Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
From | "Whelan, Paul" <Paul.Whelan@bankofengland.co.uk> |
To | "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu> |
Subject | st: Panel Regression with missing x for one entity |
Date | Tue, 14 Aug 2012 18:43:20 +0100 |
Hi Statlisters, I'm running a panel regression with a cross-section of countries: y_it = c_it + beta_1 x_1 + ... + beta_n x_n + eps_it For one of my countries , a particular x is completely missing. The estimation works fine but I cannot produce predictions for this particular entity. Is stata simply dropping this country or is there something else going on? My solution so far has been to replace all these observations for this country for this x with zeros. This is not ideal since it is biasing my results. Paul Whelan Macro-Financial Analysis Division| Monetary Analysis Bank of England| Threadneedle Street|London EC2R 8AH *********************************************************************************** This e-mail is intended for the addressee(s) named above and any other use is prohibited. It may contain confidential information. If you received this e-mail in error please contact the sender by return e-mail. The Bank of England does not accept legal responsibility for the contents of this message if it has reached you via the Internet, as Internet communications are not secure. Any opinions expressed are those of the author and are not necessarily endorsed by the Bank of England. Recipients are advised to apply their own virus checks to this message . *********************************************************************************** _____________________________________________________________________ This e-mail has been scanned for known viruses by the Messagelabs SkyScan Service. * * 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/