Dear Stata Users
Yesterday I posted a question under the head, "Regression-based on different time periods", that didn't elicit any response from the community. I am extremely sorry if my question was vague. I am reproducing my example using a sample table to elaborate my question.
firm |
year |
IPO year |
inv |
ta |
cf |
a |
1991 |
1992 |
115 |
200 |
60 |
a |
1992 |
|
270 |
350 |
85 |
a |
1993 |
|
330 |
490 |
96 |
a |
1994 |
|
550 |
610 |
70 |
b |
1991 |
1991 |
450 |
1500 |
455 |
b |
1992 |
|
900 |
1150 |
328 |
b |
1993 |
|
2000 |
3500 |
600 |
b |
1994 |
|
1575 |
4500 |
1500 |
c |
1991 |
1993 |
380 |
650 |
790 |
c |
1992 |
|
298 |
750 |
350 |
c |
1993 |
|
156 |
890 |
110 |
c |
1994 |
|
605 |
910 |
205 |
In the above table, I have 3 firms which went for IPO during three different time periods. I would like to run a regression based on this IPO year(condition). That is firm "a" went for IPO on 1992, I would like to run a regression with data that includes IPO year and IPO year+1. Hence the data based on the IPO year 1991 for running regression will be
firm |
year |
IPO year |
inv |
ta |
cf |
a |
1992 |
|
270 |
350 |
85 |
a |
1993 |
|
330 |
490 |
96 |
Similarly, for the firm "b", the IPO year is 1991 and therefore, the data for regression must include years 1991 and 1992 and the table will look like
firm |
year |
IPO year |
inv |
ta |
cf |
b |
1991 |
1991 |
450 |
1500 |
455 |
b |
1992 |
|
900 |
1150 |
328 |
Similarly, for C the data includes IPO year and the subsequent year, and data for "c" will be as follows
firm |
year |
IPO year |
inv |
ta |
cf |
c |
1993 |
|
156 |
890 |
110 |
c |
1994 |
|
605 |
910 |
205 |
So the final data set for running regression that meets the criteria based on the IPO year and IPO year+1 will be
firm |
year |
inv |
ta |
cf |
a |
1992 |
270 |
350 |
85 |
a |
1993 |
330 |
490 |
96 |
b |
1991 |
450 |
1500 |
455 |
b |
1992 |
900 |
1150 |
328 |
c |
1993 |
156 |
890 |
110 |
c |
1994 |
605 |
910 |
205 |
How to tell Stata to perform a regression based on the above condition, where the condition is to run a panel regression with the data based on IPO year and IP year+1 and to collect the coefficients
My dep variable is inv and indep variables are ta and cf.
If still there is a problem in my question, please let me know as I can rectify it at the earliest. Kindly help me to sort this issue
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