st: running regs for subsamples

[Marcello Pagano <pagano@hsph.harvard.edu>]

From: Kit Baum <baum@bc.edu>
Date: August 8, 2006 8:49:02 AM EDT
To: statalist@hsphsun2.harvard.edu
Subject: running regs for subsamples


Shams asked about running regressions for data LT//GE annual median  
values of a variable in panel data.

webuse grunfeld, clear
egen medinv = median(invest), by(year)
g lowinv = (invest < medinv)
bys lowinv: reg invest mvalue kstock
bys lowinv: xtreg invest mvalue kstock, fe

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html
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