Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: suest equivalent for areg.


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: suest equivalent for areg.
Date   Fri, 20 May 2011 17:13:24 -0400

Sumedha--
Then confirm you get the same answer with a stacking approach:
http://www.stata.com/statalist/archive/2009-11/msg01485.html
noting that clustering by id will subsume clustering by obs.

On Fri, May 20, 2011 at 4:32 PM, Schaffer, Mark E <M.E.Schaffer@hw.ac.uk> wrote:
> Sumedha,
>
> Why not partial out the fixed effects by hand and then use -regress-?  An easy way to do this is with Ben Jann's -center- command.  Then do your estimations on the transformed data.
>
> If you're planning on using -suest-, you'll probably need to use the undocumented -dof- option of -regress- when you do your estimations before invoking -suest-.  This is because you will have to tell -regress- that you've lost X degrees of freedom because of the X individual effects.  The syntax is easy, e.g.,
>
> regress y x1 x2, dof(25)
>
> tells -regress- that there are 25 degrees of freedom, i.e., the macro e(df_r) will have 25 in it.
>
> HTH,
> Mark
>
>> -----Original Message-----
>> From: owner-statalist@hsphsun2.harvard.edu
>> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of
>> Gupta, Sumedha
>> Sent: 20 May 2011 17:34
>> To: statalist@hsphsun2.harvard.edu
>> Subject: RE: st: suest equivalent for areg.
>>
>> Hi Jorge,
>>
>> Thank you for your reply but I am running into exactly the
>> problem you anticipated. Suest doesn't allow areg and xtreg
>> and running ols with individual dummies is not an option with
>> svy  as that does not allow vce (cluster id).
>>
>> Does anybody else have any thoughts on this please?
>>
>> Many thanks.
>> Sumedha.

*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index