Hi everyone,
Is there any test in STATA that helps you decide, whether to run two seperate
models by dividing the sample on the basis of an exogenous variable or
include a dummy variable.
I confused because when I run the regressions on a single model including the
dummy, the interactions are insignificant. However, when I run seperate
models by dividing the sample on the basis of the dummy taking 1 and 0, I get
completely different and signficant results.
Is there a way in STATA to test when we should run seperate models instead of
a including a dummy varible?
Thanks.
Shahbaz
_____________________________________________
PhD Candidate
Brandeis International Business School
Brandeis University, MS 032,
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
