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st: perform regression on minimum number of observations stata
From
Nahla Betelmal <[email protected]>
To
[email protected]
Subject
st: perform regression on minimum number of observations stata
Date
Mon, 29 Jul 2013 15:32:12 +0100
Hi Statalist,
my data consists of several years and several industries (each
industry contain several firms). I run cross-sectional regressions as
follow :
forval y=1989/2012 {
forval i= 1/57 {
reg DV IV_1 IN_2 IN_3 if Industry== `i' & year==`y'
}
I have two questions please:
1- According to literature, any industry-year regression with less
than 15 observations (i.e. 15 firms) should be disregarded. the tricky
thing is that almost every industry-year group has more than 15 firms
but some are with missing values to perform the regression. Therefore,
the regression could be done with less than 15 observation. How can I
account for this in the above loop, so regression with less than 15
complete observations produce missing values instead of actual values!
2- the output does not provide information about the matched year and
industry. Is there a way to do it? I only need that for reporting
purpose.
Thank you
Nahla Betelmal
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