Stata is a proprietary cross-platform general-purpose statistical software package.

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25 views

Principal Component Analysis on Time series data and panel data

I am trying to build an index on infrastructure and compare the index over the years and between nations. Since the variables are highly correlated with each other, review has suggested me to proceed ...
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13 views

Annualizing quarterly time series data in stata [on hold]

How do I annualize quarterly time series data in stata? I want to generate a new variable.
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18 views

How to convert World Fertility Surveys 1975’ raw data-DAT files into a set of Stata dta files [on hold]

How to convert World Fertility Surveys 1975’ (for Pakistan) raw data-DAT files into a set of Stata/SPSS data files. I have found this link but this didn't work Turning the World Fertility Surveys’ raw ...
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19 views

How do you use mathematical notation to write out an equation for a GLM with a gamma distribution and a log link?

Basically, I'm trying to estimate a GLM in Stata with a log link function and a gamma distribution and I need the mathematical notation behind the data analysis. My model has a price variable as its ...
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0answers
13 views

Beta Regression for Multilevel / Hierarchical Linear Models in any Statistics Package?

I would like to run a (if possible zero-one-inflated) beta regression in a multilevel model with three layers. So far I have not been able to find any programs or packages that would support such a ...
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12 views

What is the correct procedure for conducing a Johansen Cointegration Test?

As it seems to say in Walter Ender's Applied Econometric Time Series, I'm doing the following: First, I do believe one should estimate a VAR model on the levels of the data and then proceed to test ...
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12 views

Hedge ratio with VECM DCC GARCH

For asset pairs -- spot and futures -- I need to find the hedge ratio. To find the hedge ratio I need to use two models: VECM for describing the dynamics of spot and futures. On the basis of the ...
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28 views

Tail problem with hazard function

Before doing a more advanced survival analysis, I generated an exponentially distributed variable in Stata and used the following code to get a constant hazard rate graph: "sts graph, hazard" I get ...
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42 views

Plotting Survival Rates For Different Cohorts

I am using Stata 13 to analyze a panel with firm level data. I am estimating a dynamic probit model via the means of xtprobit. During my research I came across Peters (2009) and a very cool graph (see ...
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0answers
20 views

Stata Panel Analysis: Using only consecutive waves for measuring income mobility [closed]

I am measuring income mobility with a panel data set of overall 30 waves. I have excluded everyone who has either missing data or less than two observations overall. The data I am using already ...
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0answers
14 views

Using population as weights in regional-level data

I'm analyzing regional-level data (variously at the level of metro, micro, and county levels depending on their economic integration/population agglomeration). I'm using STATA 12 SE. It seems ...
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6 views

Loops of count command in Stata [migrated]

Software: STATA I have two datasets: one of company CEOs (dataset 1) and one of business agreements signed (dataset 2). Dataset 1 is the following format, sorted by company: ...
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16 views

Cointegration tests: how do you accurately test the necessity of time trends in the Johansen and Engle-Granger Test?

I've been testing some random prices for a study of my own and sometimes this assumption radically changes -- for instance, in johansen tests -- from no cointegrating vectors, to the whole set of ...
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7 views

Marginal effect of interaction variable in probit regression using Stata [migrated]

I am running a probit regression with an interaction between two dummy variables. The coefficient is displayed in the regression output but when I look at the marginal effects the interaction is ...
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2answers
38 views

Which is the best criterion for DF-GLS lag selection?

When you have an output such as this in Stata for dfgls: ...
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0answers
25 views

Large standard errors in IV regression [duplicate]

I am encountering very large standard errors of the endogenous regressor (bigger than the size of the coefficient) in the second step of my treatment-effects model (...
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1answer
25 views

simulation of endogenous skewed regressor

I have a question regarding endogeneity. I have to simulate a variable that is skewed and at the same time correlated with the error term, whereas the error term, as well as two other exogenous ...
0
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1answer
33 views

Problem with Panel Data

I am having a problem with estimation of a model using panel data in Stata. The dataset consists of 12 cross sectional units, each of these units has around 950 time periods (the panel is unbalanced). ...
1
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1answer
24 views

Is there an optmal lag choice in the KPSS test?

Is there an optimal lag choice in the KPSS test in Stata? For instance, in my example below, for some lags (less than 7) you reject the null for any level of significance. But afterwards, that does ...
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0answers
11 views

Recoding variables with a pattern in R [migrated]

I am a stata user learning R. I want to translate the following stata function to R. Basically what it does is to recode several variable with names with a pattern with a loop function. i have ...
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0answers
32 views
1
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1answer
51 views

Memory problem with areg

(Not sure if this is on-topic here?) I'm trying to regress a model with group-time fixed effects, and many dummies. ...
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0answers
26 views

Power Analysis for Logistic Regression with one nominal variable

How do I estimate sample size or do power analysis for logistic regression with one nominal independent variable? Is there a way to do it with Stata?
2
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1answer
36 views

Need to extrapolate missing monthly data from annual data; the monthly/seasonal index is reasonably well-known

I have a revenue dataset for various businesses. For about half of those businesses, monthly data is available. For the other half, only annual revenue data is present. I know the seasonality of the ...
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29 views

Difference between treatments with binary outcome & sample size estimation - Stata

I have 20 binary outcome variables that I want to test for association with a nominal 'treatment' variable with 6 categories (a,b,c,d,e,f). For the outcome that is significantly associated with ...
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0answers
31 views

Panel poisson regressions on rates and values far from 0

I am estimating the effect of some treatment on yearly district-level stillbirths and stillbirth rates and births and birthrates in a panel with district and year fixed effects. Stillbirths are ...
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0answers
21 views

Selecting best count model using Stata's countfit?

I am using the countfit command in Stata 13 to determine which count regression model is the best fit for the a model of number of current domestic migrants, with independent variables: workers in ...
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1answer
36 views

Probit model: marginal effects cannot be estimated because one dummy variable was dropped for predicting failure perfectly

I have a basic question about the -margins- command in Stata: I was wondering if there was a workaround to run marginal effects for a model where one of the dummy ...
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0answers
25 views

Pooled OLS versus Fixed Effects [duplicate]

I have an unbalanced panel data and I run a pooled ols and my results are fine. But when I do the diagnostics, linktest and ovtest fails. I then do Hausman to compare between ols and fixed effect. I ...
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1answer
52 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. ...
0
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1answer
56 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
34 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 ...
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0answers
24 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
75 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
29 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
27 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 ...
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1answer
99 views

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
84 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
37 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
37 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
26 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
26 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
38 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 ...
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1answer
74 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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0answers
21 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 ...
3
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1answer
77 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
32 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. ...
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0answers
73 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
62 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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18 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 ...