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st: Split by dependent variable


From   Aljosa Valentincic <aljosa.valentincic@uni-lj.si>
To   statalist@hsphsun2.harvard.edu
Subject   st: Split by dependent variable
Date   Fri, 23 Aug 2002 22:06:26 +0100

Dear Statalisters,

Assume the following regression: Y=b0 + b1*D + b2*X + b3*X*D where D=1 if X>tresholdX and D=0 otherwise. This division poses no problems. However, it is of interest also to divide the sample by the dependent variable Y and see if there are any differences between coefficients estimated for the (non-random) sample above a certain treshold for the dependent variable Y>threshold and below. Simply truncating the sample at the treshold level would induce the familiar sample truncation bias and the results would be biased in predicted regressions.

Has anyone come accross a similar problem in their applications or know a paper that deals with this?

Thank you very much!

Kind regards,

Aljosa

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