummy2, panels(he).

but when i want to add one more variable to find out the interaction between dummy1 and x2,

so i type: xtgls x1 x2 x3 dummy1 dummy1*x2 dummy2, panels(he),

but it does not work and it is said: variable dummy1*x2 not found
r(111);

can anybody tell me what is wrong with this?

thanks a lot

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关键词：panel data Panel 交互效应 Data 虚拟变量 变量 效应 Data Panel 交互

你需要新建一个变量，gen ab=a*b，然后以ab进入模型即可估计。

thanks a lot, it works.