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From |
Fabian Schönenberger <fabian.schoenenberger@gmail.com> |

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

Subject |
AW: st: Coefficients resulting from Cross-Sectional Regressions |

Date |
Fri, 6 Apr 2012 23:18:49 +0200 |

This is true. I have for many firms (id) one observation per year (t). However, the number of observations (years, t) varies for each company (id) because of the data quality. So, you suggest a regression with the function xtreg? I control for effects common to all firms (macroeconomic situation like capacity utilization) and I control for the industry (SIC) as well. However, I thought that it is possible to get bid,t because this coefficient may vary over time for one firm. -----Ursprüngliche Nachricht----- Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von David Hoaglin Gesendet: Freitag, 6. April 2012 22:37 An: statalist@hsphsun2.harvard.edu Betreff: Re: st: Coefficients resulting from Cross-Sectional Regressions Fabian, I think several of us are trying to understand how many observations your data have within an individual year for an individual firm. That is, for firm id in year t, how many observations do you have, and what is varying to produce them? Your notation yid,t suggests that you have only one observation per combination of firm and year. If that is correct, the data would not support a model in which the coefficient is bid,t. The data might, however, support a model in which the coefficient is bid. Such a model could also contain effects for the years, either common to all firms or common to all firms within a particular industry. David Hoaglin 2012/4/6 Fabian Schönenberger <fabian.schoenenberger@gmail.com>: > I do not have the same number of yearly observations for each firm. > According to other studies from journals this is true for many > empirical investigations. * * 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: Coefficients resulting from Cross-Sectional Regressions***From:*Fabian Schönenberger <fabian.schoenenberger@gmail.com>

**Re: st: Coefficients resulting from Cross-Sectional Regressions***From:*Nick Cox <njcoxstata@gmail.com>

**AW: st: Coefficients resulting from Cross-Sectional Regressions***From:*Fabian Schönenberger <fabian.schoenenberger@gmail.com>

**Re: st: Coefficients resulting from Cross-Sectional Regressions***From:*Nick Cox <njcoxstata@gmail.com>

**AW: st: Coefficients resulting from Cross-Sectional Regressions***From:*Fabian Schönenberger <fabian.schoenenberger@gmail.com>

**Re: st: Coefficients resulting from Cross-Sectional Regressions***From:*Nick Cox <njcoxstata@gmail.com>

**AW: st: Coefficients resulting from Cross-Sectional Regressions***From:*Fabian Schönenberger <fabian.schoenenberger@gmail.com>

**Re: st: Coefficients resulting from Cross-Sectional Regressions***From:*David Hoaglin <dchoaglin@gmail.com>

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