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st: RE: samplig firms in a panel and reconciliation of samples


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: samplig firms in a panel and reconciliation of samples
Date   Thu, 9 Nov 2006 14:51:46 -0000

A very similar question was posted by Alessandro Fiaschi on
3rd November 2006 and answered soon after. The solution should
help you work this out. 

Nick 
n.j.cox@durham.ac.uk 

west--@libero.it
 
> 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? 

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