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st: running regressions for sub-samples
I am using the following two models on an unbalanced
panel data over period 1997 to 2004:
1. reg yit x1it x2it x3it yr*
2. xtreg yit x1it x2it x3it yr*, fe small
Now I want to re-run the regression for sub-samples
based on the following criteria:
if x3it is less than the median value of x3it in each
year. Obviously, the other one is if x3it is equal or
more than the median value of x3it in each year.
Much appreciate if anyone can kindly provide the
statement/macro to run the models for the sub-samples
in Stata/SE 8.2.
Accounting and Finance Dept.
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