I'm running a simple regression and comparing results with certain exclusion criteria. For example, I want estimates for
Y=X1+B2+XB3 if Year==2010 | Year==2011
as well as Y=X1+B2+XB3 if Year==2012 | Year==2013
The coefficients that I am getting for XB3 (an interaction term) are both smaller in these restricted samples than if I just run an estimate for the full sample (ie no "if" statement). Is that possible?
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