interaction effects

[Pitchforkp]

Hi,

I was wondering if someone could help me out here, it's probably in the manuel somewhere but can't seem to find out exactly how to do it. Anyway i have a multiple linear regression model testing certain variables with Cost of equity as independent variable. anyway i have a range of firms which are subdivided in single digit SIC sectors. i want to test whether the effect of one of the independent variables on the dependent variables differs between the sic sectors (different coefficients) f t. i've run a regression having the sic sectors as dummies but then i only get the different intercepts. i know i have to work with interaction effects here but i don't know how to do it in e-views. it's an unbalanced panel btw.

if someone can help me out,

thanks,

paul

[startz]

try

Code: Select all

@expand(sic)*X

[Pitchforkp]

Ah, yeah got it, saves me a hell of a lot of time,

thanks dude!