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Re: st: RE: perform regression on minimum number of observations stata
From
Nahla Betelmal <[email protected]>
To
[email protected]
Subject
Re: st: RE: perform regression on minimum number of observations stata
Date
Mon, 29 Jul 2013 18:20:53 +0100
Perfect, it works great. Many thanks indeed.
On 29 July 2013 17:53, Nick Cox <[email protected]> wrote:
> This is not difficult.
>
> Evidently, you need to check that all the variables you want to
> include in the regression are non-missing. So, extend the -count- to
> include that.
>
> count if industry == `i' & year == `y' & !missing(DV, IV_1, IV_2, IV_3)
> Nick
> [email protected]
>
>
> On 29 July 2013 17:43, Nahla Betelmal <[email protected]> wrote:
>> Thanks Nick and Gergorio, the loop works, but still the number of
>> observations run by the regression less than 15 in some cases. for
>> example see this output
>>
>>
>> year = 2011 and industry= 9
>> 20
>>
>> Source | SS df MS
>> Number of obs = 13
>> -------------+------------------------------
>> F( 3, 9) = 5.14
>> Model | .159024959 3 .05300832 Prob > F = 0.0242
>> Residual | .092789059 9 .010309895 R-squared = 0.6315
>> -------------+------------------------------
>> Adj R-squared = 0.5087
>> Total | .251814017 12 .020984501 Root MSE = .10154
>>
>> ---------------------------------------------------------------------------------
>> DV | Coef. Std. Err. t P>|t| [95% Conf. Interval]
>> ----------------+----------------------------------------------------------------
>> IV_1 | -.6177928 .3150983 -1.96 0.082 -1.330595 .095009
>> IV_2 | .6304449 .2551211 2.47 0.036 .0533208 1.207569
>> IV_3 | -.0369961 .0173076 -2.14 0.061 -.0761486 .0021564
>> _cons | -.0884111 .0439023 -2.01 0.075 -.1877251 .0109029
>> ---------------------------------------------------------------------------------
>>
>> Although the number of year-industry observations here is 20, only 13
>> had enough data for the regression. Is there a way to make the number
>> of observations regressed at least 15.
>>
>> I totally understand if there is no way to do it, your help has been great.
>>
>> Thanks a million for the help and time.
>>
>> Nahla
>>
>>
>> On 29 July 2013 17:12, Impavido, Gregorio <[email protected]> wrote:
>>> Try changing
>>>
>>> count if industry == `i' & `year' == `y'
>>>
>>> with
>>>
>>> count if industry == `i' & year == `y'
>>>
>>> -----Original Message-----
>>> From: [email protected] [mailto:[email protected]] On Behalf Of Nahla Betelmal
>>> Sent: Monday, July 29, 2013 11:46 AM
>>> To: [email protected]
>>> Subject: Re: st: RE: perform regression on minimum number of observations stata
>>>
>>> Thanks Nick, but I got an error with the loop
>>>
>>> year = 1989 and industry= 1
>>> ==1989 invalid name
>>> r(198);
>>>
>>> I added ` ' for industry in the line: count if industry == `i' & `year' == `y'. I still get the same error but with alteration
>>>
>>> year = 1989 and industry= 1
>>> ==1 invalid name
>>> r(198);
>>>
>>>
>>> Could it be that I do not have enough observations at year 1989 and industry 1
>>>
>>> Thanks again, I highly appreciate your time. Also thanks for the advice about the magic number and regression model.
>>>
>>> Nahla
>>>
>>>
>>> On 29 July 2013 16:24, Nick Cox <[email protected]> wrote:
>>>> Sorry for previous incomplete reply.
>>>>
>>>> Nick
>>>> [email protected]
>>>>
>>>> On 29 July 2013 16:20, Nick Cox <[email protected]> wrote:
>>>>
>>>> Gregorio's loop can be modified something like this
>>>>
>>>> forval y=1989/2012 {
>>>> forval i= 1/57 {
>>>> di "year = `y' and industry = `i'"
>>>> count if industry == `i' & `year' == `y'
>>>> if r(N) > 15 {
>>>> reg DV IV_1 IN_2 IN_3 if Industry== `i' & year==`y'
>>>> }
>>>> }
>>>>
>>>> Whatever magic numbers or rules of thumb you read about,
>>>>
>>>> 1. Don't take them too literally.
>>>>
>>>> 2. Increase the desirable number according to how many parameters you
>>>> are estimating.
>>>>
>>>> 3. Use sensible models. I don't usually expect pure linear regressions
>>>> to work well with firm-year data.
>>>>
>>>> Nick
>>>> [email protected]
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