st: RE: how to force same excluded groups across regression models

["Jacobs, David" <jacobs.184@sociology.osu.edu>]

First thing to check in your fixed-effects models is the relative amount of over time variation particularly in your dependent variables.

If you are unfamiliar with the Stata command called -xtsum-, I'd start there at it provides both cross-sectional and overtime standard deviations.  Be sure to use -if e(sample)- after this command as it will restrict the xtsum results to only those cases included in your last run.

Dave Jacobs


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Megan Sheahan
Sent: Monday, October 10, 2011 12:40 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: how to force same excluded groups across regression models

Hello,

I am attempting to run the same model as pooled OLS, fixed effects,
and CRE. There are a number of interaction terms in my model with
categorical variables. When Stata runs these three models, it chooses
different groups to exclude in the FE model than in the OLS and CRE
models, making the output difficult to compare. For example, I am
interacting three zone groups and four soil groups with N. The CRE and
OLS models keep all three zones and omit the fourth soil group. The FE
model omits the first zone and keeps all four soil groups. Is there
any way to tell Stata to exclude the same groups across regression
models? I tried the following command, but it did not fix the problem:
char varname[omit].

For reference, here is the syntax for the three models:

/* POOLED OLS */ regress yield_ha c.N_ha#zone_comb
c.N_ha#c.N_ha#zone_comb c.N_ha#c.P_ha#zone_comb
c.N_ha#soil_group_megan c.N_ha#c.rain_stress#zone_comb seed_ha
c.seed_ha#c.seed_ha hectares c.hectares#c.hectares masset_ha
c.masset_ha#c.masset_ha rain_stress i.manure i.hybrid
c.rain_stress#hybrid i.legume i.crop_per_field i.dist i.FAO_class
i.year if prod_func == 1, cluster(hhid)

/* FE */ xtreg yield_ha c.N_ha#zone_comb c.N_ha#c.N_ha#zone_comb
c.N_ha#c.P_ha#zone_comb c.N_ha#soil_group_megan
c.N_ha#c.rain_stress#zone_comb seed_ha c.seed_ha#c.seed_ha hectares
c.hectares#c.hectares masset_ha c.masset_ha#c.masset_ha rain_stress
i.manure i.hybrid c.rain_stress#hybrid i.legume i.crop_per_field
i.dist i.FAO_class i.year if prod_func == 1, fe i(hhid) cluster(hhid)

/* CRE, WITH POOLED OLS STRUCTURE */ regress yield_ha c.N_ha#zone_comb
c.N_ha#c.N_ha#zone_comb c.N_ha#c.P_ha#zone_comb
c.N_ha#soil_group_megan c.N_ha#c.rain_stress#zone_comb seed_ha
c.seed_ha#c.seed_ha hectares c.hectares#c.hectares masset_ha
c.masset_ha#c.masset_ha rain_stress i.manure i.hybrid
c.rain_stress#hybrid i.legume i.crop_per_field i.dist i.FAO_class
i.year mN_ha mP_ha mseed_ha mhectares mrain_stress mmanure mhybrid
mlegume mcrop_per_field if prod_func == 1, cluster(hhid)

Many thanks in advance for your suggestions.

Megan
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