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From |
"Erasmo Giambona" <e.giambona@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Fri, 7 Nov 2008 17:44:26 +0100 |

Hi Austin, I have tried a lot of different things but that code does not work for my data. That is, if I try to summarize the data using "sum ..... if ok==1" I still get that the summary statistics are based on more observations than those used for the XTIVREG2 runs. As I said before, the "only" apparent difference between my data and your example is that I use lagged RHS variable in XTIVREG2 and my panel is unbalanced and with gaps. I will keep thinking about this, but should you have any further thoughts please let me know. Thanks, Erasmo On Fri, Nov 7, 2008 at 3:42 PM, Austin Nichols <austinnichols@gmail.com> wrote: > 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. > * > * 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/ > * * 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**:**st: e(sample) not working after XTIVREG2***From:*"Erasmo Giambona" <e.giambona@gmail.com>

**Re: st: e(sample) not working after XTIVREG2***From:*"Austin Nichols" <austinnichols@gmail.com>

**Re: st: e(sample) not working after XTIVREG2***From:*"Erasmo Giambona" <e.giambona@gmail.com>

**Re: st: e(sample) not working after XTIVREG2***From:*"Austin Nichols" <austinnichols@gmail.com>

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