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st: Create dummy variables in automated way

From   "Mirnezami, Oliver" <>
To   "" <>
Subject   st: Create dummy variables in automated way
Date   Wed, 13 Mar 2013 18:23:43 +0000


I am trying to perform a chow 2 test for predictive failure and would like some help in creating dummy variables in an automated way. 

I have panel data and am interested in seeing if the coefficients when estimating the model for my reduced sample (1994-2002) hold for the full sample (1994-2010).

I understand I need to create dummies for each individual in each year for the later part of the sample (2003-2010). 

How can I generate these dummies using some kind of loop or automation process? 

Thank you

Oliver Mirnezami
University of Warwick

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