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Re: st: -areg- question


From   Scott Merryman <scott.merryman@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: -areg- question
Date   Thu, 17 Sep 2009 18:07:18 -0500

It is not clear to me what you mean by "the coefficients and variables
that do vary at the
> "mother_rc" - level"

Some previous discussion of this issue can be found at:

http://www.stata.com/statalist/archive/2006-07/msg00535.html

http://www.stata.com/statalist/archive/2002-07/msg00311.html

http://www.stata.com/statalist/archive/2002-07/msg00313.html

The example below show the changes depending on the command (use
-findit xtivreg2- to locate and download):

webuse grunfeld,clear
drop if year <1954 & com<6
qui {
areg invest mval kst, ab(com)
estimates store areg_full
areg invest mval kst if com >5, ab(com)
estimates store areg_restrict
xtivreg2 inve mva kstock, fe
estimates store xtivreg2
xtivreg2 inve mva kstock, fe small
estimates store xtivreg2_small
}
estimates table areg_full areg_restrict xtivreg2 xtivreg2_small, se
stats(N r2_a) modelwidth(15)

. estimates table areg_full areg_restrict xtivreg2 xtivreg2_small, se
stats(N r2_a) modelwidth(15)

--------------------------------------------------------------------------------------
    Variable |    areg_full       areg_restrict       xtivreg2
xtivreg2_small
-------------+------------------------------------------------------------------------
      mvalue |       .08268515         .08268515         .08268515
    .08268515
             |         .007895           .007895         .00781145
      .007895
      kstock |       .11446319         .11446319         .11446319
    .11446319
             |       .01394182         .01394182         .01379428
    .01394182
       _cons |       1.0301229        -7.5449016
             |       3.2766423         2.6484442
-------------+------------------------------------------------------------------------
           N |             105               100               100
          100
        r2_a |       .99586829         .87503794         .77143666
    .77143666
--------------------------------------------------------------------------------------

   legend: b/se


Scott


On Thu, Sep 17, 2009 at 4:45 PM, Sue <likecats@gmail.com> wrote:
> So those observations are not used to estimate the coefficient of
> variables that don't change within "mother_rc", but for all others,
> including the coefficients and variables that do vary at the
> "mother_rc" - level and that's why the number of observations doesn't
> change?
>
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