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7 views

Stata 13 - Errors simulating confidence intervals when indexing on cut points [migrated]

I've got what I'm sure (and I hope) is a relatively dumb and easily solved problem. I'm finalizing a short research note and having difficulty with my code in Stata 13. I am estimating the effect of ...
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0answers
33 views

Panel data with N < T heteroscedasticity and autocorrelation. Should I include country dummies?

I have panel data of $N=18$ countries with $T=72$ months. Heteroskedasticity and autocorrelation are present in the dataset. I was working in Stata with xtreg fixed ...
2
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0answers
23 views

Post-hoc Chi Square Test for Pairwise Comparison of 3 Groups

I am trying to do something that in my mind is probably simple and I'm probably just blanking on it. I am using Stata to compare 3 groups on a categorical variable. So, as an example, I would be ...
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1answer
14 views

GARCH models on stata [closed]

How do I impose non negativity conditions of GARCH models on Stata? when I fit a type of GARCH models in stata, some of coefficients became negative. What should I do about this? Another question is ...
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0answers
14 views

My GARCH model does not converge in Stata

I'm trying to model impact of oil supply shocks on stock prices using GARCH methodology. I have a sample of countries, some for which the GARCH model converges and gives reasonable estimates. For some ...
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1answer
20 views

Running multiple FE in Stata [closed]

So I have data from ~400 cities and 15 years. I am trying to do a regression of y on x and z with fixed effects for these. I have been trying ...
2
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0answers
101 views

Income and price elasticity for multinomial logit/probit and alternative-specific conditional logit/multinomial probit in Stata?

I have a question about estimating income/price elasticity of demand for multinomial logit/probit models in Stata. Lets say I fit a discrete choice model where the outcome is product chosen (4 ...
2
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2answers
74 views

Time-invariant variables not being removed in Fixed Effects model. And feasibility of addional time dummies in Fixed Effect/Random modelling

I am working with severely unbalanced Panel Data of a nations Fisheries where I have individual data from all deliveries made by every single vessel. Thus far I have reshaped the data so that every ...
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0answers
48 views

xtabond2 in Stata and Arellano Bond results

I have been using xtabond2 (Stata command by David Roodman to estimate a system GMM) in order to estimate a system of equations. I apply GMM on each equation independently in the system. each equation ...
2
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2answers
109 views

Standard errors of a two stage least squares regression, Stata

I use Stata. I am trying to replicate the ivreg output of a regression performing manually the first stage, predicting the instrument after the first stage and running the second stage regression with ...
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0answers
25 views

DCC (Dynamic Conditional Correlation) in Stata - very low at beginning?

my question relates to posts found at the following links: Dynamic conditional correlation in Stata and Estimating correlation with DCC GARCH which provide great detail on calculating and graphing ...
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0answers
22 views

Choice based conjoint with SPSS

Is it possible to run a Choice Based Conjoint analysis (preferably with also no-choice option) with SPSS? Do I need a particular package for that? if not possible with SPSS is it possible with Stata? ...
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0answers
11 views

Within $R^2$ vs between $R^2$ vs overall $R^2$? [duplicate]

I just ran a fixed-effects regression using the xtreg command in Stata using time-series data and I get 3 different $R^2$s. One is the within $R^2$, the other is the between $R^2$ and the last one is ...
0
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1answer
28 views

Acceptable values for variance, aic and bic in multilevel models

I'm building a multilevel model from a sample of 820 observations at level 1 and 11 groups (level 2). I'm using stata xtmixed. Running the empty model (including ...
5
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1answer
44 views

2SLS but second stage Probit

I am trying to use instrumental variables analysis to infer causality with observational data. I have come across a two-stage least squares (2SLS) regression which is likely to address the endogeneity ...
3
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1answer
89 views

Acceptable values for the intraclass correlation coefficient (empty model)

I'm using xtmixed in Stata to test a Hierarchical Linear Model. My problem is that variance at level 2 is about 4% of the total variance. So most of the variance is ...
1
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0answers
29 views

Time Series Decomposition - autocorrelation of error term

I would like to do time series decomposition, but the error term has a serial autocorrelation at the end and I am freaking out because I have really no idea what to do with that. How I did it? I ...
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0answers
11 views

Isolating panel data in stata [migrated]

I am a beginner in Stata and I am trying to figure out panel data analysis. The first thing I am trying to figure out is how to do summary statistics for a common variable, say year. I have data ...
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1answer
29 views

Which logistic model should I use in Stata when I have a mix of categorical and scalar variables?

I want to run a regression in Stata. The dependent variable is a scalar categorical variable indicating life satisfaction ls (1= satisfied, 2= intermediate, 3= ...
2
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0answers
30 views

Aggregating forcast to higher spatial level

I am working on a project doing out of sample estimates of wheat yields at the village level in STATA. I am using a short panel 3 years and a sample of ~3000 villages. We are estimating a RE model and ...
1
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1answer
60 views

Customizing a graph with gray regions

I'd like to do a graph similar to this one with the gray regions to point the recessions in my graph. I have R and Excel and Stata, I'm simply trying to make it easy to distinguish the recessions by ...
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1answer
86 views

How do I interpret a variance ratio test in Stata?

