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From |
Yogesh Uppal <stata.list.queries@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: residuals change after reloading data |

Date |
Fri, 22 Mar 2013 11:32:03 -0400 |

Thanks, Joerg. On Fri, Mar 22, 2013 at 11:21 AM, George Vega Yon <g.vegayon@gmail.com> wrote: > That's a better option! > > George Vega Yon > 7 647 2552 > http://cl.linkedin.com/in/georgevegayon > > > 2013/3/22 Joerg Luedicke <joerg.luedicke@gmail.com>: >> Alternatively, assuming -time- is your time variable, try >> >> bys id (time) : ... >> >> >> Joerg >> >> >> On Fri, Mar 22, 2013 at 10:45 AM, George Vega Yon <g.vegayon@gmail.com> wrote: >>> It has to do with the sorting, everytime you run "bys id: gen lag_e = >>> e[_n-1]", as there is a time variable, stata makes a different >>> sorting, thus changing the results, try using "sort id time" before >>> that line and replace "bys id:..." with "by id: ...". That should >>> work. >>> >>> Cheers! >>> >>> George Vega Yon >>> 7 647 2552 >>> http://cl.linkedin.com/in/georgevegayon >>> >>> >>> 2013/3/22 Yogesh Uppal <stata.list.queries@gmail.com>: >>>> Hi Statalisters, >>>> >>>> There may be a real simple answer to it. But I can't seem to figure >>>> out why. Suppose I run a regression of the following form to test for >>>> serial correlation (as suggested by Wooldridge): >>>> >>>> xi: ivreg2 y x1 x2 [x3=z1 z2 z3] i.id i.time, robust >>>> predict e, resid >>>> bys id: gen lag_e = e[_n-1] >>>> xi: ivreg2 y x1 x2 [x3=z1 z2 z3] i.id i.time lag_e, robust >>>> >>>> Every time I clear the data from memory and reload it and run the >>>> regressions again, the residuals change and so do the results of the >>>> serial correlation test. So, I am not sure which results to use. >>>> >>>> I appreciate any advice regarding what I am missing here. Many thanks! >>>> >>>> Yogesh >>>> * >>>> * 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/ >>> * >>> * 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/ >> * >> * 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/ > * > * 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/ * * 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/

**References**:**st: residuals change after reloading data***From:*Yogesh Uppal <stata.list.queries@gmail.com>

**Re: st: residuals change after reloading data***From:*George Vega Yon <g.vegayon@gmail.com>

**Re: st: residuals change after reloading data***From:*Joerg Luedicke <joerg.luedicke@gmail.com>

**Re: st: residuals change after reloading data***From:*George Vega Yon <g.vegayon@gmail.com>

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