Hi Martin,
Thank yu very much for your response.
The explanation was to have the same sample size as in ivreg2 but the
very good explanation outside of that on why I would do that, I myself
am not too sure....
any thought anyone?
thanks,
Nirina
On Tue, Sep 29, 2009 at 8:48 AM, Martin Weiss <[email protected]> wrote:
>
> <>
>
>
>
> This question is not so much about the size of the sample than about the
> members that are or are not included by -ivreg2-: If it was all about the
> size, you could simply say -in 1/2122- and be done...
>
> By conditioning on -e(sample)- from the -ivreg2- estimation, you tell
> -regress- to use the observations that -ivreg2- chose to use for whatever
> reasons, and you would need a very good explanation for that...
>
> You could make -e(sample)- permanent by saying something like -gen byte
> inivreg=e(sample)- and then -summarize- or -inspect- the resulting dummy to
> look for patterns that promote or discourage inclusion...
>
>
>
> HTH
> Martin
>
>
> -----Ursprüngliche Nachricht-----
> Von: [email protected]
> [mailto:[email protected]] Im Auftrag von Nirina F
> Gesendet: Dienstag, 29. September 2009 14:36
> An: [email protected]
> Betreff: st: sample size
>
> hello all,
>
> When I run ivreg2, my sample size dropped from 2445 to 2122.
> What is the logic behind this sample drop?
> Also, I restricted the plain reg with if e(sample) so that I have now
> 2122 in my OLS but is it ok to do that? I mean what is the meaning
> econometrically of restricting the sample size to be the same?
>
> Thank you in advance fo rtaking the time to respond.
> Nirin
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