Thanks very much Austin. I think this code is very close to what I
need but not completely. Indeed, I have l1. RHS variables. Therefore,
I modified your code as follows:
webuse grunfeld, clear
drop if time>2 & company==10
xtivreg2 mvalue l1.invest, fe
g s=e(sample)
egen c=count(s), by(company)
g ok=s*(c>2)
tab company ok
Things seem to work well in your example, but not in my case. This is
perhaps happening because my panel is unbalanced? Any suggestions on
what I should do in this case
Thanks,
Erasmo
On Fri, Nov 7, 2008 at 1:55 PM, Austin Nichols <[email protected]> wrote:
> Erasmo Giambona <[email protected]> :
> Do you want something like this?
>
> webuse grunfeld, clear
> drop if time>1 & company==10
> xtivreg2 mvalue invest, fe
> g s=e(sample)
> egen c=count(s), by(company)
> g ok=s*(c>1)
> tab company ok
>
> Note that -xtivreg2- is on SSC, and e(sample) works as expected when
> using the -fd- option.
>
> On Fri, Nov 7, 2008 at 6:22 AM, Erasmo Giambona <[email protected]> wrote:
>> Dear Prof. Schaffer and Statalisters,
>>
>> For some reasons, e(sample) does not seem to work after XTIVREG2. In
>> particular, if I run XTIVREG2 some observations are not used because
>> they are singleton (likely due to the fact that some of my RHS
>> variables are lagged 1 period relative to the dependent variable).
>> However, If I try to calculate summary statistics with the e(sample)
>> option (i.e., sum ...... if e(sample)), the singleton observations are
>> now used again. I contacted STATA Support about it. They cannot
>> explain why this happens and suggests that I contact you.
>>
>> I would appreciate if you or any Statalisters could suggest how I
>> could fix this problem.
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/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/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
