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Re: st: Re: statsby and xtreg


From   "Jesper B. Sorensen" <[email protected]>
To   [email protected]
Subject   Re: st: Re: statsby and xtreg
Date   Mon, 12 Apr 2004 13:38:19 -0400

Not so unusual, I think, if one thinks of nested groups (eg., industries within sectors, or counties within states, etc.) It's presumably also a more general problem in that it affects all commands that do not allow -in- -- the frequency of which I don't know.

Thanks for the tsset clue. But rather than force the user to tsset (or know that it has to be done) an option to force the -if- behavior would seem preferable.

//Jesper

At 01:20 PM 4/12/2004 -0400, you wrote:

It seems unusual that you would have xtreg models that you want to run by
group using statsby, but it's certainly possible.  I think that if the
dataset is -tsset- then the new -statsby- will use the older method that
does not emply -in-, which should work.

Michael Blasnik
[email protected]


----- Original Message -----
From: "Jesper B. Sorensen" <[email protected]>
To: <[email protected]>
Sent: Monday, April 12, 2004 12:50 PM
Subject: st: statsby and xtreg


> I want to use statsby to collect coefficient estimates from xtreg, fe, but
> it fails.  As far as I can determine this is because statsby, buidling on
> statsbyfast, uses
> -in- instead of -if - to select the by groups.  -xtreg- does not allow the
> use of -in-
>
> I gather that the current version of statsby use -in- because it is faster
> in most cases
> (http://www.stata.com/statalist/archive/2003-07/msg00403.html).  But I do
> not see an option in the help for statsby to override the use of in and
> force the use of if.  Or am I missing something?
>
> Thanks,
> Jesper
>


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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
Jesper B. S�rensen
Richard S. Leghorn (1939) Associate Professor of Strategic Management
Sloan School of Management
Massachusetts Institute of Technology
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