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| From | Maarten Buis <maartenlbuis@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: Comparing Regression Coefficients Across Subsamples |
| Date | Mon, 6 Aug 2012 16:18:46 +0200 |
On Mon, Aug 6, 2012 at 4:08 PM, David Ashcraft wrote: > Aside from regional affiliation, firms should be very similar as each firm is an investment firm with single mandate. I am using _xtreg for regression analysis on the overall firms and then the same on each individual firm. R2 is 0.90 for almost every firm in the sample. Now I want to know if there is any difference in coefficients based on the regional affiliation. Based on this situation what is your recommendation? Sounds to me like a straightforward interaction effect. If you use the -fe- option with -xtreg- than the main effects of region will of course be absorbed in the the fixed effects. So in that case you include the interaction effects with region but you do not have to (and cannot) include the main effects of region. Hope this helps, Maarten --------------------------------- Maarten L. Buis WZB Reichpietschufer 50 10785 Berlin Germany http://www.maartenbuis.nl --------------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/