I'm writing my final dissertation and, after many analysis (OLS, GMM), I need help to do my last one analysis.

I need to split my sample (2700 observation) in 5 sub-groups. I want to make these latter sub-groups from values of 4-5 variables (like cash flow, leverage, etc) and then do a regression for every group. How can I do this with Stata? Does exist another method to do this (also outside Stata)?

Thanks a lot to all