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st: xtreg fixed effect


From   "donsaane" <donsaane@yahoo.fr>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: xtreg fixed effect
Date   Tue, 8 Nov 2011 22:28:33 -0500

Hi statalist, 

I am running a fixed effect model. I have to run this model with 16
variables but I can only run with 13 variables because the R-squared is
0.984. When I add the 3 others variables, stata said: 'insufficient
obervations' although these variables have many observations. Is there a
problem with that? I f yes how can I solve that.
PS: I'm working on a balanced panel
Here the example of my output


xtreg emploi c30a j30f c30b d30a d30b e30 g30a h30 i30 j30a j30b, fe
vce(robust)

Fixed-effects (within) regression               Number of obs      =
82
Group variable: panelid                         Number of groups   =
70

R-sq:  within  = 0.9874                         Obs per group: min =
1
       between = 0.0672                                        avg =
1.2
       overall = 0.0605                                        max =
2

                                                F(11,69)           =
118.55
corr(u_i, Xb)  = -0.9701                        Prob > F           =
0.0000

                               (Std. Err. adjusted for 70 clusters in
panelid)
----------------------------------------------------------------------------
--
             |               Robust
      emploi |      Coef.   Std. Err.      t    P>|t|     [95% Conf.
Interval]
-------------+--------------------------------------------------------------
--
        c30a |   .9143767    .059555    15.35   0.000     .7955678
1.033186
        j30f |    -.47526    .030562   -15.55   0.000    -.5362296
-.4142904
        c30b |   .0024208   .0192561     0.13   0.900     -.035994
.0408356
        d30a |  -.2705821   .0331653    -8.16   0.000    -.3367451
-.2044191
        d30b |  -.5215098   .0365427   -14.27   0.000    -.5944105
-.4486091
         e30 |  -.4530234   .0565547    -8.01   0.000     -.565847
-.3401997
        g30a |   .5852609   .0403684    14.50   0.000     .5047281
.6657937
         h30 |  -.1785489   .0161245   -11.07   0.000    -.2107165
-.1463814
         i30 |     -.0622   .0232747    -2.67   0.009    -.1086317
-.0157683
        j30a |  -.6889813   .0697342    -9.88   0.000    -.8280972
-.5498655
        j30b |   .4019738   .0364463    11.03   0.000     .3292655
.4746821
       _cons |    2.07585   .2529012     8.21   0.000     1.571326
2.580374
-------------+--------------------------------------------------------------
--
     sigma_u |   1.915378
     sigma_e |  .13146307
         rho |  .99531125   (fraction of variance due to u_i)
----------------------------------------------------------------------------
--

. xtreg emploi c30a j30f c30b d30a d30b e30 g30a h30 i30 j30a j30b  j30c, fe
vce(robust)
insufficient observations
r(2001);

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