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From | "EUN BUM CHO" <manoa.hawaii@gmail.com> |
To | <statalist@hsphsun2.harvard.edu> |
Subject | st: discrepancy in the number of groups |
Date | Mon, 28 Feb 2011 21:29:38 -1000 |
Dear Stata experts! My data is firm level data, with firms nested within industries. I ran the xtmixed and xtreg commands using Stata 10.1. When I looked at the outputs, I found a strange discrepancy in the reported number of groups (firms) between two models. xtmixed reports that the number of groups is 370, while xtreg reports that the number of groups is 369. They are analyzed with the same sample, thus both should report the same group number. I cannot find out why xtmixed has one more group than the xtreg does, when they share the same sample. Can anyone think of the possible reason for this? I attached the syntaxes and partial outputs for your reference. KSIC represents unique industry codes. id uniquely identifies firms. xtmixed F.EXPI y1982-y2001 AGE SIZE IFDI ROA CAPI AVSLACK RESLACK POSLACK DSUB NCOMP DMSIZE DMGR LEADER DMCOM DMPER CL TECH MKT TOP5 TOP30 GROUP || KSIC:, || id: Mixed-effects REML regression Number of obs = 2410 -------------------------------------------------------------------------------- | No. of Observations per Group Group Variable | Groups Minimum Average Maximum -------------------------------------------------------------------------------- KSIC | 162 1 14.9 70 id | 370 1 6.5 17 -------------------------------------------------------------------------------- xtreg F.EXPI y1982-y2001 AGE SIZE IFDI ROA CAPI AVSLACK RESLACK POSLACK DSUB NCOMP DMSIZE DMGR LEADER DMCOM DMPER CL TECH MKT TOP5 TOP30 GROUP, re Random-effects GLS regression Number of obs = 2410 Group variable: id Number of groups = 369 R-sq: within = 0.1141 Obs per group: min = 1 between = 0.1326 avg = 6.5 overall = 0.1232 max = 17 ++++++++++++++++++++++++++ Eunbum Cho Department of Management Shidler College of Business University of Hawaii at Manoa Tel: 1-808-265-9618 eunbum@hawaii.edu ++++++++++++++++++++++++++ * * 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/