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


From   Nahla Betelmal <nahlaib@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: perform regression on minimum number of observations stata
Date   Mon, 29 Jul 2013 16:46:19 +0100

Thanks Nick, but I got an error with the loop

year = 1989 and industry= 1
==1989 invalid name
r(198);

I  added `  ' for industry in the line:  count if industry == `i' &
`year' == `y'. I still get the same error but with alteration

year = 1989 and industry= 1
==1 invalid name
r(198);


Could it be that I do not have enough observations at year 1989 and industry 1

Thanks again, I highly appreciate your time. Also thanks for the
advice about the magic number and regression model.

Nahla


On 29 July 2013 16:24, Nick Cox <njcoxstata@gmail.com> wrote:
> 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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