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RE: st: RE: perform regression on minimum number of observations stata
From
"Impavido, Gregorio" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
RE: st: RE: perform regression on minimum number of observations stata
Date
Mon, 29 Jul 2013 16:12:42 +0000
Try changing
count if industry == `i' & `year' == `y'
with
count if industry == `i' & year == `y'
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Nahla Betelmal
Sent: Monday, July 29, 2013 11:46 AM
To: [email protected]
Subject: Re: st: RE: perform regression on minimum number of observations stata
Thanks Nick, but I got an error with the loop
year = 1989 and industry= 1
==1989 invalid name
r(198);
I added ` ' for industry in the line: count if industry == `i' & `year' == `y'. I still get the same error but with alteration
year = 1989 and industry= 1
==1 invalid name
r(198);
Could it be that I do not have enough observations at year 1989 and industry 1
Thanks again, I highly appreciate your time. Also thanks for the advice about the magic number and regression model.
Nahla
On 29 July 2013 16:24, Nick Cox <[email protected]> wrote:
> 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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