Dear Stata users,
I'm a beginner with Stata and I am wondering if any of you may help me to make subsamples of HIGH and LOW firms (in terms of "var1" and then of "var2") in a panel data analysis. My unbalanced panel is made up of a lot of variables, an "id" (fro 1 to 200) and a "year" variable (1995 to 2005, but some years may not be available).
Well, the sample splits should be achieved as follows: each firm assigned to a high (or low) category according to the firm�s "var1" median characteristics (measured over time) compared with the median characteristics of all firms. Again in terms of "var2". After the two columns (of 1 and 0) are made (please, tell me how according to these sample splitting...) are performed, I would include only those firms that are common to the two samples (e.g. HIGH var 1 and HIGH var 2). Can anyone help me with the commands?
Thank you very much,
D.
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