想按照中位数做一个分组回归,明明已经sort了 可是为啥还是跑不出来结果,错误提示not sorted。谢谢!
egen POWER_p50 = mean(POWER_SEP)
gen H_POWER = 1
replace H_POWER=0 if POWER_SEP < POWER_p50
sort H_POWER
bysort H_POWER:xtreg DA c.L.ATTENTION##c.L.TOP5_HHI L.TOP1 L.DUAL L.SIZE L.LEV L.ROA
L.Sigma L.Ret i.YEAR i.INDUSTRY,fe r