Dear all, I am having problem finding a reliable code for my country fixed effects model. I have 21 countries in my database and individuals nested within them. I am running a multilevel analysis first, and then I am using the fixed effects approach to check the robustness of my findings. At this point, I need to include in my model some cross-level interaction effects between the country level factors and individual level variables. However, I am not sure if my r code is right: model1<-lm(safety ~ mixed_neigh + ethnic_neigh + age + gndr + eduyrs + domicil + partner + tvpol + income + victim + trust + trustXprison_pop + trustXforeign_pop + victimXprison_pop + victimXforeign_pop + mixed_neighXprison_pop + mixed_neighXforeign_pop + ethnic_neighXprison_pop + ethnic_neighXforeign_pop + factor(cntry)-1, data=mydata) As you can see, the interaction are between a individual level variable (such as trst, victim, mixed_neigh and ethnic_neigh) and two country level variables (prison population and foreign population). The code runs fine, so I don?t have warning messages and it is all spelled correctly. I just want to know if you think that this is the right code to do a fixed effect analysis (only cross sections and not cross time). Indeed, I I used the lm and not ppm because my dataset is from only one year. Do you think it is correct? Thank you very much for your attention, Cristina [[alternative HTML version deleted]]