How to tell the number of firms used in an event study with areg?

[Lia Kretschmer]

Hey there,
I am new here, so I hope I ll do this request correctly. (If not, let me know (; )
I am currently doing an event study on the stocks of fashion firms and the collapse of the Rana Plaza factory.
The regression is working, but I can't find out how to make stata tell me the number of firms it is basing the regression on.

This is my code:
gen sampleselection = (all==1)
bys firmevent: egen sampelselection2= max(sampleselection)
keep if sampelselection2==1
quietly xi: areg rs i.firmevent|index all, absorb(firmevent) cluster(date)
outreg2 using output.xls, keep(all) addtext(Firm-Event FE, YES, Firm-Event Index Return Interactions, YES) label replace ctitle(model 1, all events & all firms)

all = name of the event
index = lead index

I would be so grateful to anybody who can help.
Greetings from Germany
Julia

[Rich Goldstein]

I find your question unclear (please read the FAQ), but here is my guess; you want the following saved result:
"e(k_absorb) number of absorbed categories"
see the bottom of the following help file for what is saved by the -areg- command:

h areg

[Carlo Lazzaro]

Ju(L)ia:
welcome to this forum.
In addition to Rich's helpful advice, that I do share, three, points, in my opinion, are worth addressing:
1) why using the -xi:- prefix, that is totally redundant with the -fvvarlist- notation?
2) how could you use the pipe (|) sign in your code, when it is not legal with -areg-?

. areg price i.foreign mpg|trunk, abs(rep78)
'|' not allowed in varlist
r(198);

3) the number of absorbed groups is also reported in the -areg- output:

. areg price i.foreign mpg trunk, abs(rep78)

Linear regression, absorbing indicators          Number of obs     =        69
Absorbed variable: rep78                         No. of categories =         5
                                                 F(3, 61)          =      7.61
                                                 Prob > F          =    0.0002
                                                 R-squared         =    0.2829
                                                 Adj R-squared     =    0.2007
                                                 Root MSE          = 2603.9028

------------------------------------------------------------------------------
       price | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
-------------+----------------------------------------------------------------
     foreign |
    Foreign  |   1285.113   934.6183     1.38   0.174    -583.7714    3153.998
         mpg |  -271.2618   73.23691    -3.70   0.000     -417.708   -124.8155
       trunk |   75.04772   96.38955     0.78   0.439    -117.6951    267.7906
       _cons |   10484.82   2570.992     4.08   0.000       5343.8    15625.83
------------------------------------------------------------------------------
F test of absorbed indicators: F(4, 61) = 0.347               Prob > F = 0.845

.