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RE: st: xtreg fixed effect


From   Nick Cox <n.j.cox@durham.ac.uk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: xtreg fixed effect
Date   Wed, 9 Nov 2011 09:42:21 +0000

Not so:

 webuse nlswork
 xtset idcode
 generate age2 = age^2
 xtreg ln_w grade age* 

<all work fine> 

.  gen badvar = string(_n) 

.  xtreg ln_w grade age* badvar 
no observations
r(2000);

Nick 
n.j.cox@durham.ac.uk 

Vikram Finavker

Have you checked the 3 variables which you are adding. If they are
string then stata will give you these message.

On 9 Nov 2011, at 03:30 AM, donsaane <donsaane@yahoo.fr> wrote:

> 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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