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


From   Johannes Geyer <[email protected]>
To   [email protected]
Subject   Antwort: Re: st: AW: a question on sample after xtabond command
Date   Wed, 23 Jun 2010 15:53:59 +0200

> Any suggestion to identify the sample in this case?

I think you can run a regression of the first differenced equation:

*******************************
tab year
qui reg D.(l(0/2).n l(0/1).(w ys k) yr1980-yr1984)
tab year if e(sample)
*******************************

Johannes



> 
> Regards,
> Duc
> 
> On Wed, Jun 23, 2010 at 9:16 PM, Johannes Geyer <[email protected]> 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
> >
> >
> >
> > [email protected] 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: [email protected]
> >> [mailto:[email protected]] Im Auftrag von Le Manh 
Duc
> >> Gesendet: Mittwoch, 23. Juni 2010 14:28
> >> An: [email protected]
> >> 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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