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Re: st: suest equivalent for areg.
From
Austin Nichols <[email protected]>
To
[email protected]
Subject
Re: st: suest equivalent for areg.
Date
Fri, 20 May 2011 17:13:24 -0400
Sumedha--
Then confirm you get the same answer with a stacking approach:
http://www.stata.com/statalist/archive/2009-11/msg01485.html
noting that clustering by id will subsume clustering by obs.
On Fri, May 20, 2011 at 4:32 PM, Schaffer, Mark E <[email protected]> wrote:
> 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: [email protected]
>> [mailto:[email protected]] On Behalf Of
>> Gupta, Sumedha
>> Sent: 20 May 2011 17:34
>> To: [email protected]
>> 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.
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