Finding Missing Values for variables in a FE ID model.

[Jose Ignacio Torrealba]

Hello!

Im posting this because I need help understanding this figure (photo at the End):

(Im using STATA /SE 18.0)

* Example generated by -dataex-. For more info, type help dataex
clear
input float(mmm_lag12 mmm_lag11 mmm_lag10 mmm_lead12 mmm_lead11 mmm_lead10 migrante post) byte cotiza_pension double idrph float TT
0 0 0 0 0 0 0 0 . 1535675 -12
0 0 0 0 0 0 0 0 . 191661279 -12
0 0 0 0 0 0 0 0 . 216373956 -12
0 0 0 0 0 0 0 0 . 1101216208 -12
0 0 0 0 0 0 0 0 1 294155744 -12
0 0 0 0 0 0 0 0 1 1272437932 -12
0 0 0 0 0 0 0 0 1 327913644 -12
0 0 0 0 0 0 0 0 . 851797487 -12
0 0 0 0 0 0 0 0 . 653799035 -12
0 0 0 0 0 0 0 0 1 1366324161 -12
0 0 0 0 0 0 0 0 1 536703141 -12
0 0 0 0 0 0 0 0 . 331497713 -12
0 0 0 0 0 0 0 0 . 1006721492 -12
0 0 0 0 0 0 0 0 1 828891842 -12
0 0 0 0 0 0 0 0 . 401513138 -12
0 0 0 0 0 0 0 0 1 641707372 -12
0 0 0 0 0 0 0 0 1 1265778039 -12
0 0 0 0 0 0 0 0 1 386102030 -12
0 0 0 0 0 0 0 0 0 939707001 -12
0 0 0 0 0 0 0 0 1 995646170 -12
1 0 0 0 0 0 1 0 . 1184902819 -12
0 0 0 0 0 0 0 0 1 1337717970 -12
0 0 0 0 0 0 0 0 . 181896984 -12
1 0 0 0 0 0 1 0 . 745607211 -12
0 0 0 0 0 0 0 0 . 1211121027 -12
0 0 0 0 0 0 0 0 . 378703313 -12
0 0 0 0 0 0 0 0 1 442076797 -12
0 0 0 0 0 0 0 0 1 616110332 -12
0 0 0 0 0 0 0 0 . 1300390826 -12
0 0 0 0 0 0 0 0 1 1277958431 -12
0 0 0 0 0 0 0 0 1 682110931 -12
0 0 0 0 0 0 0 0 . 38774903 -12
0 0 0 0 0 0 0 0 . 292233846 -12
0 0 0 0 0 0 0 0 . 1144728268 -12
1 0 0 0 0 0 1 0 . 915522803 -12
0 0 0 0 0 0 0 0 0 1226553104 -12
0 0 0 0 0 0 0 0 1 1368387141 -12
0 0 0 0 0 0 0 0 . 1169104253 -12
0 0 0 0 0 0 0 0 1 142489124 -12
0 0 0 0 0 0 0 0 . 863020048 -12
0 0 0 0 0 0 0 0 1 775285234 -12
0 0 0 0 0 0 0 0 1 292467595 -12
0 0 0 0 0 0 0 0 1 291249966 -12
0 0 0 0 0 0 0 0 0 761800780 -12
0 0 0 0 0 0 0 0 . 1246822159 -12
0 0 0 0 0 0 0 0 . 1185440791 -12
0 0 0 0 0 0 0 0 . 419265334 -12
0 0 0 0 0 0 0 0 . 252458391 -12
0 0 0 0 0 0 0 0 . 265554605 -12
0 0 0 0 0 0 0 0 . 435686873 -12
0 0 0 0 0 0 0 0 . 877092537 -12
0 0 0 0 0 0 0 0 . 862236040 -12
0 0 0 0 0 0 0 0 1 425819289 -12
0 0 0 0 0 0 0 0 . 821155020 -12
0 0 0 0 0 0 0 0 0 1190318874 -12
0 0 0 0 0 0 0 0 . 582105161 -12
1 0 0 0 0 0 1 0 0 310385353 -12
0 0 0 0 0 0 0 0 . 769567464 -12
