Thanks to both Marcello Pagano, Kit Baum and Phillippe
Rehm for your comments on sorting the samples.
--- Marcello Pagano <[email protected]> wrote:
>
> From: Kit Baum <[email protected]>
> Date: August 8, 2006 8:49:02 AM EDT
> To: [email protected]
> 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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>
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