Notice: On March 31, it was **announced** that Statalist is moving from an email list to a **forum**. The old list will shut down on April 23, and its replacement, **statalist.org** is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
Christopher Baum <kit.baum@bc.edu> |

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

Subject |
Re: Re: st: AW: Question on xtreg and the FE option |

Date |
Fri, 9 Nov 2012 11:52:47 +0000 |

<> On Nov 9, 2012, at 2:33 AM, Justina wrote: > it depends also on the Staa version you use > > In my case -xtreg- requires -xtset-, and -xtset- requires both unit and time to be set These assertions about -xtreg- are false and misleading. -xtset- is a more recent addition to Stata, and if you look at the code, all it does is call -tsset-! You never have to use -xtset-, as -tsset- will achieve the same goal. In the days of the printed manuals, it was viewed as a disadvantage that -tsset- was in [TS], and -xtreg- in [XT], and someone might not own both manuals: hence -xtset-, which lives in the [XT] manual. These days that is quite irrelevant, as all users have the complete doc set. But -xtreg-, and a number of other xt-commands, have ALWAYS allowed the specification 'on the fly' of the panel dimension with i(), where the other dimension can be viewed as hierarchically nested (i.e. people within families, firms within industries, repeated measures data on hospital patients with no evenly spaced timing, etc.) Indeed, Stata had an -xtset- command (which was why a colleague of mine first introduced me to Stata: version 5 or 6!) long before it had any notion of time series data, time series calendar, -tis-, -tsset-, etc. We normally consider xt-data to refer to i and t, with t a proper time series, but Stata emphatically does NOT require that to be the case. For instance, using auto: . xtreg price mpg weight turn, fe i(rep78) Fixed-effects (within) regression Number of obs = 69 Group variable: rep78 Number of groups = 5 R-sq: within = 0.4125 Obs per group: min = 2 between = 0.0228 avg = 13.8 overall = 0.3756 max = 30 F(3,61) = 14.27 corr(u_i, Xb) = -0.3480 Prob > F = 0.0000 ------------------------------------------------------------------------------ price | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- mpg | -86.24749 84.98694 -1.01 0.314 -256.1894 83.69441 weight | 3.39851 .8279604 4.10 0.000 1.742901 5.05412 turn | -321.7209 136.6736 -2.35 0.022 -595.0167 -48.42515 _cons | 10481.42 5252.1 2.00 0.050 -20.80438 20983.64 -------------+---------------------------------------------------------------- sigma_u | 1014.0163 sigma_e | 2339.882 rho | .15810936 (fraction of variance due to u_i) ------------------------------------------------------------------------------ F test that all u_i=0: F(4, 61) = 1.04 Prob > F = 0.3961 The Statalist FAQ exhorts those posting to RTFM first, for good reason. Kit Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

- Prev by Date:
**RE: st: AW: Question on xtreg and the FE option** - Next by Date:
**Re: st: data precision and problems therein** - Previous by thread:
**st: -nnipolate- added to SSC for nearest neighbour interpolation** - Next by thread:
**Re: Re: st: AW: Question on xtreg and the FE option** - Index(es):