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Re: st: OLS regression in STATA - missings


From   "Bastian Steingros" <Steingros@gmx.de>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: OLS regression in STATA - missings
Date   Sun, 05 Oct 2008 15:30:25 +0200

Dear Joao Lima

tsset etc. have already been done.

The point is, that regressions without *year<=`i'* run without any problems. That is:
 reg dep_var indep var..., robust cluster (firms)
(I think this case is named pooled cross sectional regression or something)

Bastian

-------- Original-Nachricht --------
> Datum: Sun, 5 Oct 2008 09:36:00 -0300
> Von: "Joao Ricardo F. Lima" <jricardofl@gmail.com>
> An: statalist@hsphsun2.harvard.edu
> Betreff: Re: st: OLS regression in STATA - missings

> Dear Bastian,
> 
> is this a time series? What is the range? Do you tsset the data?
> Before use the looping, you need to see if the command run. This
> command run?
> 
> reg dependent_var indep_var1 indep_var2  if Observation_Year <= 1977,
> robust cluster (firms)
> 
> If your first observation in the database is 1977, you are trying to
> run an ols with only one observation, with degree of freedom.
> 
> I think you need to provide us more information.
> 
> Hope this helps,
> 
> Joao Lima
> 
> 2008/10/5  <Steingros@gmx.de>:
> > Dear Stata users ,
> >
> > I am using this command to run a OLS regression:
> >
> > forvalues i=1977/2007 {
> > reg dependent_var indep_var1 indep_var2  if Observation_Year <= `i',
> robust cluster (firms)
> > }
> >
> > However, STATA displays in this case "no observations" and  it is not
> possible to run the regression.
> >
> > For instance, in 1980, I have observations of the second independent
> variable and the dependent variable  only, but I thought that STATA would
> ignore this year and continue the regression in 1981 instead. Obviously, it is
> not the case!
> >
> > So what should I do about this problem ? Any ideas???
> >
> > Thank you very much !
> >
> > Bastian S
> > --
> > Psssst! Schon vom neuen GMX MultiMessenger gehört? Der kann`s mit
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> >
> 
> 
> 
> -- 
> -------------------------------
> Joao Ricardo Lima
> Professor
> UFPB-CCA-DCFS
> +553138923914
> -------------------------------
> 
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