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st: Importing a variable from another STATA file and an "xtregar" question


From   Jason Hecht <jhecht58@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Importing a variable from another STATA file and an "xtregar" question
Date   Tue, 7 Jun 2011 10:45:06 -0400

Any help with the following questions would be greatly appreciated:

1.  I created a smaller panel STATA datafile from a larger panel
datafile by discarding unneeded variables.  I now want to bring in a
single variable from the larger datafile into the smaller panel
datafile.  Is there an easy way to do this.


2.  I am running the following model:

xtregar capexppenet salesppenet if totalassets>1000, re rhotype(theil) twostep

However, instead of using "totalassets>1000,"  I now want to run the
model on the upper 5% of the distribution of total assets.

Is there an easy way to do this in the above model estimation code?


Thanks so much.

Jason Hecht
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