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From |
Le Manh Duc <duc.lemanh@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: AW: a question on sample after xtabond command |

Date |
Wed, 23 Jun 2010 21:41:31 +0800 |

Thanks, Johannes. Any suggestion to identify the sample in this case? Regards, Duc On Wed, Jun 23, 2010 at 9:16 PM, Johannes Geyer <JGeyer@diw.de> wrote: > Maybe that relates to my question, posted earlier > http://www.stata.com/statalist/archive/2010-06/msg01229.html > > Now I have a guess why this happens, check the following: > > **************************************** > webuse abdata > xtabond n l(0/1).w l(0/1).(k ys) yr1980-yr1984, lags(2) > corr n w if e(sample) > xtdpd l(0/2).n l(0/1).(w ys k) yr1980-yr1984, dgmmiv(n) div(l(0/1).(w ys > k) yr1980-yr1984) > corr n w if e(sample) > *************************************** > > 1) both e(sample) agree on 751 observations > 2) -xtabond- and -xtdpd- disagree about "number of obs" in the table: 751 > vs. 611 > 3) Arellano-Bond estimator takes first differences and thus loses the > years 1976,1977 and(!) 1978 in our example because the equation includes a > second lag of the left hand side variable > 4) the estimation commands report the e(sample) of the starting equation > and not of the first differenced equation > 5) -xtabond- has an idea of thos observations used in the estimation and > has the "correct" number of observations in its output table > 6) shouldn't that be the standard e(sample) for these commands. > > I tried -xtabond2- and found the same behaviour > > Am I missing something? > > Johannes > > > > owner-statalist@hsphsun2.harvard.edu schrieb am 23/06/2010 14:37:47: > >> >> <> >> >> Looks like the number of groups and the number of obs reported add up to > the >> count of -e(sample)-: >> >> >> ************* >> webuse abdata, clear >> xtdes >> bys id: keep if _N==7 >> xtabond n l(0/1).w l(0/2).(k ys) yr1980-yr1984, lags(2) >> cou if e(sample) >> ************* >> >> >> >> HTH >> Martin >> >> >> -----Ursprüngliche Nachricht----- >> Von: owner-statalist@hsphsun2.harvard.edu >> [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Le Manh Duc >> Gesendet: Mittwoch, 23. Juni 2010 14:28 >> An: statalist@hsphsun2.harvard.edu >> Betreff: st: a question on sample after xtabond command >> >> Hi all, >> >> I ran a dynamic panel data model using xtabond command on a unbalanced >> panel. I got a result with 7395 obs of 1568 groups. >> >> Now I want to produce a correlation table of the variable in my model >> using if e(sample). However, I get a correlation table with 9315 obs. >> Why the number of obs from e(sample) is different from the one I got >> before (7395 obs) ? >> >> The command as below: >> >> ***** >> >> xtabond tecdiv L.firmsize L.rdint L.adsint L.capint L.leverage >> L.current L.new_q north_america dyear1990-dyear2000 if year>=1989 & >> year<=2000, endogenous(Lpdiv, lag(1,.)) endogenous(Lpdiv_sq, lag(1,.)) >> twostep vce(robust) >> >> corr tecdiv L.firmsize L.rdint L.adsint L.capint L.leverage L.current >> L.new_q north_america dyear1990-dyear2000 Lpdiv Lpdiv_sq if e(sample) >> >> ***** >> >> Could you give me some suggestion? >> >> Regards, >> Duc >> * >> * 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/ > > > * > * 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/

**Follow-Ups**:**Antwort: Re: st: AW: a question on sample after xtabond command***From:*Johannes Geyer <JGeyer@diw.de>

**References**:**Antwort: st: AW: a question on sample after xtabond command***From:*Johannes Geyer <JGeyer@diw.de>

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