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st: RE: question about xtivreg2
AbdelRahmen,
Two ideas for checking up on this: (1) Maybe you have some missing
values or lagged regressors/instruments that mean in effect you have
only one observation per group? (2) How does the output of xtivreg2,fe
compare to Stata's official xtivreg2,fe?
--Mark
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> AbdelRahmen El Lahga
> Sent: 14 February 2006 19:24
> To: [email protected]
> Subject: st: question about xtivreg2
>
> I have a panel data in which each household is observed 3
> times a minimum.
> such selection is made with the command:
> bys hhid: keep if _N>2 and I checked the result with the comand xtdes.
> But when I use xtivreg2...
> Stata print the following warning:
> Warning - singleton groups detected. 1982 observation(s) not used.
> I don't understand why such problem.
> thank you
> AbdelRahmen El Lahga
> ----- Original Message -----
> From: "Joseph Coveney" <[email protected]>
> To: "Statalist" <[email protected]>
> Sent: Tuesday, February 07, 2006 9:06 AM
> Subject: Re: RE: st: conceptual question regarding -egen-
>
>
> > Daniel Waxman wrote:
> >
> > Thanks much for the reply. There is much to learn...
> >
> > Anyway, I'd imagine that there is little difference in overhead
> > between using -sum- in this way and creating and then dropping a
> > temporary
> variable.
> > I should get over the frugality issues.
> >
> >
> ----------------------------------------------------------------------
> > ----
> ------
> >
> > I believe that the difference in overhead will depend how big the
> > dataset
> is
> > and how often you need to perform the calculation. For 1 000 000
> > observations, single precision, it seems to be a matter of 10-20
> > seconds
> for
> > a single iteration on a recent-vintage piece of equipment.
> >
> > For larger datasets, higher precision and many iterations, the time
> > saving might make -summarize , meanonly- pay.
> >
> > Joseph Coveney
> >
> > . clear
> >
> > . set more off
> >
> > . quietly set memory 500M
> >
> > . quietly set obs `=1e6'
> >
> > . set seed `=date("2006-02-07", "ymd")'
> >
> > . generate float p_pred_mort = uniform()
> >
> > . generate float p_act_mort = uniform()
> >
> > . *
> > . program define use_egen, rclass
> > 1. tempvar maxmort predmort
> > 2. egen float `maxmort' = max(p_pred_mort)
> > 3. egen float `predmort' = max(p_act_mort)
> > 4. return scalar maxmax = max(`maxmort', `predmort')
> > 5. drop `maxmort' `predmort' // Does omitting this save time?
> > 6. end
> >
> > . *
> > . program define use_summarize, rclass
> > 1. tempname maxpred
> > 2. summarize p_pred_mort, meanonly
> > 3. scalar `maxpred' = r(max)
> > 4. summarize p_act_mort, meanonly
> > 5. return scalar maxmax = max(scalar(`maxpred'), r(max))
> > 6. scalar drop `maxpred'
> > 7. end
> >
> > . *
> > . set rmsg on
> > r; t=0.00 16:57:31
> >
> > . use_egen
> > r; t=15.47 16:57:46
> >
> > . use_summarize
> > r; t=0.22 16:57:47
> >
> > *
> > * For searches and help try:
> > * http://www.stata.com/support/faqs/res/findit.html
> > * http://www.stata.com/support/statalist/faq
> > * http://www.ats.ucla.edu/stat/stata/
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
>
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
