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Which "stages" are you referring to?
In this example from the help file, the number of firm-years is calculated
just as you would expect:
*************
webuse invest2, clear
xtset company time
xtgls invest market stock,/*
*/ panels(hetero)
di in red /*
*/ "Number of combinations: "/*
*/ e(N_g)*e(N_t)
*************
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Ines Ben Salah
Gesendet: Dienstag, 14. Juli 2009 16:19
An: [email protected]
Betreff: st: xtgls and number of observations
Dear Statalisters,
I am estimating a two-stage GLS panel data model using the xtgls command.
Surprisingly, the number of firm-year observations of my second stage
regression is higher than that of the first stage. My question is: how does
xtgls calculates the number of firm-year observations? Is it possible to
obtain
a higher number of firm-year observations for the second stage regression?
Thank you for your precious help in this regard
Ines Ben Salah
PhD candidate
Laval University, Quebec, Canada
Email: [email protected]
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