Re: st: RE: perform regression on minimum number of observations stata

[Nahla Betelmal <nahlaib@gmail.com>]

Thanks Gregorio, but how can I exclude the regression with less than
15 observation due to missing data rather than no observation? any
idea!

 many thanks again for the great help. from what I have read in the
field the magic number is 15, one or two papers uses 20. Maybe due to
the nature of the data availability from the population dataset.

Thanks again for the kind help

Nahla

On 29 July 2013 15:57, Impavido, Gregorio <GImpavido@imf.org> wrote:
> You could modify your loop as follows:
>
> bysort year industry: gen nobs = _N
> forval y=1989/2012 {
>       forval  i= 1/57 {
>         di "year = `y' and industry = `i'"
>       reg DV IV_1 IN_2 IN_3 if  Industry== `i' & year==`y' & nobs>15
> }
>
> However, I thought that the "magic number" for the central limit theorem to apply was 30.
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nahla Betelmal
> Sent: Monday, July 29, 2013 10:32 AM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: perform regression on minimum number of observations stata
>
> Hi Statalist,
>
> my data consists of several years and several industries (each industry contain several firms). I run  cross-sectional regressions as follow :
>
> forval y=1989/2012 {
>       forval  i= 1/57 {
>            reg DV IV_1 IN_2 IN_3 if  Industry== `i' & year==`y'
> }
>
> I have two questions please:
>
> 1- According to literature, any industry-year regression with less than 15 observations (i.e. 15 firms) should be disregarded. the tricky thing is that almost every industry-year group has more than 15 firms but some are with missing values to perform the regression. Therefore, the regression could be done with less than 15 observation. How can I account for this in the above loop, so regression with less than 15 complete observations produce missing values instead of actual values!
>
> 2- the output does not provide information about the matched year and industry. Is there a way to do it?  I only need that for reporting purpose.
>
> Thank you
>
> Nahla Betelmal
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