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12 views

PSM with exact matching

I am evaluating and educational program with a PSM in STATA. Suppose that T= variable of treatment X= cofounders Z= variable with exact matching Y = output ...
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25 views

Why regression output is omitted in Stata?

I am a bit confused of why I get omitted output in my regression results when I know for the fact that all of those dummy combinations are alive and well in my data set: ...
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15 views

Lee (1983) sample selection correction with accelerated failure time model (in Stata)

I am trying to replicate the selection control used by Henderson et al. (2006), which is derived from Lee (1983). Henderson et al study CEOs over time and try to control for the likelihood that a CEO ...
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1answer
27 views

Should I use vce (robust) in a single year regression model?

Should I use vce (robust) in a single year regression model? The regression is for diversity measurement among 66 organizations in one year only
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60 views

Reducing variable candidates for multivariate regression step by step

I have a set of possible candidates that I want to use in a multivariate regression. I am trying to reduce this set by the following procedure (using Stata): Step 1: univariate regression (if ...
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21 views

STATA COMMAND ON MATCHING PROTOCOLE FOR MULTIVALUED TREATMENT [closed]

Good morning, i would like to assess the impact of level of environmental compliance (treatment variable: 0=non compliance; 1=fair compliance; 2=good compliance; 3=excellent compliance) on firm ...
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1answer
23 views

Three-level mixed effects model with crossed effects in Stata [on hold]

I have a dataset of individuals that includes their wage and occupations for several years. The data is in panel (long) format (xtset id year, yearly). I want to ...
2
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0answers
12 views

Should I include the level variables along with the difference variables in the Error Correctional Model(ECM)?

I am running an ARDL model, I have both levels and difference variables. I know for sure that the difference variables should be included in the ECM but should I include the level variables as well?
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1answer
29 views

Include time dummies with xtreg,fe? [closed]

Is running: xtset panelvar timevar xtreg dep indep, fe the same as just running ...
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1answer
16 views

Where in this stata code does it indicate that the link test failed?

The link test was ran for a possion model. This picture was taken out of the Negative binomial regression textbook by Joseph Hilbe.
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1answer
21 views

Is it possible to conduct an alpha test on every bundle of 4 variables and only print that combo if alpha > X? [closed]

Basically, I have been experimenting with STATA for loops and am wondering if I could iterate over every group of four variables to run an alpha test and only print that bundle if alpha is higher ...
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53 views

IIA assumption in multinomial model

I try to verify the IIA assumption by using the suest. I have 4 categories of the outcome and I use : ...
2
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1answer
73 views

Expected number of cases, standardizing with age & sex of the whole population

Starting with a toy example data (http://www.stata-press.com/data/r14/hbp.dta) ...
1
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1answer
28 views

Elasticities for Multinomial Logit Model (Stata)

I estimat a multinomial logit model in Stata. Is it possible to compute elasticities from the MLogit model? If so, do I need to take the logarithm of the y and x variable, or only the log of x? I ask ...
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2answers
222 views

Fitting a smoothed curve to a noisy data

I have a variable with sales data over time. It is very noisy at a disaggregate level but if you look at it as a whole, you can see a smoothing curve that follows a polynomial pattern. Is there a way ...
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0answers
30 views

Difference in Difference With Multiple Treatment on Multiple Time Periods

I have panel data and I want to apply DiD. However, I don't have any specific time period for the treatment but treatment occurs at different time periods for different units. A unit may get treatment ...
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1answer
24 views

how to tabulate reference category

i've got a qualitative variable "profession" which can assume 5 different values which are: worker, office worker, teacher, employee management, manager. I choosed worker as the reference category so ...
1
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1answer
27 views

Chosing the right test for weekly disease counts

I am using STATA to analyze count data (weekly disease counts), and I am trying to pick the best test between Poisson, negative binomial and zero-inflated Poisson / negative binomial but I am not sure ...
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0answers
36 views

Stata rolling window forecast

I aim to forecast the SP500excessreturns using the rolling window option in Stata with the moving window of 120 observations (there are 500 observations in total). The code looks in the following ...
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12 views

R's pglm vs Stata's xtpoisson - R returns “Inf” standard errors

I'm running a fixed-effects Poisson regression and get different results in Stata and R. Unfortunately I cannot upload and share the data due to legal restrictions. My code in R is (formula shortened ...
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1answer
26 views

Poisson regression for ordered variables

I have three waves of data, and I am trying to estimate group-based trajectories of binge drinking across the three waves. The question asked (at all three waves was): “Over/During the past 12 months, ...
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20 views

How can I decompose the error after an ARIMA estimation, and how do I store the estimated values?

EDIT (in response to Stephan's comments): I was able to read a paper by Bessembinder & Seguin (1992) on futures trading and stock price volatility, wherein they used the ARIMA model to decompose ...
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1answer
33 views

Book about time series analysis in Stata

Does somebody know a good book which outlines the time series analysis in Stata, that is, the various commands explained. I am aware of the Stata manuals; however, they are not that user friendly for ...
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1answer
32 views

Interpreting group-level random effects of a multilevel model

I'm working with three level models in Stata. Example of one would be: ...
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13 views

How to find frequency of string data on repeated cross section using STATA?

So I am looking at a dataset for auctions. I have all the bidders who won something, and how much they bid. This auction takes place every year. I wanna see if the same people come back every year to ...
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5 views

Comparing between group HR for different age strata

I was asked by a colleague if i knew how to test if between group (cases and controls) HR were higher in one age strata than in another. The design: Matched cohorts of cases (with info on debut age) ...
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1answer
29 views

How to compare total effect of three variables across two regressions that use different subsamples?

