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Re: st: panel data/no observations
From
William Buchanan <[email protected]>
To
[email protected]
Subject
Re: st: panel data/no observations
Date
Fri, 16 Aug 2013 10:13:55 -0500
Given the reported error, it'd be helpful to see exactly what you typed into Stata as well as the number of observations in your data set. It is possible that while you were recoding variables you did not populate all of the observations that should have valid values which would negatively affect your estimation sample.
HTH,
Billy
On Aug 16, 2013, at 10:01 AM, Andrew Reed <[email protected]> wrote:
> I am trying to run a panel regression in Stata in order to determine spillover effects of an 'event' entity on 'non event' entities. The basic idea is to see if credit rating news announcements on one entity affect the exchange rates of other entities. I have therefore created an event dummy variable where I use '1' to define the event, and events can range from [-1,+1] to [-1,+7].
>
> I have furthermore created a modification of my delta.exchange_rate variable where I omit changes in the exchange rate of an event entity in order to measure the effect of the credit rating news announcements only on 'non-event' changes in exchange rates. The problem is that now when I run the panel data regression I am served with an r(2000) error report saying that I lack observations. Does anyone know how to overcome this problem? My econometric equation takes the following form, where i denotes an 'event' entity and j represents all other entities that are defined as 'non-event'.
>
> delta.exchange_rate.j,t = alpha + beta.1(delta.change in credit rating)i,t + beta.2(event credit rating level)i,t + beta.3(non-event credit rating level)j,t + lamda(controls, etc) + epsilon
>
> If anyone has any suggestions or clarifications I would greatly appreciate it. Also, if clarifications for my own problem are needed, please feel free to let me know.
>
> Sincerely,
>
> Andrew W. Reed
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