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Re: 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: 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
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