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st: RE: discrepancy in the number of groups
From
"EUN BUM CHO" <[email protected]>
To
<[email protected]>
Subject
st: RE: discrepancy in the number of groups
Date
Tue, 1 Mar 2011 22:08:10 -1000
I counted the number of groups in the xtmixed model and found that 369 is the right number.
I wonder why xtmixed reports 370 when 369 is the right number of groups.
Any ideas?
++++++++++++++++++++++++++
Eunbum Cho
Department of Management
Shidler College of Business
University of Hawaii at Manoa
Tel: 1-808-265-9618
[email protected]
Ua Mau ke Ea o ka ʻĀina i ka Pono
++++++++++++++++++++++++++
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of EUN BUM CHO
Sent: Monday, February 28, 2011 9:30 PM
To: [email protected]
Subject: st: discrepancy in the number of groups
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]
++++++++++++++++++++++++++
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