st: Re: fe regression with a threshold

["Rodrigo A. Alfaro" <raalfaroa@gmail.com>]

///
D.

It seems that you want to estimate something like

gen double x2c = x2*h
xtreg y x1 x2 x2c, fe

... right?

Rodrigo.

----- Original Message ----- 
From: <west--@libero.it>
To: "statalist" <statalist@hsphsun2.harvard.edu>
Sent: Tuesday, July 10, 2007 1:31 PM
Subject: st: fe regression with a threshold



> Dear Stata users,
>
> I am trying to estimate the following function on a panel database of 3000 
> schools for ten years:
>
> y = a + b*X1 + c*X2*I(h=0) + d*X2*I(h=1)
>
>
> where:
> -- h= 0,1 is an already created dummy variable (each "schools" is assigned 
> a value of zero or one, for every year);
> -- X1 and X2 are the regressors.
>
>
> I need to compute a fe regression, in order to find any difference between 
> coefficients "c" and "d".
>
>
> It would be great if someone could help me understand how to get it-
>
> Thanks in advance for any help.
>
>
> D.
>
>
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