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


From   Nick Cox <njcoxstata@gmail.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: RE: perform regression on minimum number of observations stata
Date   Mon, 29 Jul 2013 16:24:15 +0100

Sorry for previous incomplete reply.

Nick
njcoxstata@gmail.com

On 29 July 2013 16:20, Nick Cox <njcoxstata@gmail.com> wrote:

Gregorio's loop can be modified something like this

forval y=1989/2012 {
       forval  i= 1/57 {
        di "year = `y' and industry = `i'"
        count if industry == `i' & `year' == `y'
        if r(N) > 15 {
        reg DV IV_1 IN_2 IN_3 if  Industry== `i' & year==`y'
        }
}

Whatever magic numbers or rules of thumb you read about,

1. Don't take them too literally.

2. Increase the desirable number according to how many parameters you
are estimating.

3. Use sensible models. I don't usually expect pure linear regressions
to work well with firm-year data.

Nick
njcoxstata@gmail.com
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