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st: xtivreg


From   "Maureen Paul" <M.Paul@warwick.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: xtivreg
Date   Thu, 31 Jul 2003 11:10:53 +0100

Hi

I am having problems with -xtivreg- . 
I run the following regression:
xi:xtivreg jbhrs age agesq (wage=jbpen), i(pid) fe 

However, the within group R-squared is missing and I cannot figure out why.   can anyone give me a clue as to what might be the problem?

Fixed-effects (within) IV regression         Number of obs      =        10554
Group variable: pid                          Number of groups   =         4814

R-sq:  within  =      .                      Obs per group: min =            1
       between = 0.0040                                     avg =          2.2
       overall = 0.0006                                     max =            5

                                             Wald chi2(3)       = 691475.43
corr(u_i, Xb)  = -0.1610                     Prob > chi2        =    0.0000

------------------------------------------------------------------------------
       jbhrs |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
        wage |   .1258948   .3909938     0.32   0.747    -.6404389    .8922286
         age |    .492656   .4087827     1.21   0.228    -.3085433    1.293855
       agesq |  -.6923237   .2895229    -2.39   0.017    -1.259778   -.1248692
       _cons |   30.46965   7.452747     4.09   0.000     15.86253    45.07676
-------------+----------------------------------------------------------------
     sigma_u |  7.1165299
     sigma_e |  4.8714714
         rho |  .68092987   (fraction of variance due to u_i)
------------------------------------------------------------------------------
F  test that all u_i=0:     F(4813,5737) =     3.54       Prob > F    = 0.0000
------------------------------------------------------------------------------
Instrumented:   wage
Instruments:    age agesq jbpen



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