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Re: st: RE: perform regression on minimum number of observations stata
From
Nick Cox <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: RE: perform regression on minimum number of observations stata
Date
Mon, 29 Jul 2013 16:24:15 +0100
Sorry for previous incomplete reply.
Nick
[email protected]
On 29 July 2013 16:20, Nick Cox <[email protected]> wrote:
Gregorio's loop can be modified something like this
forval y=1989/2012 {
forval i= 1/57 {
di "year = `y' and industry = `i'"
count if industry == `i' & `year' == `y'
if r(N) > 15 {
reg DV IV_1 IN_2 IN_3 if Industry== `i' & year==`y'
}
}
Whatever magic numbers or rules of thumb you read about,
1. Don't take them too literally.
2. Increase the desirable number according to how many parameters you
are estimating.
3. Use sensible models. I don't usually expect pure linear regressions
to work well with firm-year data.
Nick
[email protected]
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