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10 views

Measuring efficiency with an interaction in a Tobit model?

I am interested in how to interpret outputs generated with marginal effects after estimating a Tobit model. I am using Stata 13, so I figured I'd use the command margins - which I find very helpful. ...
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1answer
31 views

Large samples and normality of residuals

Ok I understand that normality of residuals is not really a concern in large samples. But can anyone tell how large should the sample be to ignore normality. Any cut off point? I'm working with a ...
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0answers
33 views

What is difference between Quantile function and standard normal quantile or probit function?

I'm reading about rank based inverse normal transformation. Basically it's applied to ranked random variable and transform it to normal distribution. I have problem in understanding the transformation ...
0
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1answer
25 views

Values of residuals not showing in stata? [on hold]

When I sort my residuals after making stem and leaf plots, the residual coloumn appears blank. What could be the reason. Is it that residuals are too large to be displayed. How to correct it? I'm ...
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0answers
15 views

F-Test for Equality of Variances with Weighted Survey Data

I would like to use an F-Test for Equality of Variances on a variable to compare two groups. Normally, this would be done with an sdtest command in Stata or a ...
2
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1answer
53 views

High correlation between two independent variables, but no multicollinearity?

I have two independent variables which have a Pearson correlation coefficient of 0.98. The two independent variables measure the same underlying construct but only at two different points in time ...
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0answers
28 views

Stata - regression homework question [closed]

I'm currently attending an econometrics class at my university and it's not my strongest side. So we got a homework problem set and I am having trouble solve it. Here it is: ln E[Y | X1, X2, X3] = ...
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0answers
21 views

Bivariate ARIMA model in Stata

I am having troubles fitting a bivariate ARIMA model in STATA. Is there such a capability at all? I can choose dependent and independent variables but once I set them to be mortality and alcohol ...
4
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56 views
+50

Can you have a conditional logit without fixed effects or a simple logit with conditional probabilities?

We have a set of agents that must choose one and only one alternative out of a large number of them (max # of alternatives = 120). Agents take the decision several times, without replacement of the ...
2
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1answer
44 views

Interpretation of marginal effects in Logit Model with log$\times$independent variable

I am totally confused by statistics and I would be glad if you could help me. I have a difficulties to interpret marginal effects in logit model, if my independent variable is log transformed. I ...
2
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0answers
28 views

Calculating needed sample size for two stage stratified cluster sample

We want to carry out a survey to assess perceptions of quality and access to medical education of last year students. Based on our research, we have decided that a two stage stratified cluster sample ...
1
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1answer
31 views

Post-estimation tests for ordinal probit [closed]

I have performed an ordinal probit model in Stata and have 2 queries: The parallel line assumption test (run by oparallel or ...
1
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1answer
21 views

Individual cut points in Stata's oprobit

I'm trying to add a constraint on the cut points of a ordered probit model. The command for my unconstrained model is oprobit y x where $y \in \{0, 1, 2\}$. I'm ...
2
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0answers
11 views

Restricted mean survival time with stpm2 in Stata: No confidence intervals after margins command

I want to calculate restricted mean survival time using stpm2 and margins in Stata. ...
3
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1answer
30 views

Exploring a two-way interaction in multi-level regression, why do I get significant contrasts when the confidence intervals overlap on the graph?

I'm exploring a significant two-way interaction in a multi-level random-effects regression. The graph (below) appears to show the interaction is driven by differences at low X, and that at high X the ...
0
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1answer
69 views

Do probabilities need to sum to 1 in a choice model? [closed]

We're create a discrete choice model, in which there are more than two alternative choices. There are some options for this, such as the multinomial logit and the conditional logit.. We started with ...
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17 views

PH assumption: categorical variable (1 category does not interact with time)

After checking the PH assumption in STATA I found one variable (4 categories, 1=ref.) to interact with time (using 'tvc'). The 3th and 4th category had p-values <0.05. However, the 2nd category did ...
2
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0answers
81 views

Difference between meta-regression and linear regression in Stata?

