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st: Re: AW: drop command & missing values


From   "Francesco Trivieri" <[email protected]>
To   <[email protected]>
Subject   st: Re: AW: drop command & missing values
Date   Mon, 12 Oct 2009 14:16:03 +0200

Dear Martin,

thank you very much. I eventually understood the problem. It was depending on the lagged dependent variable. If I do

1) drop if x>123
rather than
2) drop if x>123 & x!=.

I am eliminating observations that Stata may use to calculate Y-1. So, I avoid the problem by using 2).

Best regards
Francesco


----- Original Message ----- From: "Martin Weiss" <[email protected]>
To: <[email protected]>
Sent: Monday, October 12, 2009 1:47 PM
Subject: st: AW: drop command & missing values



<>

Well, in the absence of an example that is reproducible to all it is
difficult to diagnose the problem. In my example, both approaches end up
delivering the same nobs...


*************
use http://www.stata-press.com/data/r7/abdata.dta, clear

replace w=. in 200/250

preserve
drop if w>3.4
xtabond2 n w k, iv(w k, eq(level)) small h(1)
restore

preserve
drop if w>3.4 & w!=.
xtabond2 n w k, iv(w k, eq(level)) small h(1)
restore
*************



HTH
Martin


-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Francesco
Trivieri
Gesendet: Montag, 12. Oktober 2009 12:36
An: [email protected]
Betreff: st: drop command & missing values

Dear Maarten and Martin,

thank you very much for your answers. I am always including the x variable
in my estimation, I don't understand why:

drop if x>123
xtabond2    Y   Y_1    X    Z ....
the estimation sample is 8100

drop if x>123 & x!=.
xtabond2    Y   Y_1    X    Z ....
the estimation sample is 12200

thanks again
Francesco

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