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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. ...
0
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0answers
14 views

Time Series Forecasting with ARIMA in STATA [on hold]

I have an assignment which requires me to forecast a time series data in STATA as following link: http://1drv.ms/1GJtxFP I'm truly newbie at such things, please someone gives me an example to solve ...
1
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0answers
20 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
32 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 ...
0
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26 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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23 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 ...
0
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11 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
26 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 ...
0
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0answers
23 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 ...
1
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1answer
38 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
36 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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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? [closed]

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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16 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
56 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 ...
1
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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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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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1answer
79 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
48 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
31 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
33 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
14 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
32 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
71 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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18 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
84 views

Difference between meta-regression and linear regression in Stata? [migrated]

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
28 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
49 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
57 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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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
54 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
103 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
91 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 ...
1
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0answers
49 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 ...
1
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0answers
44 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
31 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 ...
1
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27 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
32 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 ...
1
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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 ...
0
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0answers
10 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
70 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} ...
0
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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 ...