I am currently doing statistical analysis for a project, and I am stuck with the following problem. If any of you could help me with this I would be eternally grateful.
I am using fixed effects model in Stata. I am studying the interaction between two variables, American and Incident. Both of them are dummy variables. I have several control variables that are not listed here.
Allocation_i,j = a + b1 x Incident_i,t-1 + b2 x American_i,t-1 + b3 x Incident_i,t-1 x American_i,t-1,
My problem is:
I get really interesting results for the interaction b3 x Incident_i,t-1 x American_i,t-1. I believe that one there are some qualities with the value American that could explain the effect.
How can I run a regression, in which I study how much of the interaction effect between incident and american is explained by variable X?