I am running the following regression in Stata on two sub-samples (Low and High groups): \begin{equation} \begin{split} {ln(1+New\:co-investors)}_{i,t} = \alpha_0 &+ \alpha_{1}PreSuccess_{i,t-1} ...
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1answer
25 views

Adding trend does not impact coefficients

I have already done my search on the topic in the list of questions: Time dummies and time trends are not for using together, one makes the other redundant-- my question here would be different: I ...
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1answer
17 views

Test Retest of highly skewed dichotomous variables

Does anyone have recommendations on how to evaluate test retest reliability with 95% CI (individuals took the same survey 1 week apart) on data that is dichotomous (yes = 1; no = 0) where the data is ...
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20 views

how to chose between using text(_t) and text(log(_t)) when evaluating the significance of time varying covariates

I am running competing risk regression models in Stata and want to test if they fulfill the proportionality assumptions for the models. According to the Cleves et al. book out on Stata press: an ...
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1answer
42 views

Testing for random effects: Breusch-Pagan Lagrange multiplier (LM)

So I have a panel data with two time periods. My dependent variable is an index that lies in the range of 0 to 1. I did a Breusch- Pagan test (in stata) to see whether I should use random effect or ...
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2answers
55 views

standardized mean difference vs raw mean difference

Is there a difference between standardized mean difference and raw mean difference when conducting meta analysis or systematic review and the measurement scales are same, would SMD and raw mean ...
3
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3answers
101 views

Checking for normality with robust errors

I am running a linear regression (just a single IV) and have selected the robust error option (vce robust) in Stata due to heteroscedasticity (and because it is ...
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1answer
181 views

Adjust VS Predict on Stata

I'm trying to obtain predicted values after a linear regression with Stata. However I don't find what the command Predict does with the covariates. I think that the command Adjust holds their values ...
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215 views

F-test differences Stata and R

I have a question about what the difference is in how Stata and R compute ANOVAs. I have run exactly the same ANOVA in both softwares, but curiously get a different F-statistics for one of the ...
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1answer
176 views

Elasticity vs marginal effects in probit models with logarithmic and dummy independent variables

I am trying to estimate a model with probit in stata of this form: p(y=1|x)=a+bi(ln(xi))+bj(xj)+e where xj are dummy variables and ln(xi) are continuos variables in logarithms. How do i interpret ...
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11 views

3 level random intercept model with stata: standard errors calculation f

I am using xtmixed in Stata 12 to estimate a random intercept model. I have overtime observations (8 years) for 250 regions which are nested in 28 countries. The estimates for the standard errors at ...
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47 views

Plogit: Lasso logistic regression with Stata

I want to execute a Lasso logistic regression with Stata. Why? Because... 1.) I have a dummy dependant variable (=> Investment success (1) and failure (0)); samples(1/0)(28/23). 2.) I have a set of ...
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1answer
28 views

Endogenous variable Instrument

I am confused about running an iv regression My endogenous variable is a dummy variable i-e earlychildbearing=1 if ageatfirstbirth<20 My second stage equation is the standard child health ...
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2answers
129 views

Industry and Year Fixed Effects

I hope someone can help me as I am stuck with this problem for quite some time. I have panel of S&P500 companies from 2010 - 2014 and I want to run a regression including industry and year fixed ...
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0answers
25 views

How to perform Wald test (nltest) manually after adjusting s.e. in 2nd-stage regression

I'm using the residual inclusion method to deal with endogeneity (i.e. get generalized residual from 1st stage, and insert it into 2nd stage as a new regressor). In the 2nd stage, I use bootstrap to ...
3
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1answer
30 views

Past values of Y correlated with future values of X1 in fixed effects model: use instrumental variable?

I am using panel data, running a fixed effects regression using xtreg Y X1 X2 X3, fe. I suspect, however, that past values of Y ...
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0answers
23 views

Multiple imputation in different software packages

I'm a grad student and my mentor asked me to write up some multiple regressions that had already been run. The model has around a dozen predictor variables (some dichotomous, some continuous) and 1 ...
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21 views

Nested mixed experimental design with crossed factors for laboratory validation procedure: how to model it?

I have been asked to analyze the following laboratory experiment: 14 donors’ red blood cell samples are typed for rare antigen-asset recognition by an automated procedure (machine), which returns a ...
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2answers
33 views

Predict with pseudo-mean factors in new data

R and Stata have different default behaviors when making predictions from a model that uses categorical/factor covariates. For example, if I want to predict outcomes for both levels of a two-level ...
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48 views

Problem with replicating a paper

I'm having some trouble at replicating this paper (text here: http://www.michiganjb.org/issues/52/text52c.pdf) The paper wants to assess the economic impact of the Olympic games in the long run . The ...
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1answer
46 views

Contradictory results of the ADF test in R [closed]

I used the urca pacakge in R to run the ADF test and got the following: It seems to me the results are quite contradictory: Using the statistic, we fail to reject the null hypothesis; However, ...
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0answers
30 views

How to estimate the industry-specific share of a state

I have individual level data between 1980-2012. For each year, I want to estimate the share of each state on specific industries (e.g. construction) over the total number of industries while ...
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52 views

zero-inflated negative binomial in Stata

I am trying to run a zero-inflated negative binomial analysis in Stata (zinb). My question/problem is this: the model's convergence seems dependent on which and how ...