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

 From Nahla Betelmal 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
-------------+------------------------------
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'
>>         }
>> }
>>
>>
>> 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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```