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st: AW: xtgls and number of observations

From   "Martin Weiss" <>
To   <>
Subject   st: AW: xtgls and number of observations
Date   Tue, 14 Jul 2009 17:27:01 +0200


Which "stages" are you referring to? 

In this example from the help file, the number of firm-years is calculated
just as you would expect:

webuse invest2, clear
xtset company time

xtgls invest market stock,/* 
 */  panels(hetero)

di in red /* 
 */ "Number of combinations: "/* 
 */  e(N_g)*e(N_t)


-----Ursprüngliche Nachricht-----
[] Im Auftrag von Ines Ben Salah
Gesendet: Dienstag, 14. Juli 2009 16:19
Betreff: st: xtgls and number of observations

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
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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