Monday, February 20, 2006

st: RE: question about xtivreg2

AbdelRahmen,

Two ideas for checking up on this: (1) Maybe you have some missing values or lagged regressors/instruments that mean in effect you have only one observation per group? (2) How does the output of xtivreg2,fe compare to Stata's official xtivreg2,fe?

--Mark

> -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of > AbdelRahmen El Lahga > Sent: 14 February 2006 19:24 > To: statalist@hsphsun2.harvard.edu > Subject: st: question about xtivreg2 > > I have a panel data in which each household is observed 3 > times a minimum. > such selection is made with the command: > bys hhid: keep if _N>2 and I checked the result with the comand xtdes. > But when I use xtivreg2... > Stata print the following warning: > Warning - singleton groups detected. 1982 observation(s) not used. > I don't understand why such problem. > thank you > AbdelRahmen El Lahga > ----- Original Message ----- > From: "Joseph Coveney" <jcoveney@bigplanet.com> > To: "Statalist" <statalist@hsphsun2.harvard.edu> > Sent: Tuesday, February 07, 2006 9:06 AM > Subject: Re: RE: st: conceptual question regarding -egen- > > > > Daniel Waxman wrote: > > > > Thanks much for the reply. There is much to learn... > > > > Anyway, I'd imagine that there is little difference in overhead > > between using -sum- in this way and creating and then dropping a > > temporary > variable. > > I should get over the frugality issues. > > > > > ---------------------------------------------------------------------- > > ---- > ------ > > > > I believe that the difference in overhead will depend how big the > > dataset > is > > and how often you need to perform the calculation. For 1 000 000 > > observations, single precision, it seems to be a matter of 10-20 > > seconds > for > > a single iteration on a recent-vintage piece of equipment. > > > > For larger datasets, higher precision and many iterations, the time > > saving might make -summarize , meanonly- pay. > > > > Joseph Coveney > > > > . clear > > > > . set more off > > > > . quietly set memory 500M > > > > . quietly set obs `=1e6' > > > > . set seed `=date("2006-02-07", "ymd")' > > > > . generate float p_pred_mort = uniform() > > > > . generate float p_act_mort = uniform() > > > > . * > > . program define use_egen, rclass > > 1. tempvar maxmort predmort > > 2. egen float `maxmort' = max(p_pred_mort) > > 3. egen float `predmort' = max(p_act_mort) > > 4. return scalar maxmax = max(`maxmort', `predmort') > > 5. drop `maxmort' `predmort' // Does omitting this save time? > > 6. end > > > > . * > > . program define use_summarize, rclass > > 1. tempname maxpred > > 2. summarize p_pred_mort, meanonly > > 3. scalar `maxpred' = r(max) > > 4. summarize p_act_mort, meanonly > > 5. return scalar maxmax = max(scalar(`maxpred'), r(max)) > > 6. scalar drop `maxpred' > > 7. end > > > > . * > > . set rmsg on > > r; t=0.00 16:57:31 > > > > . use_egen > > r; t=15.47 16:57:46 > > > > . use_summarize > > r; t=0.22 16:57:47 > > > > * > > * 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/ > > * > * 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/ > >

* * 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/


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