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st: xtreg fixed effect
From
"donsaane" <[email protected]>
To
<[email protected]>
Subject
st: xtreg fixed effect
Date
Tue, 8 Nov 2011 22:28:33 -0500
Hi statalist,
I am running a fixed effect model. I have to run this model with 16
variables but I can only run with 13 variables because the R-squared is
0.984. When I add the 3 others variables, stata said: 'insufficient
obervations' although these variables have many observations. Is there a
problem with that? I f yes how can I solve that.
PS: I'm working on a balanced panel
Here the example of my output
xtreg emploi c30a j30f c30b d30a d30b e30 g30a h30 i30 j30a j30b, fe
vce(robust)
Fixed-effects (within) regression Number of obs =
82
Group variable: panelid Number of groups =
70
R-sq: within = 0.9874 Obs per group: min =
1
between = 0.0672 avg =
1.2
overall = 0.0605 max =
2
F(11,69) =
118.55
corr(u_i, Xb) = -0.9701 Prob > F =
0.0000
(Std. Err. adjusted for 70 clusters in
panelid)
----------------------------------------------------------------------------
--
| Robust
emploi | Coef. Std. Err. t P>|t| [95% Conf.
Interval]
-------------+--------------------------------------------------------------
--
c30a | .9143767 .059555 15.35 0.000 .7955678
1.033186
j30f | -.47526 .030562 -15.55 0.000 -.5362296
-.4142904
c30b | .0024208 .0192561 0.13 0.900 -.035994
.0408356
d30a | -.2705821 .0331653 -8.16 0.000 -.3367451
-.2044191
d30b | -.5215098 .0365427 -14.27 0.000 -.5944105
-.4486091
e30 | -.4530234 .0565547 -8.01 0.000 -.565847
-.3401997
g30a | .5852609 .0403684 14.50 0.000 .5047281
.6657937
h30 | -.1785489 .0161245 -11.07 0.000 -.2107165
-.1463814
i30 | -.0622 .0232747 -2.67 0.009 -.1086317
-.0157683
j30a | -.6889813 .0697342 -9.88 0.000 -.8280972
-.5498655
j30b | .4019738 .0364463 11.03 0.000 .3292655
.4746821
_cons | 2.07585 .2529012 8.21 0.000 1.571326
2.580374
-------------+--------------------------------------------------------------
--
sigma_u | 1.915378
sigma_e | .13146307
rho | .99531125 (fraction of variance due to u_i)
----------------------------------------------------------------------------
--
. xtreg emploi c30a j30f c30b d30a d30b e30 g30a h30 i30 j30a j30b j30c, fe
vce(robust)
insufficient observations
r(2001);
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