Bookmark and Share

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]

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
*
*   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/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index