I would like to run the following regression command on different subsamples of a dataset. The different samples are indicated with binary variables named sample1, sample2, etc. which take the value 1 if the observation is part of the respective subsample.
How would you amend the command below so that it re-runs on sample2, sample3 etc. (up to sample10) and exports each regression output in the Excel file?
Thanks a lot in advance for your help!
Code:
* list independent variables
local scores score1 score2 score3 score4 score5
* list control variables
local controls i.industry i.year
foreach IV of varlist `scores' {
probit success `scores' i.moderator##c.`IV' `controls', cluster(id), if sample1>0
outreg2 using "regression.xls", ///
append excel dec(3) ///
addstat(Pseudo R-squared, `e(r2_p)')
}
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