0 0 0 0 0 0 0 0 0 163268899 -12
0 0 0 0 0 0 0 0 1 1141060852 -12
0 0 0 0 0 0 0 0 . 1082744188 -12
0 0 0 0 0 0 0 0 . 1440324312 -12
0 0 0 0 0 0 0 0 1 584139900 -12
0 0 0 0 0 0 0 0 1 973942267 -12
0 0 0 0 0 0 0 0 . 1131004703 -12
0 0 0 0 0 0 0 0 . 1449672384 -12
0 0 0 0 0 0 0 0 1 433439596 -12
0 0 0 0 0 0 0 0 1 1271370829 -12
0 0 0 0 0 0 0 0 1 415779682 -12
0 0 0 0 0 0 0 0 . 465952258 -12
0 0 0 0 0 0 0 0 . 806267061 -12
0 0 0 0 0 0 0 0 . 259353393 -12
0 0 0 0 0 0 0 0 . 601893986 -12
0 0 0 0 0 0 0 0 . 583509185 -12
0 0 0 0 0 0 0 0 . 309350474 -12
0 0 0 0 0 0 0 0 . 927274273 -12
0 0 0 0 0 0 0 0 1 1420772545 -12
0 0 0 0 0 0 0 0 . 501346490 -12
0 0 0 0 0 0 0 0 . 1311890685 -12
0 0 0 0 0 0 0 0 . 1060799671 -12
0 0 0 0 0 0 0 0 . 1020012690 -12
0 0 0 0 0 0 0 0 1 901744789 -12
0 0 0 0 0 0 0 0 . 346203046 -12
0 0 0 0 0 0 0 0 . 1120106474 -12
1 0 0 0 0 0 1 0 . 29401317 -12
0 0 0 0 0 0 0 0 . 12952474 -12
1 0 0 0 0 0 1 0 0 288469124 -12
0 0 0 0 0 0 0 0 . 1252650566 -12
0 0 0 0 0 0 0 0 . 1442339449 -12
0 0 0 0 0 0 0 0 0 399176808 -12
0 0 0 0 0 0 0 0 . 741347426 -12
0 0 0 0 0 0 0 0 1 1423505443 -12
0 0 0 0 0 0 0 0 . 555861467 -12
0 0 0 0 0 0 0 0 . 1141650802 -12
0 0 0 0 0 0 0 0 1 345798408 -12
0 0 0 0 0 0 0 0 1 913189941 -12
0 0 0 0 0 0 0 0 . 37700077 -12
0 0 0 0 0 0 0 0 1 836137025 -12
0 0 0 0 0 0 0 0 . 121543511 -12
0 0 0 0 0 0 0 0 . 688041026 -12
end
label values cotiza_pension snna_val
label def snna_val 1 "Sí", modify
[/CODE]
------------------ copy up to and including the previous line ------------------

Listed 100 out of 280743 observations
Use the count() option to list more


Any ideas of what could be the change in CI size? and the patron of "2 positive, 1 negative"? I just want to check the reason of that.

For the size of CI I guess it could be missing values. How can I check de number of observations that are missing or not being used; in time -10 v/s in time - 9 ? (for example)

The STATA code:
reghdfe cotiza_pension mmm_lead0 mmm_lag2 mmm_lag3 mmm_lag5 mmm_lag6 mmm_lag8 mmm_lag9 mmm_lag11 mmm_lag12 mmm_lead1 mmm_lead3 mmm_lead4 mmm_lead6 mmm_lead7 mmm_lead9 mmm_lead10 mmm_lead12, absorb(mes_encuesta comuna idrph) cl(comuna)


I would appreciate any idea

[George Ford]

add residuals option the reghdfe and look for missing values?