I have a question about meta regression. I'm performing a metareg with the variable: 'sumvariable' which can have a value of (0-6). I want to see what this variable does to the mortality rate, ...
3
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1answer
70 views

Difference between different autoregressive models

I am trying to understand the difference between these three different specifications of an autoregressive model for variable var in Stata: ...
1
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1answer
27 views

Multilevel regression modelling with replicate weights in stata

I'm analysing a data set to which I do not have full access but am allowed to submit a limited number stata commands. These data used a complex survey design which is obscured for privacy reasons. ...
0
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0answers
43 views

Fitting an ARCH/GARCH Model (Basics)

I have been given a basic task designed to assess my knowledge of ARCH/GARCH modelling, which involves fitting the models on 2 lots of time-series index returns. What are the brief steps I need to ...
0
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2answers
50 views

Discrete choice model

I have a ordinal probit model. The dependent variable, say walkability, is a Likert scale variable (1,2,3). The main independent variable, say connectivity, is also a Likert scale variable (1,2,3). ...
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0answers
15 views

Worryingly Huge Coefficients with Regression Discontinuity Design

I am running a regression discontinuity design for a project in the early stages. I'm unable to share the data or printouts at this point, for which I apologize, but hopefully the general issue I'm ...
0
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2answers
49 views

Redundant Fixed Effects Test

What is a Redundant Fixed Effects Test? How do I run it in Stata? I can't find much about it using the help in Stata or by searching on the Web. Any help will be appreciated. Thank you
3
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3answers
101 views

Why does hypothesis testing using coefficient and odds ratio give different conclusion?

After fitting a logit glmer model in R, I got the following coefficient estimate: ...
0
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1answer
56 views

Confidence intervals for ordered probit [closed]

I'm attempting to compute confidence intervals for an ordered probit. I am a graduate student and it was suggested as one of the tasks to add to my final paper. I have found a few papers discussing it ...
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0answers
20 views

Including additional variable, the variable of interest becomes insignificant [duplicate]

I am examining BMI effect on wage. I have included a lot of explanatory variables in the regression and all (most) coefficients were significant, but once I add ability which correlates with education ...
5
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1answer
88 views

F-test and Rank test for underidentification

I've been performing a manual 2sls regression and I've come with the following results and that I find a bit suspicious. I've done the F-test of the first-stage regression and I've obtained a score ...
0
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0answers
10 views

'invalid file specification' when running Monte Carlo simulation [migrated]

I programmed the monte carlo simulation down below. The simulation itself works, but I do not seem able to summarize it. When I run my full program, the do file automatically ends after the monte ...
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0answers
47 views

Different variance estimator for multilevel ordinal logistic regression in Stata and R

I estimate a multilevel ordinal logistic regression models in Stata and R, and receive different estimators for the variance and the covariance of the latent variable of the higher level. Among other ...
0
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0answers
13 views

Interacting lagged variable with dummy: factor variable and time series not allowed [migrated]

I am trying to run an Arellano-Bond regression to explore whether the impact on my dependent variable varies according to exchange rate regime, i.e. does economic growth differ when remittances go up ...
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0answers
42 views

Stata vs. R survival differences; weibull scale is different, problems predicting manually

I am trying to do some survival analysis in R and as a starting point, I want to make sure I can replicate a previous analysis. I notice differences and I will demonstrate them here. I feel like there ...
4
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1answer
113 views

Maximum number of alternatives in a discrete choice model

We are modeling a discrete choice scenario, with alternative-specific coefficients. We also break the assumption of independence of irrelevant alternatives. To model this, we are using an ...
0
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0answers
30 views

How does one interpret a demeaned log interaction term?

