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


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
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