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

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Wed, 23 Jun 2010 22:32:04 +0800 |

Thanks a lot, Johannes. I tried and it did work. On Wed, Jun 23, 2010 at 9:53 PM, Johannes Geyer <JGeyer@diw.de> wrote: >> 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/ > * * 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: AW: a question on sample after xtabond command***From:*Le Manh Duc <duc.lemanh@gmail.com>

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

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