Dear all,

I would like to conduct the following regression:

y = a + x1*(1-D) + x2*D + x3*(1-D) + x4*D

or see the pictuure below:

Array

where D is a dummy variable that takes on the value of 1 if the market return is positive and 0 otherwise

x1 and x2 are the same independent variable, while x3 and x4 are also the same independent variable.
Depending on whether the Dummy Variables takes on the value of 0 or 1, one x of each pair is cancelled out.

I have the dependent, independent variables and dummy variable calculated, I am just stuck on how code the regression command, as I do not want the Dummy variable to have its own coefficient in the output table.

How do I go about doing this?