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16 views

attenuation percentage and confidence interval

I made a logistic regression model 1 (not fully adjusted) and model 2 (fully adjusted; model 1 + covariate A) with Stata. I am trying to calculate the attenuation percentages between OR. I used the ...
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1answer
43 views

Why does a confidence interval including 0 mean the difference is not significant?

Could someone please explain why zero being inside or outside the confidence interval tells you whether or not the difference is significant?
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35 views

Requesting Advice on Coming up with my first ever research question [on hold]

I am new to this forum and apologize if this is posted in the wrong sub group. This past september I enrolled in advanced econometrics (a fourth year course at my college), and am now working on my ...
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17 views

Generate observations from an autoregressive process [on hold]

I'm wondering how I could go about generating data from an AR process, for example: $$y_t=0.2+0.5y_{t-1} +e_t$$ where $e_t\sim N(0,1)$ with $y_1=0.2$ I need to generate 100 observations from ...
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1answer
19 views

pairwise comparison with Dunnett's adjustment in Stata

I am comparing the means of days between notification and diagnosis for 13 years, as I want to know if the mean days from 2013 is significantly different from the previous 12 years. I was thinking ...
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1answer
30 views

How to attach parents' educational attainment to their children in Stata? (Using IPUMS - USA dataset) [on hold]

I am interested in the relationship between children's success in high school and their mother's educational attainment. For this reason, I would like to create a variable called mom_education, which ...
2
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1answer
35 views

Levinsohn-Petrin TFP estimation in Stata without proxy

I'm trying to compute TFP by using levpet Stata command. I use revenue estimation, yet it requires proxy option which is intermediate input (usually material ...
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0answers
12 views

Run Tobit with missing values (from linear prediction) or change them to zeros - STATA “practical” question

I want to run a Tobit linear regression in order to especify a labor-supply curve (linear-linear). As dependent variables I have personal characteristics, enviromental ones, and wages (predicted using ...
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1answer
44 views

How to visualize cluster data in a scatter way

Having a clustered dataset, I want to visualize a scatter plot for two fields so every cluster is shown on the plane by its mean value (also good to have a radius equal to std). How does one do this ...
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3answers
113 views

How do I detrend time series?

How do I detrend time series? Is it ok to just take first difference and run a Dickey Fuller test, and if it is stationary we are good? I also found online that I can detrend the time series by ...
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1answer
27 views

Oaxaca Decomposition: Unexplained Constant

I am doing an Oaxaca decomposition of the Log Wage Differential between Whites and non-Whites. I would like to find out if there is any interpretation for the constant term under the unexplained ...
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2answers
40 views

How can I compare two regression models?

I have two OLS regression models (in Stata): (1) Y = a + b_1 X_1 + b_2 X_2 + fixed effects + e (2) Y = a + b_1 X_1 + b_2 X_2 + b_3 (X_1 * X_2) + fixed effects + e ...
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1answer
59 views

Two sample Kolmogorov-Smirnov test for the stochastic dominance

I'm trying to use KS test to determine whether one group of data is scholastically dominates another. So I'm studying dataset regarding performance of companies, which are divided into 2 groups. ...
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28 views

Propensity score matching by gender in stata

Hello Stack Community! I'm trying to do a matching in Stata. I need to do a propensity score matching between a single individuals dataset (men and women) to a couple dataset. What I like to do is to ...
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0answers
24 views

Two-stage probit least squares

I am estimating a two-stage probit least squares (2SPLS) model. From the readings I have done so far, it appears the first stage of the 2SPLS has to be estimated with a probit, and then a continuous ...
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14 views

Basic Help Needed in Coding Data Using Stata [migrated]

id Year Lat Long 1 1990 10 11 3 1994 2 8 . 1998 2 8 1 1993 . . 1 1991 10 . 3 1996 . 8 I recently started ...
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0answers
20 views

Multivariate regression with 3 dependent variables and only 1 independent variable?

