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Re: st: residuals change after reloading data
From
Yogesh Uppal <[email protected]>
To
[email protected]
Subject
Re: st: residuals change after reloading data
Date
Fri, 22 Mar 2013 11:32:03 -0400
Thanks, Joerg.
On Fri, Mar 22, 2013 at 11:21 AM, George Vega Yon <[email protected]> wrote:
> 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:
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>>> * http://www.stata.com/support/faqs/resources/statalist-faq/
>>> * http://www.ats.ucla.edu/stat/stata/
>> *
>> * For searches and help try:
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>> * 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:
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* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/