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Application of Zivot-Andrews and Clemente, Montañés, Reyes unit root tests throws error [migrated]

I am trying to run the zandrews and clemao / clemio commands in ...
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2answers
34 views

Wrong confidence intervals using `margins` in Stata

I am using Stata 13.1 to fit a logistic model and I am getting confidence intervals below 0 and above 1 when I predict probabilities using the margins command. ...
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15 views

How do I perform a Kolmogorov test for the beta distribution, in Stata? [on hold]

I'm trying to perform the Kolmogorov test for a beta model in Stata, however as far as I can find so far, in Stata I can only do this test for a normal distribution. So, does anyone know if the ...
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0answers
8 views

How can you make the Kolmogorov-Smirnov test on stata for a beta model? [on hold]

I need to make the Kolmogorov-Smirnov test in stata for a beta model, and i don´t know what is the command for this model. Thanks
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0answers
38 views

Formatting R output to mimic Stata or SPSS or SAS output [on hold]

It has been my experience that different academic fields have converged to different statistical software apps as their "standard." E.g., in Economics Stata is very common but virtually unheard of in ...
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0answers
7 views

Multilvel Model for Factor with Two Constants

I need to run an analysis in which observations are nested within subsidized and non-subsidized housing. In Stata, I have run random intercept models using xtmixed in which there are multiple ...
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0answers
7 views

correct std dev for TFP [on hold]

I'd like to use levpet's residual (TFP) as a regressor in a second step. Which would be the std dev for TFP in the second regression without falling into Pagan's "generated regression problem"?
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11 views

Estimating a gravity Modell Stata [on hold]

I am trying to estimate a gravity modell for trade analysis. My dataset contains 219,573 observations from 1948-1997. I tried xtset to get an overview about how balanced the panel actually is.. My ...
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1answer
45 views

regression with ratio variables

I plan do run a regression analysis with ratio defined variables such as (FX loans/ total loans, tangible assets/total assets etc.) and I have only 13 annual observations. This regression is needed to ...
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1answer
89 views

Nagelkerke value equals 1. Why?

I have run a logistic regression model, which leads to acceptable results (e.g., McFadden's R2 >10%). However, the Nagelkerke value is always 1, which seems like a failure to me (using the comand ...
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0answers
18 views

Structural Break - Stata

I have used Stata to run a time series multiple regression. I know that there is in fact a structural break in the data and the point at which it occurs; therefore, I have estimated the regression ...
3
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0answers
31 views

Interpretation of R-squared when using FGLS

Context: I am analyzing time series and cross-sectional data using Stata's xtpcse command which corrects for autocorrelation in panel data using a Prais–Winsten ...
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22 views

mfp implementation in Stata and R [on hold]

I am applying multivariate fractional polynominals on data, which have 30000 (observations) x 20 (variables). Surprisingly, mfp in R is quite fast (10 minutes), but mfp in Stata is very slow (stuck ...
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0answers
23 views

(file) dependency tracking in Stata

As much of empirical research (or data analysis) has become a major software development exercise, practitioners use more and more such tools. So far I am aware of researchers using project ...
0
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0answers
25 views

Interactions terms and Heckit/Tobit models in Stata

I am trying to read on how to interpret interaction effects in Heckman's selection model and come across with this article On Marginal and Interaction Effects: The Case of Heckit and Two-Part Models. ...
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0answers
21 views

Cox survival analysis versus multilevel modeling

I'm debating the wisdom of a couple different approaches. I am constructing a model that measures whether the amount of a treatment received leads to a person coming back for another treatment or ...
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0answers
25 views

from Amelia II to Clarify in Stata [closed]

I have used Amelia II to impute some missing data and i got the five new imputed data set (i already save them in dta. version) . I read that the Clarify package in Stata can combine all the 5 ...
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0answers
8 views

How can I do =INDEX(_,MATCH(_,_,0)) of Excel In Stata? [migrated]

I would like to use the same concept as =INDEX(,MATCH(,_,0)) of Excel in Stata 12, exclusively using Stata programming. Is there a way to match one value with a column (say variable A), and then give ...
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1answer
38 views

Comparing mean difference of categorical variables

I want to check if attrition is a problem. So I want to check if the mean of people who dropped out from a survey is significantly different from the mean of those people who took part. However, the ...
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0answers
10 views

Regression Discontinuity on Stata with a discrete assignment variable and excluded data at the cutoff

I am looking at a treatment effect of an intervention on a cutoff of age, where age data is only available discrete as year of birth. Due to this, people who turned the cutoff age during the study ...
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0answers
19 views

How to compare a non-random sample with known population?

I'm currently working on my first substantial data project and I'm using stata (though I could probably just as well be using excel). The project deals with lobbying data and unfortunately I haven't ...
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0answers
39 views

Analysis: Dependable variable depends on previous decision

My situation is as follows: Respondents in my questionnaire had the option to take money (anything from 0-10). In the end, they were advised to take that money out of an envelope. This process was not ...
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0answers
13 views

What are easy steps of finding cutpoint in continuous variable with Time to event outcome, in Stata?

I find it painful to manually guess a dichotomized cutpoint predictor (continuous) for an time to event outcome in Simple Cox proportional hazard model. Currently I was trying to find the cutpoint ...
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0answers
8 views

Looping in Stata [migrated]

I work with Stata I need to assign people to income quintiles in each county. So I have a data containing two variables: household total income and a variable "county" which indicate the county of ...
0
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0answers
14 views

Within-sibling-pair survival model

I'm modeling a time-to-event outcome (death) in a setting where the key independent variable (education) is measured for each member of a sibling pair. If I were simply interested in determining ...
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0answers
24 views

Plotting and interpreting residuals in Stata - How to identify a structural break?

