I am running a regression that requires a fixed effect variable, which we’ll call fe. When I manually remove the singleton observations, I am left with 22,000 observations.
Here is my code for filtering singletons:
gen fe_filter = 0
by fe, sort: egen tot = count(fe)
replace fe_filter = 1 if tot > 1
keep if fe_filter == 1
I then use areg:
areg y x1, absorb(fe)
and get an r squared of .88.
I then run reghdfe, again after manually dropping the singletons, again leaving n=22000. However it automatically drops another 12000 observations, leaving 10,000 observations and an r squared of .75.
Here is my code for reghfe
reghdfe y x1, absorb(fe)
Any idea why regdhfe might be dropping the extra 12000 observations?
Related Posts with Reghdfe Definition of Singleton
Creating time trendsHi, I have a question regarding creating time trends to account for time effects before and after t…
How to Append Logistic Regression Outputs Using ASDOCHi, Stata Users: Can someone please demonstrate how to append logistic regression outputs using the…
Interaction Using Single Hashtag (#)Dear Experts, My objective is to get two coefficients with corresponding p-values before and after …
volatility of the firm's equity(annualized standard deviation)Dear All, Hope my msg finds you very well. I have a panel data 252 observations (daily ) (id, date…
Distance between two coordinatesGoodmorning, I want to calculate the distance between two x,y coordinates. However, I have a list of…
Subscribe to:
Post Comments (Atom)
0 Response to Reghdfe Definition of Singleton
Post a Comment