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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 17:43:56 +0100 |

Thanks Nick and Gergorio, the loop works, but still the number of observations run by the regression less than 15 in some cases. for example see this output year = 2011 and industry= 9 20 Source | SS df MS Number of obs = 13 -------------+------------------------------ F( 3, 9) = 5.14 Model | .159024959 3 .05300832 Prob > F = 0.0242 Residual | .092789059 9 .010309895 R-squared = 0.6315 -------------+------------------------------ Adj R-squared = 0.5087 Total | .251814017 12 .020984501 Root MSE = .10154 --------------------------------------------------------------------------------- DV | Coef. Std. Err. t P>|t| [95% Conf. Interval] ----------------+---------------------------------------------------------------- IV_1 | -.6177928 .3150983 -1.96 0.082 -1.330595 .095009 IV_2 | .6304449 .2551211 2.47 0.036 .0533208 1.207569 IV_3 | -.0369961 .0173076 -2.14 0.061 -.0761486 .0021564 _cons | -.0884111 .0439023 -2.01 0.075 -.1877251 .0109029 --------------------------------------------------------------------------------- Although the number of year-industry observations here is 20, only 13 had enough data for the regression. Is there a way to make the number of observations regressed at least 15. I totally understand if there is no way to do it, your help has been great. Thanks a million for the help and time. Nahla On 29 July 2013 17:12, Impavido, Gregorio <GImpavido@imf.org> wrote: > Try changing > > count if industry == `i' & `year' == `y' > > with > > count if industry == `i' & year == `y' > > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nahla Betelmal > Sent: Monday, July 29, 2013 11:46 AM > To: statalist@hsphsun2.harvard.edu > Subject: Re: st: RE: perform regression on minimum number of observations stata > > 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 >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/faqs/resources/statalist-faq/ >> * http://www.ats.ucla.edu/stat/stata/ > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/statalist-faq/ > * http://www.ats.ucla.edu/stat/stata/ > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/statalist-faq/ > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: RE: perform regression on minimum number of observations stata***From:*Nick Cox <njcoxstata@gmail.com>

**References**:**st: perform regression on minimum number of observations stata***From:*Nahla Betelmal <nahlaib@gmail.com>

**st: RE: perform regression on minimum number of observations stata***From:*"Impavido, Gregorio" <GImpavido@imf.org>

**Re: st: RE: perform regression on minimum number of observations stata***From:*Nahla Betelmal <nahlaib@gmail.com>

**Re: st: RE: perform regression on minimum number of observations stata***From:*Nick Cox <njcoxstata@gmail.com>

**Re: st: RE: perform regression on minimum number of observations stata***From:*Nick Cox <njcoxstata@gmail.com>

**Re: st: RE: perform regression on minimum number of observations stata***From:*Nahla Betelmal <nahlaib@gmail.com>

**RE: st: RE: perform regression on minimum number of observations stata***From:*"Impavido, Gregorio" <GImpavido@imf.org>

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