I need to compare the marginal effect of one independent variable (X) in 3 different dependent variables (Y). I did a multivariate regression using Stata commands manova and mvreg, but I am doubting ...
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2answers
101 views

Propensity Score Matching with time-varying treatment

The basic propensity score matching procedure works with cross-section data (ie collected at a certain point in time). The popular psmatch2 command uses a dummy variable indicating that an ...
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2answers
91 views

Replicating Stata's “robust” option in R

I have been trying to replicate the results of the Stata option robust in R. I have used the rlm command form the MASS package ...
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1answer
37 views

Cross-sectional Regression (individual level) with a few country-level variables

I have a small sample of 50 cross-sectional firms and 3 or 4 distinct explanatory variables -- all on the individual level. No time dimension. So far, I could employ OLS (I am using Stata: ...
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0answers
33 views

Compare $R^2$ statistical significance in multivariate multiple regression

I have a multivariate multiple regression model with 3 dependent variables and the same 5 covariates. I used manova and mvreg in ...
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0answers
12 views

Recoding 11 binary variables into 1 using Stata [migrated]

I am using Stata. So I have 11 separate variables, all "0 1" binary variables. I would like to recode them into one variable, and at the same time I would like to group the values from variables 1-3 ...
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2answers
154 views

What probability distribution best describes my data?

I have a variable whose values are summated scale scores constrained within the range 3 to 21, inclusive. I considered this variable as a scale variable (though with restricted range). In order to ...
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0answers
60 views

Replicating stata results in R

I'm working with a faculty member who wanted me to do the data work in Stata, but now wants me to estimate the models in R as well because the graphics are more flexible. However, I'm having some ...
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0answers
15 views

Which panel to pick when there is overdispersion in longitudinal data?

This question relates to a previous question I asked a while ago that unfortunately remained unanswered. I hope someone can give me an answer or a suggestion / comment that could help me out. I am ...
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0answers
37 views

Empirical Bayes estimates of fixed effects (STATA 12)

I want to calculate the empirical Bayes estimates of the fixed estimates estimated using xtmixed in STATA. I conceptually understand what it is trying to do, but I'm not sure how to implement it in ...
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1answer
83 views

Estimation of school effects using xtmixed (in Stata 12)

I am trying to estimate school effects on student scores. I ran a model with student effects as a random effect and school effects as fixed effects as follows: ...
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24 views

IRT how to graph the Item Information Function

Following the Stata Manual - Item–response theory (IRT) models' example 28g — One-parameter logistic IRT (Rasch) model: use http://www.stata-press.com/data/r13/gsem_cfa , clear gsem (MathAb -> ...
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1answer
45 views

Stata equivalent of array [closed]

I've been trying to solve this problem reading different material but I just can't figure it out. It's pretty simple and takes about 5 seconds to do in languages that work with arrays, but I can't ...
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0answers
40 views

Marginal effects in intrinsic estimator age-period-cohort models in Stata

I'd like to use Stata 13 SE to estimate marginal effects. The command I'm using (apc_ie) does not allow use of the margins command after estimation, so I'm going to have to do this manually. I ...
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0answers
43 views

Multiple imputation to part of a dataset

I am working with a survey dataset which contains hundreds of variables. The item-missing data rate ranges from 0.2% to 10%. In order to retain study units with missing values and to maintain a ...
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0answers
40 views

Stata - xtoverid - variable _cons not found

I am analyzing a panel dataset with Stata 13. To decide whether I should use a random-effect or fixed-effect estimator (in Stata language, xtreg, re VS ...
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1answer
29 views

how to check for robustness for categorical variables in STATA

I performed logit regression on my variables. I have 10 variables, all are categorical varibales. After performing logit, I want to check for robustness. How do I got about it in STATA
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24 views

Nest-Varying Parameters in Nested Logit Model Estimation (mlogit package)

I am trying to replicate a Stata manual example (-mlogit-) of nested logit estimation, ...
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2answers
63 views

A fixed effects regression in Stata that changes when a time invariant variable is included

I am running a fixed effects regression in Stata. If I understood it correctly, a variable that is fixed over time will be omitted from the regression. Hence, it should not influence the regression ...
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2answers
314 views

SPSS and Stata output different

I'm Stata-proficient but learning SPSS for my new position. I am using a simple dataset to do very basic regressions and comparing to see if the results are the same. They're not. I'm close, but the ...
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1answer
86 views

How do I replicate these simple state space models from Commandeur's book in Stata?

