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st: Number of observations: xtreg and xtivreg2


From   "Abou Nabout, Nadia" <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: Number of observations: xtreg and xtivreg2
Date   Wed, 29 Sep 2010 09:05:12 +0000

Dear Statalist readers,

I am running a fixed effects model on a dataset with about 97,000 observations.

While xtreg seems to use all these observations (xtreg ln_cpc position t qs qs_sq, i(keyword_id) fe), xtivreg2 (2SLS model with fixed effects: xtivreg2 ln_cpc t qs qs_sq (position=aktgebot), fe) only uses about 96,000 of these observations. I checked all the variables and instruments for missing values but there are none. I also do not have any lagged dependent variables in there, so I am wondering why the number of observations is lower for xtivreg2 compared to xtreg.

Any help would be highly appreciated!

Best,
Nadia



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