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st: RE: RE: Why is some observations lost when specifying bw(1) in xtivreg2


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: Why is some observations lost when specifying bw(1) in xtivreg2
Date   Fri, 12 May 2006 19:07:54 +0100

Alex

> -----Original Message-----
> From: Alex Ogan [mailto:aogan@ArrowstreetCapital.com] 
> Sent: 12 May 2006 19:00
> To: Schaffer, Mark E
> Subject: RE: RE: Why is some observations lost when 
> specifying bw(1) in xtivreg2
> 
> Why would the number of observations decrease by 68, rather 
> than 91, though?  

Good question.  Maybe there are missing data after all?  David probably
needs to investigate which obs are dropped using the e(sample) macro.

--Mark

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> Schaffer, Mark E
> Sent: Friday, May 12, 2006 1:55 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: RE: Why is some observations lost when 
> specifying bw(1) in
> xtivreg2
> 
> David, 
> 
> > -----Original Message-----
> > From: owner-statalist@hsphsun2.harvard.edu
> > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of David 
> > Granlund
> > Sent: 12 May 2006 15:38
> > To: statalist@hsphsun2.harvard.edu
> > Subject: st: Why is some observations lost when specifying
> > bw(1) in xtivreg2
> > 
> > I have a sample of 910 observations, 91 groups and 10 
> years, without 
> > any missing data. When I estimate a robust fixed effect model the 
> > Number of obs is correctly reported as 910, but when I also specify 
> > bw(1) the Number of obs is reported to be 842. Can someone help me 
> > with an explanation to this?
> 
> This came up on the list earlier this week:
> 
> http://www.stata.com/statalist/archive/2006-05/msg00295.html
> 
> Cheers,
> Mark
> 
> > Thank you in advance for your help!
> > 
> > Regards,
> > David Granlund
> > 
> > 
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