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


From   Jorge Eduardo Pérez Pérez <perez.jorge@ur.edu.co>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Importing a variable from another STATA file and an "xtregar" question
Date   Tue, 7 Jun 2011 11:19:17 -0400

1. Use -merge- to bring back the variable, using the "panel" and
"time" identifiers. In version 11:

* Large and small dataset
webuse nlswork, clear
save large.dta, replace
keep idcode year age
save small.dta, replace
* Bring back race from large
merge 1:1 idcode year using large.dta, keepusing(race)

2. Use -_pctile_ and -if-
_pctile totalassets, nq(100)
gen in=(totalassets>=r(r95))
xtregar capexppenet salesppenet if in, re rhotype(theil) twostep

_______________________
Jorge Eduardo Pérez Pérez




On Tue, Jun 7, 2011 at 10:45 AM, Jason Hecht <jhecht58@gmail.com> wrote:
> 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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