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From |
"Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
RE: st: suest equivalent for areg. |

Date |
Fri, 20 May 2011 21:32:30 +0100 |

Sumedha, Why not partial out the fixed effects by hand and then use -regress-? An easy way to do this is with Ben Jann's -center- command. Then do your estimations on the transformed data. If you're planning on using -suest-, you'll probably need to use the undocumented -dof- option of -regress- when you do your estimations before invoking -suest-. This is because you will have to tell -regress- that you've lost X degrees of freedom because of the X individual effects. The syntax is easy, e.g., regress y x1 x2, dof(25) tells -regress- that there are 25 degrees of freedom, i.e., the macro e(df_r) will have 25 in it. HTH, Mark > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of > Gupta, Sumedha > Sent: 20 May 2011 17:34 > To: statalist@hsphsun2.harvard.edu > Subject: RE: st: suest equivalent for areg. > > Hi Jorge, > > Thank you for your reply but I am running into exactly the > problem you anticipated. Suest doesn't allow areg and xtreg > and running ols with individual dummies is not an option with > svy as that does not allow vce (cluster id). > > Does anybody else have any thoughts on this please? > > Many thanks. > Sumedha. > > > ________________________________________ > From: owner-statalist@hsphsun2.harvard.edu > [owner-statalist@hsphsun2.harvard.edu] on behalf of Jorge > Eduardo Pérez Pérez [perez.jorge@ur.edu.co] > Sent: Wednesday, May 18, 2011 5:52 PM > To: statalist@hsphsun2.harvard.edu > Subject: Re: st: suest equivalent for areg. > > As -xtreg- will not work with -suest- either, the only > workaround that comes to mind is to use ols with dummy > variables. This might not be computationaly feasible if you > have too many individuals. See the code below. It works with > the caveat that -suest- requires the models to be estimated > with iweights and the constants obtained are different from > the -areg- case, but the coefficients on the independent > variables are the same. > > I don't know if this approach produces correct standard > errors due to your survey data structure. Notice that suest > does not allow the use of -cluster- and -svy- at the same > time. Maybe someone else on the list can provide more > information on this matter. > > > clear > set seed 20 > set matsize 1000 > webuse nlswork > keep if id<500 > xtset idcode > gen w=uniform() > bys id: replace w=w[1] > xi i.occ i.ind i.id > areg age _Iocc* if south==1 [pweight=w], absorb (id) > vce(cluster id) areg age _Iind* if south==1 [pweight=w], > absorb (id) vce(cluster id) qui eststo R1: reg age _Iocc* > _Iid* [iw=w] if south==1 unab a: _Iocc* est tab, b se > keep(`a' _cons) qui eststo R2: reg age _Iind* _Iid* [iw=w] if > south==1 unab b: _Iind* est tab, b se keep (`b' _cons) qui > suest R1 R2, vce(cluster id) est tab, b se keep(`a' `b' > R1_mean:_cons R2_mean:_cons) > > _______________________ > Jorge Eduardo Pérez Pérez > > > > > On Wed, May 18, 2011 at 3:13 PM, Gupta, Sumedha > <sugupta@iupui.edu> wrote: > > Dear All, > > > > I am trying to estimate a linear fixed effects model with > survey data. Post estimation I want to use esttab to make my > tables. I try the following code (sorry for not using the > standard data code for this): > > > > . quietly eststo R1: xi: areg A B if subpop1==1 [pweight=wt], > > absorb (id) vce(cluster id) > > > > . quietly eststo R2: xi: areg A C if subpop1==1 > [pweight=wt], absorb > > (id) vce(cluster id) > > > > . quietly suest R1 R2 > > > > But then I get the following error message: > > > > areg is not supported by suest > > r(322); > > > > Can somebody please advise me on a way around this? > > > > Many thanks. > > Sumedha. > > > > > > > > > > > > > > > > > > * > > * 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/ > > > > * > * 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/ > > * > * 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/ > -- Heriot-Watt University is a Scottish charity registered under charity number SC000278. * * 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/

**Follow-Ups**:**Re: st: suest equivalent for areg.***From:*Austin Nichols <austinnichols@gmail.com>

**References**:**st: suest equivalent for areg.***From:*"Gupta, Sumedha" <sugupta@iupui.edu>

**Re: st: suest equivalent for areg.***From:*Jorge Eduardo Pérez Pérez <perez.jorge@ur.edu.co>

**RE: st: suest equivalent for areg.***From:*"Gupta, Sumedha" <sugupta@iupui.edu>

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