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st: intercept creation for regression
From
"Schwanninger, Simone Erin" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: intercept creation for regression
Date
Tue, 2 Jul 2013 12:33:09 +0000
Hi all,
I am a new Stata user and facing some problems.. I want to run a OLS regression and firm fixed effects regression. I split up my data into "commercial" and "non-commercial" banks using a dummy variable. However, I would like to do a pooled regression too (lines 5 and 6).
I am meant to do line 5 and 6 additionally including intercept vega and intercept delta, but I am not quiet sure how to create them - or which intercept to use.
here my regression so far:
clear
reg pay_duration salary bonus rststockC optval_tot delta_tot vega_tot if comm_bank == 1, robust
xtreg pay_duration salary bonus rststockC optval_tot delta_tot vega_tot if comm_bank == 1, fe robust
reg pay_duration salary bonus rststockC optval_tot delta_tot vega_tot if comm_bank == 0, robust
xtreg pay_duration salary bonus rststockC optval_tot delta_tot vega_tot if comm_bank == 0, fe robust
reg pay_duration comm_bank salary bonus rststockC optval_tot delta_tot vega_tot size mtb longtermdebt_total intan_tot volat_wins shrown_tot_pct tenure age, robust
xtreg pay_duration comm_bank salary bonus rststockC optval_tot delta_tot vega_tot size mtb longtermdebt_total intan_tot volat_wins shrown_tot_pct tenure age, fe robust
Thank you very much in advance.
Regards,
Simone
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