Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: An econometric question


From   David Greenberg <[email protected]>
To   [email protected]
Subject   Re: st: An econometric question
Date   Sun, 08 Apr 2007 21:41:46 -0400

No, it is not. David Greenberg, Sociology Department, New York University

----- Original Message -----
From: "Roy,Suryadipta" <[email protected]>
Date: Sunday, April 8, 2007 8:54 pm
Subject: Re: st: An econometric question
To: [email protected]


> Maarten,
> 
> Thanks so much for your response! Now just to make sure 
> that I am understanding you right, there were initially 
> 1500 cases (no. of year-countries) which was subsequently 
> reduced to 100 cases (no. of countries) by taking the 
> averages of the variables over 15 years. In this 
> situation, will it be alright to report the results I am 
> getting for the regression with 1500 observations (the 
> ones that are significant)?
> 
> Thanks again!
> Suryadipta.
> 
> On Sun, 8 Apr 2007 20:25:18 +0100 (BST)
>   Maarten buis <[email protected]> wrote:
> > --- "Roy,Suryadipta" <[email protected]> 
> >wrote:
> >> I have some questions on the interpretation of my 
> >>results. 
> >> I have data on (say) 100 countries over a period of 15 
> >> years, i.e. a total of 1500 observations. Suppose, I am 
> >> running a model of the form:
> >> y= a0 + a1x1 + a2x2 + a3x3, where y, x1 and x2 are the 
> >> mean values of the original variables (say, z, z1 and 
> >>z2) 
> >> over 15 years for all countries and x3 is a 
> >>time-constant 
> >> variable (say, a region dummy).
> >> 
> >> Now, when I am running the above regression in the 
> >> original dataset (with 1500 observations), I am getting 
> >> significant results for x1, x2 and x3. Of course, all 
> >>the 
> >> variables remain unchanged for any country over these 15 
> >> years.
> >> 
> >> On the other hand, if I "collapse" the dataset and run 
> >>the 
> >> regression with 100 observations (for 100 countries), 
> >>none 
> >> of the variables remain significant and the r-square 
> >>goes 
> >> down as well. The mean values for y, x1 and x2 (and x3) 
> >> are however, the same in both the regressions.
> >> 
> >> I would greatly appreciate some help if understanding as 
> >> to why I am not getting the same results as in the first 
> >> regression.
> > 
> > If you have more cases, you have more bits of 
> >information going into
> > your estimate, so you are more confident about your 
> >results, so you are
> > willing to say that smaller deviations from your null 
> >hypothesis are
> > non-accidental, i.e. significant. So the question is: If 
> >you want to
> > regress averages over 15 years of a 100 countries, do 
> >you have a 100
> > cases (number of countries), or 1500 cases (number of 
> >year-countries)?
> > The answer (unfortunately) is that you have only a 100 
> >cases. By using
> > year-countries (1500 cases) you are just duplicating the 
> >same
> > information, in other words, each year does not add any 
> >new info. 
> > 
> > Hope this helps,
> > Maarten
> > 
> > 
> > -----------------------------------------
> > Maarten L. Buis
> > Department of Social Research Methodology
> > Vrije Universiteit Amsterdam
> > Boelelaan 1081
> > 1081 HV Amsterdam
> > The Netherlands
> > 
> > visiting address:
> > Buitenveldertselaan 3 (Metropolitan), room Z434
> > 
> > +31 20 5986715
> > 
> > http://home.fsw.vu.nl/m.buis/
> > -----------------------------------------
> > 
> > 
> >         	
> > ___________________________________________________________ 
> > Inbox full of unwanted email? Get leading protection and 
> >1GB storage with All New Yahoo! Mail. 
> >http://uk.docs.yahoo.com/nowyoucan.html
> > *
> > *   For searches and help try:
> > *   http://www.stata.com/support/faqs/res/findit.html
> > *   http://www.stata.com/support/statalist/faq
> > *   http://www.ats.ucla.edu/stat/stata/
> 
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index