I'm working through the book An introduction to state space time series analysis by Commandeur and Koopman, and I want to replicate a few of the simple models in Stata 13.1. The two related models I'm ...
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1answer
114 views

Preparing survey data for analysis

I am preparing a complex survey data for analysis. The survey involved a two-stage stratified cluster sampling. In the first stage, I have 7 strata and 14 sampling units and in the second stage I have ...
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3answers
93 views

How does the inclusion of an intercept change the variability of the residual?

I want to use the variability of the residual as a measure M and then test whether M is higher or lower after some event. However, I estimate separate regression before and after the event to obtain ...
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0answers
99 views

Autoregressive distributed lag models ADL(p,q): seeking “how to” preferably in Matlab (Stata/R/Python/C# etc)

Could anyone provide me the details of how to determine the lag order of the distributed lags for an $\text{ADL}(p,q)$ model in Matlab or another statistical package (and very much preferably in ...
2
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1answer
96 views

Marginal effect calculation in Stata

My estimated dynamic GMM model results are as follows. $$Y = -0.009 + 0.009PF + 0.015PS - 0.001(PF\times PS)$$ I want to calculate the marginal effect of $PF$ at $PS$ (min, mean, max), which I can ...
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1answer
157 views

Stata error: “panels are not nested within clusters”

I have an unbalanced panel data set with more than 400,000 observations over 20 years. My panel variable is a person id and my time series variable is the year. The persons are from all over Germany ...
0
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1answer
91 views

How to obtain Item Information Curves for the Partial Credit Model?

I have estimated a Partial Credit Model in Stata following Zheng, X. and Rabe-Hesketh, S. (2007) "Estimating parameters of dichotomous and ordinal item response models using gllamm". I'd like to ...
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0answers
12 views

How to compare a measure reflected by a regression residual in a pre-post design?

Maybe a simple question, but my head is spinning: I want to see if X increased after a certain treatment in a pre-post study. Unfortunately, I have only K which is a noisy measure of X. To "clean" K ...
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0answers
51 views

Significance of variance components in Stata output

This might be trivial, but I'm used to HLM7 software output and now I'm switching to Stata (xtmixed). To give an example imagine I have students (level-1) nested ...
0
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1answer
46 views

Adding 2nd level variable into Multi-level Modelling in Stata

I'm used to HLM 7 software and now I'd like to switch to Stata, for multilevel modelling (xtmixed). To give an example imagine I have students(level1) nested within schools (level2). In HLM I can ...
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1answer
55 views

Which regression analysis should I use for ranked dependent variables and proportional independent variables?

I am analysing the effect of deprivation on breastfeeding and am wondering which type of regression analysis I should use. It is area level data. Deprivation data is available as a score from 0 - ...
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23 views

Is there a statistical technique to perform this comparison? How could I do this on Stata?

I've been busy on a work where I have to compare two financial econometrics models on the determinants of financial leverage (panel data). These have only few control variables and the dependent ...
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1answer
198 views

Compare coefficients from two separate panel regressions in Stata

I am trying to compare the coefficients of two panel data regressions with the same dependent variable. What I am aiming at is the following: ...
2
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0answers
66 views

How to apply hurdle models to panel data (using Stata)?

Is it possible to apply hurdle models (like the Craggit, probit and truncated models) to panel data, preferably with fixed effects to control for unobserved heterogeneity? In Stata, the user-written ...