I am having problems interpreting my regression equation. I want to know the effect of an increase in variable $x$ on $y$ for different values of $z$, but as it's in logs and the interaction term is ...
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0answers
25 views

Information criteria for ARIMA model: missing log-likelihood for null model

I am trying to fit an ARIMA model on the time series of exchange rate. I have tried several kinds of ARIMA specifications (MA(1), MA(1,2), ...) and I am evaluating the particular setting according to ...
1
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1answer
36 views

Hypothesis of probit model

I would like to know if we need to test the assumption of residuals' normality when we have probit model? And if this assumption is violated how can I correct it with Stata? In the case of Probit ...
1
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1answer
31 views

Difference between multilevel GLM and mixed linear models when the family is Gaussian and link function is Identity?

In Stata 13, there is now the new command "meglm" (multilevel generalized linear models) to analyse hierarchical models. My question is, what is the difference between the "meglm" with family of ...
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0answers
19 views

xtreg, re in STATA, which R2 to report? [duplicate]

After estimating the data using xtreg, re, I notice there're 3 different measures of R-squared, within, between, and overall R-2, so my question is, can I just report the overall R2 in this case since ...
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0answers
9 views

Use clustered S.E. or FE/RE for binary data in an experimental within-subject design?

I am analyzing a 2x2 experimental within-subjects-design, i.e. I have data from all subjects for all four possible treatment combinations. Lets say treatment X has states X1 and X2 and treatment Y ...
0
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1answer
66 views

DCC GARCH - specifying ARCH and GARCH parameter matrices in Stata

The command in Stata to estimate the DCC model of two variables is: mgarch dcc ( x1 x2=, noconstant) , arch(1) garch(1) distribution(t) $$ \begin{bmatrix} ...
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0answers
43 views

Help needed interpreting medeff results in stata

I am new to using the medeff function. I am looking for basic help in how to read the results I got from my analysis. I got the following results: 1) Because the ACME mean is insignificant, does ...
0
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1answer
67 views

What test(s) should I use to compare 2, non-normally distributed populations with unequal variances? (IV is 2 categories; DV is ordinal)

I'm a bit stumped as to what test(s) is/are most appropriate for the following scenario. I found a couple of similar questions but wasn't sure if the answers applied. For a report I am working on for ...
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1answer
45 views

Predicted probabilities from probit

Assume following probit model: $y_i$ = $\phi$($\beta_0$+$\beta_1x_1$+$\beta_2x_1^2$+$\beta_3d_1$+$\beta_4d_2$) where $d_1$ and $d_2$ are dummies or in Stata: ...
0
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0answers
43 views

Can p-value = <0.05 with CI that includes 0 using chi2 in Stata?

I am doing a pretty straightforward analysis in Stata comparing proportions of respondents in 2 groups (in this case, rural vs. urban) who agree with different questions on a survey. For one of the ...
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1answer
59 views

How to combine heckman selection and binary endogenous variable in a two-step way?

I want to fit a probit model with a binary endogenous variable and heckman sample selection problem, it's something like ...
2
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1answer
64 views

Mixing instruments in ivreg2 estimation in Stata

When using a 2sls estimation with ivreg2 with more than one endogenous variable, Stata necessarily -- as it seems to be -- instruments both endogenous variables ...
2
votes
1answer
45 views

Stability of univariate fractional polynomial models

I can't decide what is the best way to assess the stability of a higher order fractional polynomial model. To use an example I have been working on, I am analyzing a dataset with panel data selected ...
0
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0answers
70 views

Pooled OLS, fixed, random or mixed effects?

I am analysing a simple balanced panel data with the following variables: ...
0
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1answer
27 views

Negative marginal effects

I'm using Stata 13.1 on W8.1. I'm trying to estimate marginal effects (-seqlogitdecomp-) after -seqlogit-. Here the code: ...
0
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0answers
29 views

Intepretating DCC GARCH value on Stata

I am modelling the volatility and correlation of two assets using the DCC GARCH model on Stata. The DCC GARCH model is as follows: $$Q_t = (1-\alpha-\beta)R + \alpha \varepsilon_{t-1} ...