<p>I am wondering how many subsample ways or to get estimates for some sub-categories of the data without sub-sampling.</p>
<p>So far I know two approaches:</p>
<p>1&gt; We can divide the whole sample into two subsamples and run the same main regression equation for these two subsamples and then comparing the coefficients of the variable of interest.</p>
<p>2&gt; We can add the interaction between dummy representing for one subsample and the variable of interest <a href="https://economics.stackexchange.com/questions/45964/why-the-magnitude-of-coefficient-of-interest-decrease-drastically-when-adding-an">like this</a>.</p>
<p>I am wondering if we have any other way to do subsample?</p>

CC BY-SA 4.0
2021-07-28T09:26:22.313Z
Sub-sampling means dividing sample. Adding interaction term is not sub-sampling, actually the whole advantage of the method is to get estimates for some sub-categories of your data **without** sub-sampling.
1muflon1
CC BY-SA 4.0
2021-07-28T09:34:10.273Z
@1muflon1, yes, I know what you mean, I will edit the question then
Phil Nguyen
<econometrics>
How many subsample ways we normally have?
Phil Nguyen
# How many subsample ways we normally have?

(Asked by: username_0 on 2021-07-28)

I am wondering how many subsample ways or to get estimates for some sub-categories of the data without sub-sampling.

So far I know two approaches:

1> We can divide the whole sample into two subsamples and run the same main regression equation for these two subsamples and then comparing the coefficients of the variable of interest.

2> We can add the interaction between dummy representing for one subsample and the variable of interest [like this](https://economics.stackexchange.com/questions/45964/why-the-magnitude-of-coefficient-of-interest-decrease-drastically-when-adding-an).

I am wondering if we have any other way to do subsample?

**Tags:** econometrics
> **Comments:**
> **username_1**: Sub-sampling means dividing sample. Adding interaction term is not sub-sampling, actually the whole advantage of the method is to get estimates for some sub-categories of your data **without** sub-sampling.  
> **username_0**: @1muflon1, yes, I know what you mean, I will edit the question then  

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