I am researching firm level data with Stata 13. My endogenous variable is (unfortunately only) of binary nature and indicates whether a firm engaged in R&D activities or not (0;1). I use a panel ...
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0answers
31 views

Model for survival analysis with time varying predictors (panel data) and delayed effects

I collected behavioral data of more than 150 people, monthly, over two years. So for each of them I have 24 repeated measures over time. It occurs that after some months some of them get infected by ...
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0answers
21 views

Firm and time fixed effect combined with industry-time trends

I have an unbalanced panel data of firms from 2003 to 2013. I want to run a model in which Y is a function of: (percentage female senior managers in 2002* year dummy) + time FE + firm FE + ...
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0answers
34 views

How to interpret the interaction terms in conditional logit model

I estimated a conditional logit model in stata, with the command clogit. The model is about product choice. The dataset includes both product characteristics variables and individual's characteristics ...
0
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0answers
24 views

DCC GARCH in Stata - Negative Parameters

I'm trying to estimate a DCC GARCH with Stata13. My problem is that I get negative ARCH and GARCH parameters as well as for the constant. My ARCH and ARCH parameters sum up to more than 1, which ...
1
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1answer
38 views

Testing for unit roots

I am an absolute beginner and I need help on testing for unit-roots in Stata. As the data is unbalanced (no missing values, but some time series begin later than others) it seems to me that I could ...
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0answers
26 views

What causes differences in estimates of 95%CI of the mean across subgroups in Stata?

In the small reproducible example, I'm calculating mean of a variable across three groups: ...
1
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0answers
24 views

Okay to use oneway ANOVA to compare these 3 group proportions from aggregated dataset?

My situation: I am assessing outcomes of a university course redesign. One of the goals of the redesign project was to increase successful course completion, as measured by a decrease in the course ...
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33 views

Power calculations for proportions, two-stage cluster

I am trying to do power calcs for a survey. It's not an RCT, so I have encountered a dearth of material on this. We are trying to estimate a proportion within a population, and have two stages of ...
1
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1answer
71 views

Seemingly unrelated bivariate probit for endogeneity: interpretation of Rho

I would like to estimate the effect of health insurance coverage on type of healthcare provider chosen--either public or private--at last illness using a nationally representative sample of people in ...
1
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0answers
63 views

Overfitting of Regression with Robust Variances?

I performed regression with robust variances (after Stata 12.1 lnskew transformation). A question of overfitting has been raised. To summarise what I did: Comparison of disease B (disgrp=2) versus ...
0
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1answer
30 views

Maximum lag selection for panel unit root tests

I am interested in conducting panel unit root tests on a panel of subregional annual data where N>100 and T<10 (more specifically, depending on the independent variables included in each ...
1
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1answer
30 views

Data centering for logistic regression estimation

I read in some articles that we can use data centering as per-process of logistic regression. Centering is $X-Mean(X)$ for every value of $X$ input? What is interpretation of coefficients in this ...
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0answers
34 views

Why am I finding greater power with a coarser level of randomization?

I am working on a Monte Carlo power analysis for an experiment about the hiring of teachers in schools. We can randomize the treatment at the school level or at the applicant-school level. I was ...
0
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2answers
79 views

Stata automatically tests collinearity for logistic regression?

I'm using Stata for logistic regression. This software automatically checks for collinearity and remove (drop) some variables as we can see below: ...
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0answers
39 views

Difference-in-differences model: do I have to include hierarchical terms with interaction term?

I am contemplating using a DiD model to see the effect of an intervention on population attitudes. My DVs of interest are ordinal (Likert-style) and binary. I have two agencies measured at two time ...
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28 views

Stata nlogit and nlogitrum for the nested logit model.

In stata 12, do nlogit and nlogitrum estimate the same model. I understand before stata 10, nlogit estimates the non-normalized nested logit. That one is not consistent with utility maximization . In ...
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0answers
6 views

How do I test for heteroscedasticity in a tobit model type 1 with panel data and resolve it? I'm using a stata11 program [duplicate]

I want to know how i can detect it and resolve the problem if confirmed. Thanks for help.
1
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2answers
51 views

Individual specific variables in McFadden's choice model

From my understanding of McFadden's discrete choice model, individual specific variables such as income should not affect an individual's choice unless interacted with product characteristics. But ...
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0answers
25 views

In Stata, how do I test for interaction of categorical variables in multilevel models?

I'm trying to figure out a way to test for interaction between variables in three level model. Using example Stat dataset we can have a dummy model with states nested into regions: ...
1
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1answer
43 views

Margins contrast after Tobit

I am researching firm level data. My endogenous variable is bounded from above and below. Thus I use a Tobit model to take account of the truncation. Among others I am interacting a continuous with a ...
1
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1answer
153 views

How Stata estimates a random effects for an unbalanced panel

I have estimated a random effects model with an unbalanced panel. I would like to know if Stata gives each individual the same weight when estimating the coefficients or whether each individual is ...
3
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0answers
15 views

Correcting for heteroscedasticity in logistic regression

I am using a large health dataset as a part of a research project (N = ~18 000). My colleagues and I are investigating whether smoking predicts the presence or absence of a mental illness. We are ...
2
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1answer
53 views

Coding job tenure in regression

I'm working on regression in Stata, in which I'm taking income as being dependent on sex, education and tenure. Tenure in my data is the number of years spent in the current job. The regression itself ...
0
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0answers
23 views

Tobit and Categorical Independent Variables

I am using Stata 13 to estimate a Tobit model with a endogenous variable which is bounded from above. My research is focused on firm level data. I have numerous moderators. Among these is a ...