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  1. . use if id != 407 & !missing(fte) using http://fmwww.bc.edu/repec/bocode/c/CardKrueger1994.dta, clear
  2. (Dataset from Card&Krueger (1994))
  3.  
  4. . bys id: drop if _N!=2
  5. (19 observations deleted)
  6.  
  7. . drop if id == 1 & t==0
  8. (1 observation deleted)
  9.  
  10. . xtset id t
  11. panel variable: id (unbalanced)
  12. time variable: t, 0 to 1
  13. delta: 1 unit
  14.  
  15. . xtdes
  16.  
  17. id: 1, 2, ..., 522 n = 389
  18. t: 0, 1, ..., 1 T = 2
  19. Delta(t) = 1 unit
  20. Span(t) = 2 periods
  21. (id*t uniquely identifies each observation)
  22.  
  23. Distribution of T_i: min 5% 25% 50% 75% 95% max
  24. 1 2 2 2 2 2 2
  25.  
  26. Freq. Percent Cum. | Pattern
  27. ---------------------------+---------
  28. 388 99.74 99.74 | 11
  29. 1 0.26 100.00 | .1
  30. ---------------------------+---------
  31. 389 100.00 | XX
  32.  
  33. . xtreg fte i.(treated bk kfc roys wendys t), re cluster(id)
  34. note: 1.wendys omitted because of collinearity
  35.  
  36. Random-effects GLS regression Number of obs = 777
  37. Group variable: id Number of groups = 389
  38.  
  39. R-sq: Obs per group:
  40. within = 0.0003 min = 1
  41. between = 0.2412 avg = 2.0
  42. overall = 0.1842 max = 2
  43.  
  44. Wald chi2(5) = 256.45
  45. corr(u_i, X) = 0 (assumed) Prob > chi2 = 0.0000
  46.  
  47. (Std. Err. adjusted for 389 clusters in id)
  48. ------------------------------------------------------------------------------
  49. | Robust
  50. fte | Coef. Std. Err. z P>|z| [95% Conf. Interval]
  51. -------------+----------------------------------------------------------------
  52. treated |
  53. NJ | -.9138251 .9044213 -1.01 0.312 -2.686458 .8588081
  54. 1.bk | .8437428 1.116946 0.76 0.450 -1.345431 3.032916
  55. 1.kfc | -9.291282 1.074727 -8.65 0.000 -11.39771 -7.184855
  56. 1.roys | -1.050834 1.306531 -0.80 0.421 -3.611588 1.509919
  57. 1.wendys | 0 (omitted)
  58. 1.t | -.1174794 .4526165 -0.26 0.795 -1.004592 .7696327
  59. _cons | 20.18882 1.178418 17.13 0.000 17.87916 22.49848
  60. -------------+----------------------------------------------------------------
  61. sigma_u | 5.3011202
  62. sigma_e | 6.2737008
  63. rho | .41656354 (fraction of variance due to u_i)
  64. ------------------------------------------------------------------------------
  65.  
  66. . count if e(sample)==0
  67. 0
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