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7 views

Dynamic conditional correlation DCC subscrip invalid function return error

I have two series as standardized residuals generated from arch(1) garch(1): ...
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1answer
58 views

How to compare whether the coefficients of two independent variables statistically different from each other?

If I have two independent variables and they are dummy variable along with other independent variables and I run a linear probability model, I want to compare whether the coefficients of two dummy ...
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24 views

ANOVA for cupcakes [on hold]

I am in the process of analyzing these data (see attachment) and would like to ask if someone can guide with instructions about how to run an ANOVA in Stata.Is ANOVA the most recommended analysis for ...
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16 views

mediation analysis with binary mediator

I want to assess if a binary variable is mediating the effect of a continuous IV on a single DV. The DV is a truncated variable that starts from 0. ...
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9 views

metatrim command version 11 [on hold]

I'm trying to run a trim and fill analyses in stata 11 but cannot find the correct code. can any one advise? my effect size estimate is labelled 'theta' and the SE of the effect size 'SE_theta' In ...
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16 views

How to merge datasets in STATA conditionally? [migrated]

I have written a program which runs fine in R. But I need to convert it to STATA, in which I am relatively new. Since STATA allows you only to run a single dataset, I need to merge the data. My first ...
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1answer
34 views

Augmented Dickey Fuller output conflicting in Stata

I am required to perform unit root testing on a given time series. The output obtained in Stata is somewhat confusing me. To the best of my knowledge I am obtaining two conflicting results, Stata ...
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11 views

Stata: how do i set 2 time variables for 2 datas in 1 dataset? [closed]

I have quarterly data and yearly data in 1 dataset, how do I 'tsset' (time series) for both datas? (If it's even possible???) I do HAVE the quarterly data for the yearly data, would it be suggested ...
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29 views

Error in fitting negative binomial regression model in R when replicating published results (works in Stata)

I'm trying to replicate the results of the first model of this article: Hultman, Lisa, Jacob Kathman, and Megan Shannon. 2013. “United Nations Peacekeeping and Civilian Protection in Civil War.” ...
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8 views

Making table of non-regression estimates in Stata [migrated]

I'm performing decomposition analysis of socioeconomic inequality of health, and have gotten the code down, generally following the World Bank procedure. Here's the relevant part of my code. ...
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9 views

if I have rank=3 in an cointegration process means that _ce1,_ce2,_ce3 have all to be negative and statistical significant?

I need some help. I have never used the cointegration process neven before and I am not used working with econometrics.I have a model with 5 explanatory quarterly variables,52 observations and the ...
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31 views

External validation of a regression in Stata

What I'm essentially trying to do is a temporal external validation of a Cox Proportional Hazards model and also a logistic regression model on the newest year of a dataset that was not included ...
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27 views

Stata: ml versus nl

I need to estimate an equation using some iterative method to optimally choose the coefficients. I won't go into the reasons that I can't use a simpler method like OLS, GLS or instrumental variables ...
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1answer
33 views

pairwise variance ratio in Stata

Suppose, I want to compute the pairwise correlation in Stata, then I do the following: sysuse auto pwcorr Now, I want to compute the variance for each variables ...
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2answers
45 views

Computing effect for each firm for one of the explanatory variable in the panel data (Stata)

Suppose I have panel data with firms $i=1,...,N$ and year $t=1,...,T$. Also, assume that I have the model like below: $y_{it}=\beta x_{1it}+\alpha_{i}x_{2it}+v_{i}+u_{it}$ My simple question is how ...
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39 views

Constraining slope [migrated]

I'm a beginner in Stata. I'm trying to run the following regression: regress logy logI logh logL but I would like to constrain the slope of ...
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23 views

ADF-how to choose from the results?

I am a student and I have a project to do but I have some questions about ADF test. I have 52 observations of quarterly data. I have done the ADF test in my variables in the levels. I tested with ...
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17 views

Dynamic conditional correlation reported in the table in Stata

The image below is an example result table of a dynamic conditional correlation (dcc) Multivariate GARCH model. I cannot figure out how the correlation numbers ...
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0answers
31 views

Cross correlation in Stata

I have a cross sectional dataset of investment figures (in $) and a set of dependent variables. The data relates to various years (2000-2013). More than one investment is included in the dataset for ...
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17 views

How can Gretl data be exported to use in Stata [migrated]

Very ingenous question I guess, But, we are in a class of introductory econometrics and need export data from gretl in a way that these poor stata users can import it. Seems that there is a tool to ...
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31 views

Cointegration difficulties using Stata

I am working on a time series analysis with 52 quarterly data concerning a variety of possible determinants of CO$_2$ emissions by transport (CO$_2$ taxes, GDP, load factor, transport volume). This ...
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34 views

Pooled regression and random and fixed effects

Am researching on poverty and growth. I built a model for poverty which includes 11 variables theoretically affecting it. These are inflation, agricultural growth, gini, GDP growth rate etc. My data ...
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1answer
36 views

Cost Benefit Analysis of Pre-screening Widgets for Faults before they Fail

I want to build a model that determines whether to pre-screen my widgets for defects. If I do pre-screen, it costs a fixed amount per check and I resolve the problem 100% of the time. If I don't ...
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2answers
34 views

How to interpret standard errors in a Cox model?

