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Re: st: RE: xtreg and xtivreg2
From
"Averett, Susan L" <[email protected]>
To
[email protected]
Subject
Re: st: RE: xtreg and xtivreg2
Date
Sat, 2 Apr 2011 19:01:42 -0400 (EDT)
Mark, Yep! Thank you so much!
Susan
Susan Averett
Dana Professor
Department of Economics
Lafayette College
Easton, PA 18042
phone: 610-330-5307
fax: 610-330-5715
email: [email protected]
----- Original Message -----
From: "Mark E Schaffer" <[email protected]>
To: [email protected]
Sent: Saturday, April 2, 2011 5:31:57 PM
Subject: st: RE: xtreg and xtivreg2
Susan,
xtreg does drop it - it just doesn't tell you. You can confirm this by
cross-checking the coefficient estimates reported by xtreg,fe and
xtivreg2,fe when the same specification is used, i.e., no endogenous
regressors. They should be identical.
--Mark (xtivreg2 author)
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> Averett, Susan L
> Sent: 02 April 2011 22:27
> To: [email protected]
> Subject: st: amendment to my previous post
>
> I do have one school where there is one individual. Why is
> that person not dropped from xtreg but is dropped from xtivreg2?
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> Averett, Susan L
> Sent: 02 April 2011 22:25
> To: [email protected]
> Subject: st: xtreg and xtivreg2
>
> Hi all: I am running two different models. I have a cross
> section of data where respondents attend different schools. I
> am using xtreg to do school fixed effects models. My school
> variable is psuid. I have multiple observations per school.
>
> My code is:
>
> xtset psuid
>
> xtreg unsafesex $rhsage parenting mom_teenmom $rhs
> pc43_badsex if female==1, fe cluster(psuid)
>
> This works fine. I also have a potentially endogenous
> variable so I am running:
> xtivreg2 unsafesex $rhsage parenting mom_teenmom $rhs
> (pc43_badsex=talkparents kidtrouble) if female==1, fe
> cluster(psuid) first
>
> Both of these run but the second one gives me a message:
> Warning - singleton groups detected. 1 observation(s) not used.
>
> whereas the xtreg model does not give me this message and
> does not drop an observation. Furthermore, in my psuid
> variable which is the schools, there are no schools with only
> one student.
>
> I am at a loss to explain what could be going on.
> Thanks,
>
>
> Susan Averett
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