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Fernando

On Wed, Nov 9, 2011 at 4:42 AM, Nick Cox <[email protected]> wrote:
> 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
> [email protected]
>
> 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 <[email protected]> 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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