Bernardo: this is not quite what I am looking for,
Let the data be:
y,i,j
1,AUT,BEL
2,AUT,GER
3,BEL,GER
then the dummies sould look like:
y,i,j,d_AUT,d_BEL,d_GER
1,AUT,BEL,1,1,0
2,AUT,GER,1,0,1
3,BEL,GER,0,1,1
I can generate the above dummies but can this design be imputed in a
reg. model directly?
Serguei
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