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  • Questions about regression

    Hi,

    Im currently working with some data that contains with types two types of companies SPACs and IPOs, the data of their returns and other variables are merged.
    The SPACs that I am studying have been assigned a 1 in a column, and the IPOs have been assigned a 0, now im trying to come up with a way so that i can make a regression where the listing type is a dummy variable.
    The goal of the regression is to see whether any of the variables I have gathered play a role in the companies stock performance, and to what degree. Im also thinking about some kind of interaction variable between the two listing types.

    I havent used stata for 2 years, so my knowledge on stata is a bit rusty, to say the least.

    Any help/input would be greatly appreciated!


  • #2
    Originally posted by Markus Henriksson View Post
    . . . im trying to come up with a way so that i can make a regression where the listing type is a dummy variable.
    Code:
    regress stock_performance i.listing_type
    Im also thinking about some kind of interaction variable between the two listing types.
    Code:
    regress stock_performance i.listing_type##i.other_variable
    More generally:
    Code:
    help factor variables

    Comment


    • #3
      Markus:
      welcome (back?) to this forum.
      As an aside to Joseph's helpful guidance, are you dealing with a cross-sectional or a panel dataset?
      Kind regards,
      Carlo
      (Stata 19.0)

      Comment

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