sysuse auto

regress price i.foreign mpg i.rep78
est store regress

areg price i.foreign mpg, absorb(rep78)
estimates store areg

estimates table regress areg


regress price i.foreign##c.mpg i.rep78
est store iregress

areg price i.foreign##c.mpg, absorb(rep78)
estimates store iareg

estimates table iregress iareg

margins foreign, at(mpg=(5(5)35))
marginsplot, name(interaction)


estimates drop nregress nareg
regress price mpg foreign#c.mpg i.rep78
est store nregress

areg price mpg foreign#c.mpg, absorb(rep78)
estimates store nareg

estimates table nregress nareg

margins foreign, at(mpg=(5(5)35))
marginsplot, name(nested)


regress price mpg rep78#c.mpg i.rep78
est store wregress

areg price mpg rep78#c.mpg, absorb(rep78)
estimates store wareg

xtreg price mpg rep78#c.mpg, i(rep78) fe

estimates table wregress wareg

margins rep78, at(mpg=(5(5)35))
marginsplot, name(w)