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- . use if id != 407 & !missing(fte) using http://fmwww.bc.edu/repec/bocode/c/CardKrueger1994.dta, clear
- (Dataset from Card&Krueger (1994))
- . bys id: drop if _N!=2
- (19 observations deleted)
- . drop if id == 1 & t==0
- (1 observation deleted)
- . xtset id t
- panel variable: id (unbalanced)
- time variable: t, 0 to 1
- delta: 1 unit
- . xtdes
- id: 1, 2, ..., 522 n = 389
- t: 0, 1, ..., 1 T = 2
- Delta(t) = 1 unit
- Span(t) = 2 periods
- (id*t uniquely identifies each observation)
- Distribution of T_i: min 5% 25% 50% 75% 95% max
- 1 2 2 2 2 2 2
- Freq. Percent Cum. | Pattern
- ---------------------------+---------
- 388 99.74 99.74 | 11
- 1 0.26 100.00 | .1
- ---------------------------+---------
- 389 100.00 | XX
- . xtreg fte i.(treated bk kfc roys wendys t), re cluster(id)
- note: 1.wendys omitted because of collinearity
- Random-effects GLS regression Number of obs = 777
- Group variable: id Number of groups = 389
- R-sq: Obs per group:
- within = 0.0003 min = 1
- between = 0.2412 avg = 2.0
- overall = 0.1842 max = 2
- Wald chi2(5) = 256.45
- corr(u_i, X) = 0 (assumed) Prob > chi2 = 0.0000
- (Std. Err. adjusted for 389 clusters in id)
- ------------------------------------------------------------------------------
- | Robust
- fte | Coef. Std. Err. z P>|z| [95% Conf. Interval]
- -------------+----------------------------------------------------------------
- treated |
- NJ | -.9138251 .9044213 -1.01 0.312 -2.686458 .8588081
- 1.bk | .8437428 1.116946 0.76 0.450 -1.345431 3.032916
- 1.kfc | -9.291282 1.074727 -8.65 0.000 -11.39771 -7.184855
- 1.roys | -1.050834 1.306531 -0.80 0.421 -3.611588 1.509919
- 1.wendys | 0 (omitted)
- 1.t | -.1174794 .4526165 -0.26 0.795 -1.004592 .7696327
- _cons | 20.18882 1.178418 17.13 0.000 17.87916 22.49848
- -------------+----------------------------------------------------------------
- sigma_u | 5.3011202
- sigma_e | 6.2737008
- rho | .41656354 (fraction of variance due to u_i)
- ------------------------------------------------------------------------------
- . count if e(sample)==0
- 0
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