Dear Martin,
thank you very much. I eventually understood the problem. It was depending
on the lagged dependent variable. If I do
1) drop if x>123
rather than
2) drop if x>123 & x!=.
I am eliminating observations that Stata may use to calculate Y-1. So, I
avoid the problem by using 2).
Best regards
Francesco
----- Original Message -----
From: "Martin Weiss" <[email protected]>
To: <[email protected]>
Sent: Monday, October 12, 2009 1:47 PM
Subject: st: AW: drop command & missing values
<>
Well, in the absence of an example that is reproducible to all it is
difficult to diagnose the problem. In my example, both approaches end up
delivering the same nobs...
*************
use http://www.stata-press.com/data/r7/abdata.dta, clear
replace w=. in 200/250
preserve
drop if w>3.4
xtabond2 n w k, iv(w k, eq(level)) small h(1)
restore
preserve
drop if w>3.4 & w!=.
xtabond2 n w k, iv(w k, eq(level)) small h(1)
restore
*************
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Francesco
Trivieri
Gesendet: Montag, 12. Oktober 2009 12:36
An: [email protected]
Betreff: st: drop command & missing values
Dear Maarten and Martin,
thank you very much for your answers. I am always including the x variable
in my estimation, I don't understand why:
drop if x>123
xtabond2 Y Y_1 X Z ....
the estimation sample is 8100
drop if x>123 & x!=.
xtabond2 Y Y_1 X Z ....
the estimation sample is 12200
thanks again
Francesco
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