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st: xtgls and number of observations

From   Ines Ben Salah <>
Subject   st: xtgls and number of observations
Date   Tue, 14 Jul 2009 10:19:14 -0400

Dear Statalisters,

I am estimating a two-stage GLS panel data model using the xtgls command.
Surprisingly, the number of firm-year observations of my second stage
regression is higher than that of the first stage. My question is:  how does
xtgls calculates the number of firm-year observations? Is it possible to obtain
a higher number of firm-year observations for the second stage regression?
Thank you for your precious help in this regard
Ines Ben Salah
PhD candidate
Laval University, Quebec, Canada

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