Is there any disadavntage associated with the filtered regression wherein you you have filtered the dependednt and independ variables at the same time.
e.g., reg Y X1 X2 X3 X4 Gender if Y>10 & (X1>=7 &X1<12) & Gender=="Female" , robust
I have large data set wherein I need to test the relatin of Y and independent variabels in controlled scanario.
Is there any problem with the controls in the formof filters used in stata.?
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