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From |
"Jacobs, David" <jacobs.184@sociology.osu.edu> |

To |
"'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu> |

Subject |
RE: st: RE: how to force same excluded groups across regression models |

Date |
Mon, 10 Oct 2011 17:41:51 +0000 |

Yeah, that sounds right. It often is difficult to get Stata to retain the same samples when there's categoric variables. Dave J. -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Megan Sheahan Sent: Monday, October 10, 2011 1:13 PM To: statalist@hsphsun2.harvard.edu Subject: Re: st: RE: how to force same excluded groups across regression models Thanks Dave. Yes, I definitely have enough variation within and between to facilitate FE estimation. I think (although might be wrong) that the issue is related to how Stata decides which categorical groups to exclude. On Mon, Oct 10, 2011 at 9:49 AM, Jacobs, David <jacobs.184@sociology.osu.edu> wrote: > First thing to check in your fixed-effects models is the relative amount of over time variation particularly in your dependent variables. > > If you are unfamiliar with the Stata command called -xtsum-, I'd start there at it provides both cross-sectional and overtime standard deviations. Be sure to use -if e(sample)- after this command as it will restrict the xtsum results to only those cases included in your last run. > > Dave Jacobs > > > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Megan Sheahan > Sent: Monday, October 10, 2011 12:40 PM > To: statalist@hsphsun2.harvard.edu > Subject: st: how to force same excluded groups across regression models > > Hello, > > I am attempting to run the same model as pooled OLS, fixed effects, > and CRE. There are a number of interaction terms in my model with > categorical variables. When Stata runs these three models, it chooses > different groups to exclude in the FE model than in the OLS and CRE > models, making the output difficult to compare. For example, I am > interacting three zone groups and four soil groups with N. The CRE and > OLS models keep all three zones and omit the fourth soil group. The FE > model omits the first zone and keeps all four soil groups. Is there > any way to tell Stata to exclude the same groups across regression > models? I tried the following command, but it did not fix the problem: > char varname[omit]. > > For reference, here is the syntax for the three models: > > /* POOLED OLS */ regress yield_ha c.N_ha#zone_comb > c.N_ha#c.N_ha#zone_comb c.N_ha#c.P_ha#zone_comb > c.N_ha#soil_group_megan c.N_ha#c.rain_stress#zone_comb seed_ha > c.seed_ha#c.seed_ha hectares c.hectares#c.hectares masset_ha > c.masset_ha#c.masset_ha rain_stress i.manure i.hybrid > c.rain_stress#hybrid i.legume i.crop_per_field i.dist i.FAO_class > i.year if prod_func == 1, cluster(hhid) > > /* FE */ xtreg yield_ha c.N_ha#zone_comb c.N_ha#c.N_ha#zone_comb > c.N_ha#c.P_ha#zone_comb c.N_ha#soil_group_megan > c.N_ha#c.rain_stress#zone_comb seed_ha c.seed_ha#c.seed_ha hectares > c.hectares#c.hectares masset_ha c.masset_ha#c.masset_ha rain_stress > i.manure i.hybrid c.rain_stress#hybrid i.legume i.crop_per_field > i.dist i.FAO_class i.year if prod_func == 1, fe i(hhid) cluster(hhid) > > /* CRE, WITH POOLED OLS STRUCTURE */ regress yield_ha c.N_ha#zone_comb > c.N_ha#c.N_ha#zone_comb c.N_ha#c.P_ha#zone_comb > c.N_ha#soil_group_megan c.N_ha#c.rain_stress#zone_comb seed_ha > c.seed_ha#c.seed_ha hectares c.hectares#c.hectares masset_ha > c.masset_ha#c.masset_ha rain_stress i.manure i.hybrid > c.rain_stress#hybrid i.legume i.crop_per_field i.dist i.FAO_class > i.year mN_ha mP_ha mseed_ha mhectares mrain_stress mmanure mhybrid > mlegume mcrop_per_field if prod_func == 1, cluster(hhid) > > Many thanks in advance for your suggestions. > > Megan > * > * 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**:**st: how to force same excluded groups across regression models***From:*Megan Sheahan <megan.sheahan@gmail.com>

**st: RE: how to force same excluded groups across regression models***From:*"Jacobs, David" <jacobs.184@sociology.osu.edu>

**Re: st: RE: how to force same excluded groups across regression models***From:*Megan Sheahan <megan.sheahan@gmail.com>

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