Monday, February 27, 2006

RE: st: behavior of -areg-

You replicate this with the grunfeld dataset and the mvalue variable.

sysuse grunfeld,clear egen double t1 = total(mva), by(com) egen double t2 = total(kstock), by(com)

//t1 not dropped areg invest kstock t1, ab(com)

//t2 dropped areg invest mvalu t2, ab(com)

replace t1 = t1/100 //Now, t1 is dropped areg invest kstock t1, ab(com)

replace t2 = t2*10000 //Now, t2 is not dropped areg invest mvalu t2, ab(com)

Scott

> -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu [mailto:owner- > statalist@hsphsun2.harvard.edu] On Behalf Of Schaffer, Mark E > Sent: Monday, February 27, 2006 4:53 PM > To: statalist@hsphsun2.harvard.edu > Subject: RE: st: behavior of -areg- > > Maybe try egening your total_hh_nr variable as a double? If areg uses > doubles and you generate a float, it might not be perfectly collinear. > > --Mark >

* * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/


Tag:


Links to this post:

Create a Link



<< Home

This page is powered by Blogger. Isn't yours?