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

RE: st: Fixed effects and e(sample)


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Fixed effects and e(sample)
Date   Wed, 19 May 2004 19:36:18 -0500

When using -xtregar, fe- the first observation of each group is dropped.
See [XT] Cross-Sectional Time-series, page 222.

Scott


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of R.E. De Hoyos
Sent: Wednesday, May 19, 2004 6:02 PM
To: statalist@hsphsun2.harvard.edu
Cc: Mark Schaffer
Subject: Re: st: Fixed effects and e(sample)

Mark,

Appended you will find a copy of our output.

I appreciate all your help.

Rafa

xtregar polity2 PPPopenness  , re

RE GLS regression with AR(1) disturbances       Number of obs      =
702
Group variable (i): cty1                        Number of groups   =
37

R-sq:  within  = 0.0030                         Obs per group: min =
2
       between = 0.5743                                        avg =
19.0
       overall = 0.3051                                        max =
24

                                                Wald chi2(2)       =
1.57
corr(u_i, Xb)      = 0 (assumed)                Prob > chi2        =
0.4558

------------------- theta --------------------
  min      5%       median        95%      max
0.5547   0.5952     0.6532     0.6577   0.6577

----------------------------------------------------------------------------
--
     polity2 |      Coef.   Std. Err.      z    P>|z|     [95% Conf.
Interval]
-------------+--------------------------------------------------------------
--
 PPPopenness |   .0136209   .0108653     1.25   0.210    -.0076747
0349165
       _cons |   1.957344    .980394     2.00   0.046     .0358073
3.878881
-------------+--------------------------------------------------------------
--
      rho_ar |  .84057188   (estimated autocorrelation coefficient)
     sigma_u |  5.4429879
     sigma_e |  1.8583632
     rho_fov |  .89559999   (fraction of variance due to u_i)
----------------------------------------------------------------------------
--


xtregar polity2 PPPopenness  , fe

FE (within) regression with AR(1) disturbances  Number of obs      =
665
Group variable (i): cty1                        Number of groups   =
37

R-sq:  within  = 0.0003                         Obs per group: min =
1
       between = 0.5348                                        avg =
18.0
       overall = 0.3204                                        max =
23

                                                F(1,627)           =
0.22
corr(u_i, Xb)  = 0.6142                         Prob > F           =
0.6407

----------------------------------------------------------------------------
--
     polity2 |      Coef.   Std. Err.      t    P>|t|     [95% Conf.
Interval]
-------------+--------------------------------------------------------------
--
 PPPopenness |   .0053465   .0114505     0.47   0.641    -.0171395
0278326
       _cons |   2.181906   .0781426    27.92   0.000     2.028453
2.335359
-------------+--------------------------------------------------------------
--
      rho_ar |  .84057188
     sigma_u |  6.6058579
     sigma_e |  1.8267237
     rho_fov |  .92896283   (fraction of variance due to u_i)
----------------------------------------------------------------------------
--
F test that all u_i=0:     F(36,627) =     6.67              Prob > F =
0.0000


 . which xtregar
I:\W5\STATA\ado\updates\x\xtregar.ado
*! version 1.2.13  20jun2003


*
*   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