Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: discrepancy in the number of groups


From   "EUN BUM CHO" <[email protected]>
To   <[email protected]>
Subject   st: discrepancy in the number of groups
Date   Mon, 28 Feb 2011 21:29:38 -1000

Dear Stata experts!

My data is firm level data, with firms nested within industries.
I ran the xtmixed and xtreg commands using Stata 10.1.
When I looked at the outputs, I found a strange discrepancy in the reported number of groups (firms) between two models.

xtmixed reports that the number of groups is 370, while xtreg reports that the number of groups is 369.
They are analyzed with the same sample, thus both should report the same group number.
I cannot find out why xtmixed has one more group than the xtreg does, when they share the same sample.
Can anyone think of the possible reason for this?

I attached the syntaxes and partial outputs for your reference.

KSIC represents unique industry codes.
id uniquely identifies firms.

xtmixed F.EXPI y1982-y2001 AGE SIZE IFDI ROA CAPI AVSLACK RESLACK POSLACK DSUB NCOMP DMSIZE
DMGR LEADER DMCOM DMPER CL TECH MKT TOP5 TOP30 GROUP || KSIC:, || id:

Mixed-effects REML regression                   Number of obs      =      2410

--------------------------------------------------------------------------------
                          |   No. of           Observations per Group
 Group Variable |   Groups    Minimum    Average    Maximum
--------------------------------------------------------------------------------
                 KSIC |      162          1       14.9         70
                       id |      370          1        6.5         17
--------------------------------------------------------------------------------


xtreg F.EXPI y1982-y2001 AGE SIZE IFDI ROA CAPI AVSLACK RESLACK POSLACK DSUB 
NCOMP DMSIZE DMGR LEADER DMCOM DMPER CL TECH MKT TOP5 TOP30 GROUP, re

Random-effects GLS regression           Number of obs      =      2410
Group variable: id                               Number of groups   =       369

R-sq:  within  = 0.1141                         Obs per group: min =         1
       between = 0.1326                                        avg =       6.5
       overall = 0.1232                                        max =        17

++++++++++++++++++++++++++
Eunbum Cho
Department of Management
Shidler College of Business
University of Hawaii at Manoa
Tel: 1-808-265-9618
[email protected]
++++++++++++++++++++++++++






*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index