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From | Muhammad Anees <anees@aneconomist.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: xtreg fixed effect |
Date | Wed, 9 Nov 2011 11:57:23 +0500 |
One of the three variables are not correctly specified/measured. Check one by one which one causes the error. On Wed, Nov 9, 2011 at 8:28 AM, donsaane <donsaane@yahoo.fr> wrote: > 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); > > * > * 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/ > -- Regards --------------------------- Muhammad Anees Assistant Professor COMSATS Institute of Information Technology Attock 43600, Pakistan www.aneconomist.com * * 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/