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]
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 17:53:11 +0100
This is not difficult.
Evidently, you need to check that all the variables you want to
include in the regression are non-missing. So, extend the -count- to
include that.
count if industry == `i' & year == `y' & !missing(DV, IV_1, IV_2, IV_3)
Nick
[email protected]
On 29 July 2013 17:43, Nahla Betelmal <[email protected]> wrote:
> 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]
>>> *
>>> * 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/
>> *
>> * 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/
>>
>> *
>> * 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/
> *
> * 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/
*
* 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/