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RE: st: xtreg fixed effect
From
Nick Cox <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
RE: st: xtreg fixed effect
Date
Wed, 9 Nov 2011 09:42:21 +0000
Not so:
webuse nlswork
xtset idcode
generate age2 = age^2
xtreg ln_w grade age*
<all work fine>
. gen badvar = string(_n)
. xtreg ln_w grade age* badvar
no observations
r(2000);
Nick
[email protected]
Vikram Finavker
Have you checked the 3 variables which you are adding. If they are
string then stata will give you these message.
On 9 Nov 2011, at 03:30 AM, donsaane <[email protected]> wrote:
> 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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