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st: RE: fe regression with a threshold


From   "Mak, Timothy" <Timothy.Mak@iop.kcl.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: fe regression with a threshold
Date   Wed, 11 Jul 2007 17:07:18 +0100

Do you mean X2 is in fact a vector of variables: X2_1, X2_2, ...,
X2_p???

And X2 really denotes the school the person is in? 

I think the reason you don't get many replies is because your equation
is not very clear... 

Tim 

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of
west--@libero.it
Sent: 10 July 2007 18:31
To: statalist
Subject: st: fe regression with a threshold

Dear Stata users,

I am trying to estimate the following function on a panel database of
3000 schools for ten years:

y = a + b*X1 + c*X2*I(h=0) + d*X2*I(h=1)


where:
-- h= 0,1 is an already created dummy variable (each "schools" is
assigned a value of zero or one, for every year);
-- X1 and X2 are the regressors.


I need to compute a fe regression, in order to find any difference
between coefficients "c" and "d".


It would be great if someone could help me understand how to get it-

Thanks in advance for any help.


D.


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