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From |
Johannes Geyer <JGeyer@diw.de> |

To |
statalist@hsphsun2.harvard.edu |

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 <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/ * * 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**:**Re: Re: st: AW: a question on sample after xtabond command***From:*Le Manh Duc <duc.lemanh@gmail.com>

**References**:**Re: st: AW: a question on sample after xtabond command***From:*Le Manh Duc <duc.lemanh@gmail.com>

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