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st: xtreg fixed effects
From
Alexander James <[email protected]>
To
<[email protected]>
Subject
st: xtreg fixed effects
Date
Tue, 22 May 2012 11:26:55 -0300
Dear Statalist members,
I am running a a fixed effect models (xtreg) predicting the share of self citations that firms making in their patents. However, there is one thing that is worring me. I have some observations that appear just once in my database, but when I run the fixed effects they are not droped (they are considered in the model) so I get something like:
Fixed-effects (within) regression Number of obs = 315
Group variable: firm_id Number of groups = 159
R-sq: within = 0.3211 Obs per group: min = 1
between = 0.0512 avg = 2.0
overall = 0.0092 max = 13
F(27,158) = 16.53
corr(u_i, Xb) = -0.7005 Prob> F = 0.0000
Is this a mistake? how fixed effects model can run on observations that appear only once in the data?
Best Regards,
Alexandre
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