I am running a multi-variate Cox regression and Stata provides the standard errors for each hazard ratio. How are theses to be interpreted? I know that I want my coefficients to be large compared to ...
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174 views

What does $(X'X)^{-1}$ mean?

In a regression what is the matrix $(X'X)^{-1}$? what do its interior elements represent? Can anyone tell me which values in a stata regression are represented by $(X'X)^{-1}$?
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20 views

Survey-Based Analysis, Small Sample Size, Ordinal Dependent Variable

I conducted a survey and only received 50 responses. My dependent variable is ordinal. My independent variables are ordinal, dummy, and continuous... What statistical model should I use to analyze ...
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26 views

Is Heckman two-step overly sensitive to dummy variables?

I am doing a Heckman probit in Stata and whenever I try to include region dummy variables (which in normal probit are all significant), the model either doesn't converge, or does converge with rho ~ ...
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1answer
62 views

OLS vs. quantile regression

I ran OLS regression in Stata. Based only on the results I got in OLS, is there any way to know if the quantile regression will be a better choice?
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1answer
38 views

CIs for proportions in Stata: ci vs. proportion command

I'm performing some basic analysis on a large data set (n-size after restrictions about 4,000) to supplement some qualitative historical research. The goal is to produce a variety of confidence ...
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44 views

Conditional FE Binomial Logit Models (Stata)

I have individual panel-level data and am using conditional binomial fe logit regressions to estimate the effect of minimum wage on Employment. 1) When I try to include year dummies most of them are ...
2
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1answer
53 views

How to replicate Stata's robust glm for proportion data in R?

There is an example on how to run a GLM for proportion data in Stata here: http://www.ats.ucla.edu/stat/stata/faq/proportion.htm The IV is the proportion of students receiving free or reduced priced ...
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24 views

Translog Returns to Scale Variation

I estimated the so called translog production function: $$ y_{it} = \beta_0 + \beta_1 k_{it} + \beta_2 l_{it} + \beta_3 k_{it}^2 + \beta_4 l_{it} \times k_{it} + \beta_5 l_{it}^2 + \epsilon_{it}, $$ ...
2
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1answer
66 views

Understanding standard errors in logistic regression

I am having trouble understanding the meaning of the standard errors in my thesis analysis and whether they indicate that my data (and the estimates) are not good enough. I am performing an analysis ...
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67 views

Simulate predicted probabilities after a logistic regression

I'm generating predicted probabilities (propensity scores) in Stata using the predict command. The basic structure of my code looks like this: ...
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32 views

Three-way ANOVA with contrasts in Stata

I'm analyzing some data right now and I have several planned comparisons I want to check. There is one continuous response variable (response) and 3 categorical factor variables (profile, drug, ...
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1answer
75 views

GLM for proportion data in r

I have proportion data on the percentage of female employees in 500 organizations. I want to use GLM to explain this dependent variable using other independent variables such as company size, ...
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1answer
28 views

Recursive System

Considering a two equation model: Equation 1 Trunk=f(Headroom) In the first step I regress the first equation to get predicted values of Trunk. Equation 2 ...
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1answer
18 views

Individual sampling weights and percentages

I am working with public use microdata measuring educational attainment. I want to calculate the percentage of the population older than 25. I am merely unaware of how to use my individual weights ...
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2answers
141 views

Marginal effect of squared variable in Probit Model

I want to estimate the following probit model $employed_t=\beta_1 age + \beta_2 age^2$ and I use the Stata code probit employed c.age##c.age Using the command ...
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1answer
43 views

How to perform regression calibration with only one variable in Stata?

I am attempting to perform regression calibration on some test data to familiarize myself with the idea behind it. I don't have much of a stats background. The method rcal in Stata seems to be what I ...
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1answer
61 views

Collinearity in time dummies, fixed effect regression

I am running a fixed effect panel regression with 81 groups x 20 periods, so approx 1620 (unbalanced) observations. I use the following to create dummies: ...
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48 views

Logit with dummies when certain number of dummies must be used

In Stata 12, I'm using logit to model a process that is successful or fails and requires seven workers. I have a larger pool of potential workers and am using dummies to signify which seven ...
2
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1answer
47 views

Kwallis2 insignificant - need for comparisons between the groups?

I have a question concerning the Kruskal-Wallis test. I compared 4 groups with the kwallis2 test (in stata) and got insignificant results (the multiple comparisons are aborted). When I look at the ...
2
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0answers
52 views

Repeated observations on the same unit at the same time point, how to solve xtset repeated time values?

I’m interested in testing the impact of gender on personal selling. I have data on each salespeople’s amount of sales per customer for 22 months from Jan 2002 to Oct 2003 (amount of sales per customer ...
3
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2answers
119 views

Cluster analysis on panel data

I have a panel data set (country and year) on which I would like to run a cluster analysis by country. My data set has around 20 variables. Here's a summary for my panel data: ...
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38 views

What are the potential problems associated with using negative binomial regression with random effects?

Are there any major potential problems with using negative binomial regression (xtnbreg) with random effects and lagged dependent/independent variables. (Time-series cross-section data) I'm analyzing ...
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30 views

Augmented Dickey-Fuller test

I am now working with Stata and I found out I have a unit root in my regression. How can I correct for this, because I can read everywhere what the test does but if you have a unit root, what to do ...
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0answers
15 views

What does this test mean? [duplicate]

dfuller Demand Dickey-Fuller test for unit root Number of obs = 50 ...
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1answer
65 views