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st: RE: fe regression with a threshold
Do you mean X2 is in fact a vector of variables: X2_1, X2_2, ...,
X2_p???
And X2 really denotes the school the person is in?
I think the reason you don't get many replies is because your equation
is not very clear...
Tim
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of
[email protected]
Sent: 10 July 2007 18:31
To: statalist
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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