Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
From | ningli_yang@fastmail.fm |
To | statalist@hsphsun2.harvard.edu |
Subject | st: df_r in xtreg, fe |
Date | Sun, 15 Jan 2012 14:41:27 -0800 |
Dear listers I am using Stata/MP 11.1 Windows. // Refer to the example of fixed-effects model in xtreg help file. // To keep things simple, a subset with only age and ln_wage that were observed in 3 years is extracted. webuse nlswork, clear keep if year < 71 keep idcode year ln_wage age reshape wide ln_wage age, i(idcode) j(year) keep if ln_wage68 ~=. & ln_wage69 ~=. & ln_wage70 ~=. /// & age68 ~=. & age69 ~=. & age70 ~=. reshape long // Now we have a balanced and compact data set with 719 persons in 3 years // Suppose we regress ln_wage on age xtreg ln_wage age, fe // The residual sum of squares given by xtreg is dis `e(df_r)' // My calculation is dis 719*(3-1)-2 /* In my calculation, 719*3 is the total number of observations, the subtracted 719 came from the 719 individual time means, the lost 2 degree of freedom came from the two estimated parameters. What was I missing here? How Stata calculate the df for RSS in fixed effects models? I found some related topics in FAQ and help files, but no one seems directly answers my question. Any suggestions/reference is appreciated. */ Ning Li Survey Methodologist Melbourne Institute of Applied Economic and Social Research The University of Melbourne Tel: +61 3 9035 4949 Fax: +61 3 8344 2111 Email: Ning.Li@unimelb.edu.au * * 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/