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Re: st: residuals change after reloading data
From
Joerg Luedicke <[email protected]>
To
[email protected]
Subject
Re: st: residuals change after reloading data
Date
Fri, 22 Mar 2013 11:16:43 -0400
Alternatively, assuming -time- is your time variable, try
bys id (time) : ...
Joerg
On Fri, Mar 22, 2013 at 10:45 AM, George Vega Yon <[email protected]> wrote:
> It has to do with the sorting, everytime you run "bys id: gen lag_e =
> e[_n-1]", as there is a time variable, stata makes a different
> sorting, thus changing the results, try using "sort id time" before
> that line and replace "bys id:..." with "by id: ...". That should
> work.
>
> Cheers!
>
> George Vega Yon
> 7 647 2552
> http://cl.linkedin.com/in/georgevegayon
>
>
> 2013/3/22 Yogesh Uppal <[email protected]>:
>> Hi Statalisters,
>>
>> There may be a real simple answer to it. But I can't seem to figure
>> out why. Suppose I run a regression of the following form to test for
>> serial correlation (as suggested by Wooldridge):
>>
>> xi: ivreg2 y x1 x2 [x3=z1 z2 z3] i.id i.time, robust
>> predict e, resid
>> bys id: gen lag_e = e[_n-1]
>> xi: ivreg2 y x1 x2 [x3=z1 z2 z3] i.id i.time lag_e, robust
>>
>> Every time I clear the data from memory and reload it and run the
>> regressions again, the residuals change and so do the results of the
>> serial correlation test. So, I am not sure which results to use.
>>
>> I appreciate any advice regarding what I am missing here. Many thanks!
>>
>> Yogesh
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