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

st: RE: RE: help with xtreg, fe


From   "Salvati, Jean" <JSalvati@imf.org>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: help with xtreg, fe
Date   Fri, 30 Sep 2005 13:42:02 -0400

By the way, are you getting different results from one run to the next
when you use -regress- instead of -xtreg-?

Jean 

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> Salvati, Jean
> Sent: Friday, September 30, 2005 1:40 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: RE: help with xtreg, fe
> 
> Maria,
> 
> -xtreg, fe- is purely deterministic. In addition, as already 
> stated by Michael Blasnik, it is not an iterative procedure, 
> and it does not involve setting initial values. If your 
> results are changing from one run to the next, then it must 
> be that your data is also changing.
> 
> I notice that there is a ";" at the end of your command line, 
> which suggests that your -xtreg, fe- command is part of a do 
> file. If so, I can only suggest that you check any data 
> processing that is performed in that do file (again, this was 
> already suggested by Michael Blasnik).
> 
> Jean Salvati
> 
> > -----Original Message-----
> > From: owner-statalist@hsphsun2.harvard.edu
> > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Santos, 
> > Maria Emma
> > Sent: Friday, September 30, 2005 12:43 PM
> > To: statalist@hsphsun2.harvard.edu
> > Subject: st: help with xtreg, fe
> > 
> > 
> > I am estimating a fixed effects model with the command 
> xtreg and every 
> > time I estimate, exactly the SAME model, I get different estimation 
> > results: different coefficients, and different levels of 
> significance. 
> > Variables change the level of significance from being non 
> sig to being 
> > significant at 10% to being significant at 5%!
> > I don't see how or why this may happen.
> > 
> > This is the command I am writting:
> > 
> > xtreg ltheil2ie lunemp lreedu lrprim lrsup lelectricity 
> lelectricitysq 
> > ldepindex lshare2 if (year>1997),fe;
> > 
> > (all variables are in logs)
> > 
> > Do I need to set any "start" value or sth like that so that 
> every time 
> > I run the fixed effects model I get the same results?
> > 
> > Please, if someone has a hint on this, I would really 
> appreciate it, 
> > Sincerely, Maria.
> > -----------------------------------------------------------------
> > Santos, Maria Emma
> > Vanderbilt University
> > Email: maria.e.santos@Vanderbilt.Edu
> > *
> > *   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/
> > 
> 
> *
> *   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/
> 

*
*   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