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Re: st: e(sample) not working after XTIVREG2


From   "Austin Nichols" <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: e(sample) not working after XTIVREG2
Date   Fri, 7 Nov 2008 09:42:05 -0500

That example seems to work fine.  What exactly are you looking for in
that example that you don't see?

On Fri, Nov 7, 2008 at 8:50 AM, Erasmo Giambona <e.giambona@gmail.com> wrote:
> Thanks very much Austin. I think this code is very close to what I
> need but not completely. Indeed, I have l1. RHS variables. Therefore,
> I modified your code as follows:
>
> webuse grunfeld, clear
> drop if time>2 & company==10
> xtivreg2 mvalue l1.invest, fe
> g s=e(sample)
> egen c=count(s), by(company)
> g ok=s*(c>2)
> tab company ok
>
> Things seem to work well in your example, but not in my case. This is
> perhaps happening because my panel is unbalanced? Any suggestions on
> what I should do in this case
> Thanks,
> Erasmo
>
>
> On Fri, Nov 7, 2008 at 1:55 PM, Austin Nichols <austinnichols@gmail.com> wrote:
>> Erasmo Giambona <e.giambona@gmail.com> :
>> Do you want something like this?
>>
>> webuse grunfeld, clear
>> drop if time>1 & company==10
>> xtivreg2 mvalue invest, fe
>> g s=e(sample)
>> egen c=count(s), by(company)
>> g ok=s*(c>1)
>> tab company ok
>>
>> Note that -xtivreg2- is on SSC, and e(sample) works as expected when
>> using the -fd- option.
>>
>> On Fri, Nov 7, 2008 at 6:22 AM, Erasmo Giambona <e.giambona@gmail.com> wrote:
>>> Dear Prof. Schaffer and Statalisters,
>>>
>>> For some reasons, e(sample) does not seem to work after XTIVREG2. In
>>> particular, if I run XTIVREG2 some observations are not used because
>>> they are singleton (likely due to the fact that some of my RHS
>>> variables are lagged 1 period relative to the dependent variable).
>>> However, If I try to calculate summary statistics with the e(sample)
>>> option (i.e., sum ...... if e(sample)), the singleton observations are
>>> now used again. I contacted STATA Support about it. They cannot
>>> explain why this happens and suggests that I contact you.
>>>
>>> I would appreciate if you or any Statalisters could suggest how I
>>> could fix this problem.
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