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st: Comparing coefficients across sub-samples
From
"Fitzgerald, James" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Comparing coefficients across sub-samples
Date
Tue, 31 Jul 2012 23:14:45 +0000
Hi Statalisters
I am running the same model on two sub-samples as follows:
xtreg ltdbv lnta tang itang prof mtb if nolowlntalowtang==1, fe cluster(firm)
xtreg ltdbv lnta tang itang prof mtb if nolowlntalowtang==0, fe cluster(firm)
I want to compare the explanatory power of lnta across the two sub-samples i.e. in which sub-sample does lnta explain significantly more of the variation in ltdbv?
Can anyone give me some advice on how to achieve this?
Thanks in advance
James
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