Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Panel data, missing values and estimation in differences.


From   "Diego Rei" <g2inst@ilo.org>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Panel data, missing values and estimation in differences.
Date   Thu, 06 May 2004 11:54:02 +0200

Hello to all,
I have two questions regarding panel data estimation.
I am running two regressions with the within estimator, once inserting the dummy variables, the other with the differenced series. Since I get different results for certain coefficients, I was trying to understand if this can depend, beside some theoretical problems (endogeneity, errors of measurment etc), from the changed size of the sample. I have 18 countries in my sample, and the differences in the number of observations between levels and differences is 18. Intuitively  Stata should eliminate the first year. But if I run the regression in levels excluding the first year (if != option)the number of observations does not change!So,:
- Is there a way to understand what observations does Stata run the regression on in the difference equation and run the levels one on the same ones?
Apart from this, I have a probably elementary question that is troubling me. 
-If a variable is constant in levels for a certain country(and thus captured by the dummy) , hence assuming values 0 in differences, does this country participate in the estimation of the coefficient of that variable in the difference equation?

Thanks a lot for any help you may be able to give me, and sorry for the lenght of the message.
Have a good day


*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index