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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 15:22:52 +0000
I believe you. That is why you didn't get an error message r(2000).
As Fernando has explained, you have few data or too many parameters for what you are doing, so Vikram's suggestion is not the answer either way.
Nick
[email protected]
donsaane
Thanks Nick ,
But all my variables are byte, they are not string.
Nick Cox
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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