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From |
"Dohan Kim" <dongmool@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Fixed effect model with weight: xtivreg2 [aweight],fe? |

Date |
Sat, 2 Aug 2008 20:44:59 -0400 |

Scott, Thank you very much. Do Han. On Fri, Aug 1, 2008 at 3:41 PM, Scott Merryman <scott.merryman@gmail.com> wrote: > You could use -areg- or -xtivreg2- > > For example: > > . webuse grunfeld > > . areg invest mval [aw = kstock], ab(com) > > Linear regression, absorbing indicators Number of obs = 200 > F( 1, 189) = 327.94 > Prob > F = 0.0000 > R-squared = 0.9082 > Adj R-squared = 0.9033 > Root MSE = 120.16 > > ------------------------------------------------------------------------------ > invest | Coef. Std. Err. t P>|t| [95% Conf. Interval] > -------------+---------------------------------------------------------------- > mvalue | .2971024 .0164063 18.11 0.000 .2647394 .3294654 > _cons | -226.6022 30.39757 -7.45 0.000 -286.5643 -166.6401 > -------------+---------------------------------------------------------------- > company | F(9, 189) = 18.251 0.000 (10 categories) > > . xtivreg2 invest mvalue [aw = kstock], small fe > > FIXED EFFECTS ESTIMATION > ------------------------ > Number of groups = 10 Obs per group: min = 20 > avg = 20.0 > max = 20 > > OLS estimation > -------------- > > Estimates efficient for homoskedasticity only > Statistics consistent for homoskedasticity only > > Number of obs = 200 > F( 1, 189) = 327.94 > Prob > F = 0.0000 > Total (centered) SS = 7463301.849 Centered R2 = 0.6344 > Total (uncentered) SS = 7463301.849 Uncentered R2 = 0.6344 > Residual SS = 2728695.85 Root MSE = 120.2 > > ------------------------------------------------------------------------------ > invest | Coef. Std. Err. t P>|t| [95% Conf. Interval] > -------------+---------------------------------------------------------------- > mvalue | .2971024 .0164063 18.11 0.000 .2647394 .3294654 > ------------------------------------------------------------------------------ > Included instruments: mvalue > ------------------------------------------------------------------------------ > > > Scott > > > On Thu, Jul 31, 2008 at 11:50 PM, Dohan Kim <dongmool@gmail.com> wrote: >> Hello Statalist members, >> I'd like to run a fixed effect model with an analytic weight. "xtreg, >> fe" doesn't allow a weight option, and some people in this forum >> suggested to use xtivreg2 [aweight=],fe. Can I use "xtivreg2,fe" even >> though I don't have any endogenous variables? In other words, can >> "xtivreg2 [aweight=],fe" be an alternative to a simple fixed effect >> model with a weight? If I can't use xtivreg2, are there any other ways >> I can run a fixed effect model with an analytic weight? I'll >> appreciate any advice. >> >> -- >> Do Han Kim > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > -- Do Han Kim PhD Candidate, Dept. of Public Administration and Policy Rockefeller College, University at Albany * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**Re: st: Fixed effect model with weight: xtivreg2 [aweight],fe?***From:*"Scott Merryman" <scott.merryman@gmail.com>

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