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

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

Yeah, that sounds right.  It often is difficult to get Stata to retain the same samples when there's categoric variables.  

Dave J.

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Megan Sheahan
Sent: Monday, October 10, 2011 1:13 PM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: RE: how to force same excluded groups across regression models

Thanks Dave. Yes, I definitely have enough variation within and
between to facilitate FE estimation. I think (although might be wrong)
that the issue is related to how Stata decides which categorical
groups to exclude.


On Mon, Oct 10, 2011 at 9:49 AM, Jacobs, David
<jacobs.184@sociology.osu.edu> wrote:
> 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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