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Thread: Include seperate slope and intercept for period 2000-2010

  1. #1
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    Include seperate slope and intercept for period 2000-2010



    I want to run a regression of 12 independent variables on a dependent variable. I also want to look at the interaction for the 2000s in my sample (which runs from 1975 until 2010). I achieved my goal via creating 12 interaction variables in this manner: x1*dummy2000s

    Then I regressed the 12 independent and 12 interaction variables on my dependent variable.

    My question is if there is an easier way of doing this that does not imply creating the dummy variables? Also, I want to have an interaction term for my intercept which I should be able to do somehow.

  2. #2
    RoboStataRaptor
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    Re: Include seperate slope and intercept for period 2000-2010


    For the intercept you just need to include the dummy2000s variable by itself

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