Panel data OLS time and ID restrictions.

[MuhammetAli Cansi]

Hello

I want to make an OLS regression in Stata my regression will be

regress  regress interestrate    lag_interestrate        inf_diff_quarterly      GDP4            if      ID==5

My data is xtset in panel format by

xtset ID DATE

My date is in quarterly format from 1997q1 to 2019q4 and I am trying to limit my time (want to regress for a specified time period). İs there way that ı can make regression for both ID restriction and also for example from 1997q1 to 2005q4.
Thank in advance

[Carlo Lazzaro]

MuhammetAli:
I'm not sure to understand how a -regress. carried out in a single -id- can be any informative.
In addition, if you want to -regress- theres no need to -xtset- your dataset.
That said, the following toy example may be helpful:

. use "https://www.stata-press.com/data/r17/nlswork.dta"
(National Longitudinal Survey of Young Women, 14-24 years old in 1968)

. g select=1 if year<=80
(10,593 missing values generated)

. regress ln_wage c.age##c.age i.year if idcode==1 & select==1
note: c.age#c.age omitted because of collinearity.
note: 80.year omitted because of collinearity.

      Source |       SS           df       MS      Number of obs   =         8
-------------+----------------------------------   F(7, 0)         =         .
       Model |  1.80850822         7  .258358318   Prob > F        =         .
    Residual |           0         0           .   R-squared       =    1.0000
-------------+----------------------------------   Adj R-squared   =         .
       Total |  1.80850822         7  .258358318   Root MSE        =         0

------------------------------------------------------------------------------
     ln_wage | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
-------------+----------------------------------------------------------------
         age |   .1100501          .        .       .            .           .
             |
 c.age#c.age |          0  (omitted)
             |
        year |
         71  |  -.5326443          .        .       .            .           .
         72  |  -.0813369          .        .       .            .           .
         73  |  -.0010915          .        .       .            .           .
         75  |   -.224453          .        .       .            .           .
         77  |  -.4428844          .        .       .            .           .
         78  |   .1623608          .        .       .            .           .
         80  |          0  (omitted)
             |
       _cons |  -.5296886          .        .       .            .           .
------------------------------------------------------------------------------

[MuhammetAli Cansi]

Thank you so much so I need to use dummy variable however I might want to use different selection next time should i create dummy every time. Is there no other way like in-range for this command?

As for your question I use euro area countries in my dataset and ID 5 is the euro area total therefore for that one i use regress and for the the others i use xtreg if ID!=5. I will use the code you gave me as soon as I open the Stata

Thank you so much again

[Carlo Lazzaro]

MuhammetAli:
most depends on how you decide to -xtset- your dataset if you want to go -xtreg-.
Conversely, if you want to go -regress-, you may want to try:

bysort idcode: regress ln_wage c.age##c.age i.year if year<=80