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Re: st: RE: perform regression on minimum number of observations stata
From
Nahla Betelmal <[email protected]>
To
[email protected]
Subject
Re: st: RE: perform regression on minimum number of observations stata
Date
Mon, 29 Jul 2013 17:43:56 +0100
Thanks Nick and Gergorio, the loop works, but still the number of
observations run by the regression less than 15 in some cases. for
example see this output
year = 2011 and industry= 9
20
Source | SS df MS
Number of obs = 13
-------------+------------------------------
F( 3, 9) = 5.14
Model | .159024959 3 .05300832 Prob > F = 0.0242
Residual | .092789059 9 .010309895 R-squared = 0.6315
-------------+------------------------------
Adj R-squared = 0.5087
Total | .251814017 12 .020984501 Root MSE = .10154
---------------------------------------------------------------------------------
DV | Coef. Std. Err. t P>|t| [95% Conf. Interval]
----------------+----------------------------------------------------------------
IV_1 | -.6177928 .3150983 -1.96 0.082 -1.330595 .095009
IV_2 | .6304449 .2551211 2.47 0.036 .0533208 1.207569
IV_3 | -.0369961 .0173076 -2.14 0.061 -.0761486 .0021564
_cons | -.0884111 .0439023 -2.01 0.075 -.1877251 .0109029
---------------------------------------------------------------------------------
Although the number of year-industry observations here is 20, only 13
had enough data for the regression. Is there a way to make the number
of observations regressed at least 15.
I totally understand if there is no way to do it, your help has been great.
Thanks a million for the help and time.
Nahla
On 29 July 2013 17:12, Impavido, Gregorio <[email protected]> wrote:
> 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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