Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: residuals change after reloading data
From
George Vega Yon <[email protected]>
To
[email protected]
Subject
Re: st: residuals change after reloading data
Date
Fri, 22 Mar 2013 12:21:01 -0300
That's a better option!
George Vega Yon
7 647 2552
http://cl.linkedin.com/in/georgevegayon
2013/3/22 Joerg Luedicke <[email protected]>:
> 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
>>> *
>>> * For searches and help try:
>>> * http://www.stata.com/help.cgi?search
>>> * http://www.stata.com/support/faqs/resources/statalist-faq/
>>> * http://www.ats.ucla.edu/stat/stata/
>> *
>> * For searches and help try:
>> * http://www.stata.com/help.cgi?search
>> * http://www.stata.com/support/faqs/resources/statalist-faq/
>> * http://www.ats.ucla.edu/stat/stata/
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/faqs/resources/statalist-faq/
> * http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/