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


From   Megan Sheahan <megan.sheahan@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: how to force same excluded groups across regression models
Date   Wed, 12 Oct 2011 11:01:19 -0700

Thanks again, Dave. For the broader audience, do you happen to know
where else I can submit a Stata question if it can't be answered
through this listserv?

Many thanks,
Megan


>
> On Mon, Oct 10, 2011 at 10:41 AM, Jacobs, David <jacobs.184@sociology.osu.edu> wrote:
>>
>> 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:
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>> > *   http://www.stata.com/support/statalist/faq
>> > *   http://www.ats.ucla.edu/stat/stata/
>> >
>> > *
>> > *   For searches and help try:
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>> > *   http://www.stata.com/support/statalist/faq
>> > *   http://www.ats.ucla.edu/stat/stata/
>> >
>>
>> *
>> *   For searches and help try:
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>>
>> *
>> *   For searches and help try:
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>> *   http://www.ats.ucla.edu/stat/stata/
>

*
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