rregression stratification

[filippo dare]

Hi everyone. I have my regressor of interest "pensionable age" which depends on age, gender, and contribution. So I think that I should create cells, since individuals that share tha same characteristcs will have the same "pensionable age". However the outcome variable is on individuals level. How can I run a regression with this setting? thanks for suggestions and ideas.

[Carlo Lazzaro]

Filippo:
if you have a relevant number (>30) cross-sectional observations, assuming that your outcome is a continuous regressand, I would go:

regress <youroutcome> c.age##c.age i.gender c.contribution##c.contribution <other_predictors> <controls>, vce(cluster <youridvariable>)

Please note that -c.- prefix (from -fvvarlist-) investigates the existence of potential turning points for both the continuous regressors.
As an aside, I would check the model for possible misspeficification (via -linktest-).