I need help with interpreting output from a Variance Ratio Test in Stata. $f = 1.2988$ (my variance) $\text{Degrees of freedom} = 249, 493$ I have Ho: ratio = 1 as my null Ha: ratio != 1 Am I ...
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0answers
58 views

What is the difference between FE-PCSE and xtreg, fe in Stata?

Here is a very simple question: On country-level data, I am running two different fixed effect model, using Stata command, but I don't know why not only the estimation of standard errors, but also ...
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1answer
32 views

Wage Equations: Extracting from a schooling dummy years of schooling

I'm running wage equations and have in my data only highest level of education attained which takes the values of 1, 2 and 3. I am trying to calculate the mean years of schooling and standard ...
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0answers
25 views

Alternative specific conditional logitstic regression with clustering on in individual in panel data: scientifically and computationally reasonable?

My scientific interest is to calculate the price elasticity for an overall set of products (books) in a panel dataset of observations over a 3 year period and I was wondering whether asclogit ...
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1answer
116 views

Hausman test after xtregar negative chi2

I'm performing a Hausman test on panel data to determine whether to choose Random Effects or Fixed Effects for my analysis with AR(1). After performing the test I get a negative $\chi^2$ statistic ...
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0answers
67 views

White noise test interpretation

How to interpret white noise test from Stata? Have a white noise means that a variable does not have autocorrelation. Can I say here that all of my variables has a white noise (does not have ...
3
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0answers
28 views

Post-hoc power analysis of complex sample survey data

I am working with a complex sample survey data using Stata to determine the predictors of a given dependent variable. As part of my analysis result I want to report the post-hoc power for each ...
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0answers
28 views

PACF and ACF for AR and MA detection

I am very new to SARIMA and I am really facing a poblem which p,q,P,Q to use. Here is ACF and PACF of first-difference, two first plots (stationary) and ACF and PACF of first-seasonal difference (two ...
2
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1answer
48 views

SARIMA, coefficients check

I would appreciate if someone could check the mathematical equation for the seasonal ARIMA (4,1,4) x (1,1,1) period 12 that I wrote. I have done it this way, but I am not really sure if it correct is. ...
0
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1answer
50 views

How can I estimate Tobit type 4 or 5 in Stata?

How can I estimate Tobit type 4 or 5 in Stata? I need to estimate Tobit type 4 model in Stata but I can't find any papers about it.
2
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1answer
90 views

How to implement ordinal logistic regression for a factorial design

I have read a few answers (e.g. this, this and this) recommending to use Ordinal Logistic Regression (OLR) as a generalized method when Kruskal-Wallis is not suitable. For instance, a 2x2 factorial ...
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0answers
72 views

Multilevel analysis in R and Stata

I am trying to replicate a multilevel logistic analysis which uses a dyadic time series data set and R. As for my part, I am using the same data set but Stata. The original syntax has the following ...
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0answers
22 views

zinb estimates change when using factor variables

I use Stata SE 13 and I have a problem with the command zinb in Stata. I have binary variable female which is 1 if respondent is female, 0 otherwise (no other ...
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1answer
36 views

Interaction Dummy

I have a model: $$ \ln({\rm earnings}) = 2.618656-0.0899657{\rm female}+0.382019{\rm white}-0.2754126{\rm female}\times{\rm white} $$ ${\rm female}$ and ${\rm white}$ are dummy variables. t= ...
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0answers
30 views

Dummy variable interpretation [duplicate]

I have a model: $$ \ln({\rm earnings}) = a+b_1{\rm female}+b_2{\rm white}+b_3{\rm female}\times{\rm white} $$ ${\rm female}$ and ${\rm white}$ are dummy variables. t= female=-1.65 white=8.86 ...
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0answers
40 views

Obtain factor scores in data set with missing values

I would like to obtain factor scores after factor analyzing data that contain missing values. I'm using Stata 13 to run the analysis. Here is the basic code (borrowed from the UCLA site): ...
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2answers
34 views

Using variance from a Jeffreys prior in a Prevalence meta-analysis

I am doing a meta-analysis on a group of studies, where the observation is a rate (no. of successes / no of trials). Some of the studies have small sample sizes (n<10) and/or did not observe any ...
1
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1answer
50 views

Which p-value to report in a comparison of different logistic regression models using marginal effects?

I am running logistic regression models to compare the impact of different indicators using Stata. As these comparisons may lead to false conclusion due to confounding and rescaling if log-odds or ...
1
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1answer
108 views

Fuzzy RDD issue

I am fairly new to econometrics and maybe this is a very basic question to some. I am running a Fuzzy Regression Discontinuity (RD) design in Stata and I am having doubts about whether I am ...
0
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0answers
22 views

within-MZ twin model using sem in Stata

I'm working with some twin data and would like to estimate something exactly akin to xtreg using sem in Stata. The structure of the data is pretty generic: there's a family id, there's a within family ...
1
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0answers
40 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 ...
2
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1answer
219 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?
0
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1answer
25 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 ...
0
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1answer
48 views

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

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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2answers
122 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
28 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 ...
0
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1answer
52 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 ...
2
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3answers
165 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 ...