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From |
"Martin Weiss" <martin.weiss1@gmx.de> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
AW: st: Binary Variables |

Date |
Wed, 2 Jun 2010 16:33:28 +0200 |

<> " Could it be that there is missing data within your data structure such that most observations for these regions are omitted and the few that remain all have the same value of "agricultural_inputs"." This code, using Kit`s dataset from http://www.stata-press.com/books/imeus.html, shows that the missing values could be to blame for a reduction in state dummies. Note the equivalent fixed effects model below the -regress- calls, as recommended earlier by Maarten. ************* u http://www.stata-press.com/data/imeus/traffic, clear set seed 10001 xtset state //number of states at 47 ("1" omitted) reg fatal beertax spircons unrate perincK i.state xtreg fatal beertax spircons unrate perincK, fe //introduce "heavy" missingness into covariates foreach var of varlist beertax spircons unrate perinc{ replace `var'=. if runiform()<.5 } //number of states reduces to 27 reg fatal beertax spircons unrate perincK i.state xtreg fatal beertax spircons unrate perincK, fe ************* HTH Martin -----Ursprüngliche Nachricht----- Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Neil Shephard Gesendet: Mittwoch, 2. Juni 2010 16:14 An: statalist@hsphsun2.harvard.edu Betreff: Re: st: Binary Variables On Wed, Jun 2, 2010 at 2:03 PM, Natalie Trapp <natalie.trapp@zmaw.de> wrote: > Hi Neil, > > I use Stata 11 and do a normal OLS estimation (with the "reg" command): > > y = dependent variable (agricultural inputs) > x = independent variables (climate variables, crops, etc.) and dummy > variables that represent the 150 regions within the EU > This is _not_ showing what you are typing, if you are using -regress- then I would expect you to have included something along the lines of.... regress agricultural_inputs temperature crops i.region > The coefficients of the dependent variable within each region are very > divers and significant for about 120 regions. > > > My Problem is for instance, when "Schleswig Holstein" is my reference > group, Stata adittionally omits Valle d'Aoste, Vlaanderen and Ile de France. Could it be that there is missing data within your data structure such that most observations for these regions are omitted and the few that remain all have the same value of "agricultural_inputs". > Still, I don't quite understand why Stata does it, because the regions > (Germany, France, Netherlands) do not seem to be similar to me. "Seems" is a vague term and is based on your subjective interpretation of what you are expecting, and it need not be because you have the data, you can look at it. Check the patterns of missing data that exist and how these pan out within the regions, in particular those that are being omitted. Stata will be omitting them for a reason (and it will often indicate why a particular category has been dropped). So again, pasting the _exact_ command you are entering and the resulting output would be very informative to other list members. You can copy and paste from the Results window directly into an email. Neil -- "... no scientific worker has a fixed level of significance at which from year to year, and in all circumstances, he rejects hypotheses; he rather gives his mind to each particular case in the light of his evidence and his ideas." - Sir Ronald A. Fisher (1956) Email - nshephard@gmail.com Website - http://slack.ser.man.ac.uk/ Photos - http://www.flickr.com/photos/slackline/ * * 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**:**Re: st: Binary Variables***From:*Natalie Trapp <natalie.trapp@zmaw.de>

**Re: st: Binary Variables***From:*Neil Shephard <nshephard@gmail.com>

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