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9 views

panel data regression [on hold]

I am currently working on something and have to use panel data regression for it but i am not really good with all those and i was wondering: My question is the following, does trade impact the ...
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0answers
15 views

Nested mixed experimental design with crossed factors for laboratory validation procedure: how to model it?

I have been asked to analyze the following laboratory experiment: 14 donors’ red blood cell samples are typed for rare antigen-asset recognition by an automated procedure (machine), which returns a ...
1
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2answers
27 views

Predict with pseudo-mean factors in new data

R and Stata have different default behaviors when making predictions from a model that uses categorical/factor covariates. For example, if I want to predict outcomes for both levels of a two-level ...
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0answers
14 views

Error message on running cmp [closed]

When I run cmp. I get the following error message Fitting full model. variable __00000E not found invalid syntax I have tried ...
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0answers
44 views

Problem with replicating a paper

I'm having some trouble at replicating this paper (text here: http://www.michiganjb.org/issues/52/text52c.pdf) The paper wants to assess the economic impact of the Olympic games in the long run . The ...
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0answers
33 views

Basic questions about a econometric analysis of paneldata [closed]

For a research project in economics, I want to study the several determinants that affect the decision to enter the private rental housing market in the United States. There is a special focus on ...
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0answers
10 views

Weighting Eurobarometer dataset with STATA [closed]

Is there someone that worked with Eurobarometer data? I have to describe religious denominations distribution among UE-28. In the Eurobarometer's documentation, there are only codes to weight ...
-1
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0answers
25 views

Possible to download all Stata modules in SSC? [closed]

I have a secure offline compuation server, where we will use Stata. The users make use of a lot of different packages from the SSC, typically installed using the ssc install command in Stata. Is it ...
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1answer
41 views

Contradictory results of the ADF test in R [closed]

I used the urca pacakge in R to run the ADF test and got the following: It seems to me the results are quite contradictory: Using the statistic, we fail to reject the null hypothesis; However, ...
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0answers
21 views

How to estimate the industry-specific share of a state

I have individual level data between 1980-2012. For each year, I want to estimate the share of each state on specific industries (e.g. construction) over the total number of industries while ...
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0answers
41 views

zero-inflated negative binomial in Stata

I am trying to run a zero-inflated negative binomial analysis in Stata (zinb). My question/problem is this: the model's convergence seems dependent on which and how ...
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0answers
16 views

(stata) How to plot nonlinear least squares equation on tw scatterplot? [closed]

I created a great non-linear least sqares equation for two variables, reqgrade and year. It is: nl exp2 : reqgrade year And when I do a scatterplot of my two ...
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0answers
18 views

Problems when bootstraping confidence interval for panel data-labor economics

I am currently leading a research project on labor economics. But I met some problems with bootstrapping the confidence interval. What I want to do is to find how moving will influence workers' ...
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0answers
40 views

Stata: Estimation of Own-Price and Cross-Price Elasticities for Logit, Nested Logit, and BLP Models

I am working with some data on automobile sales and characteristics in a small country. It is an unbalanced panel dataset taken over 6 years and over 5 market segments. I am trying to construct some ...
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0answers
49 views

Stata: Predicted values in autoregressive system

I'm trying to replicate the results from Yagan (2016, pp 8-11). There, the following autoregressive system is run: The author then runs this system based on data until 2007. Then, he computes ...
5
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2answers
99 views

Alternatives to multilevel model with log transformed outcome

I'm working with linear mixed-effects model in Stata. Dataset has three levels of 100k observations, nested in 500 regions, nested in 70 regions. Currently my modelling strategy is to use ...
1
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0answers
8 views

Non-linear interaction terms in Stata [migrated]

Dear users and experts! I have a continuous dependent variable polity_diff and a continuous primary independent variable nb_eq. ...
0
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0answers
15 views

Regression problem (illogical signs on coefficients)

We are writing a thesis about the relation between CSR (Corporate Social Responsibility) and Return on Assets and are performing regression analysis in STATA to be able to analyze the results. Return ...
0
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0answers
12 views

How to check if main effects are same in Linear Probability Model [duplicate]

I want to check if main effects are same in Linear Probability Model in stata, does anyone know how to test this? ex. Dependent variable: child's education (High or Low) Independent Variable: ...
2
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1answer
31 views

Confidence intervals and standard error for binary data/proportions

I'm doing some research into degrees held by professionals of different types, based on survey data. I'd like to be able to provide confidence intervals for some of the subgroups of professionals as ...
0
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1answer
22 views

How to perform mean differences in Linear Probability Model in Stata

I was wondering if I am able to perform a mean differences for LPM with binary dependent variable using diff() in stata. Dependent variable: child's education (High or Low) Independent Variable: ...
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0answers
29 views

Multilevel models with dynamic membership

I would like to estimate a 3-level random intercept model. I use Stata for the estimation, where it is done by using the xtmixed command. In this model, company ...
0
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0answers
6 views

How to correlate within countries over year? [migrated]

I'm trying to find correlation between GDP across countries using stata. I'm using the data available from Penn World Tables 8.1 (http://www.rug.nl/research/ggdc/data/pwt/v81/pwt81.zip). It is a ...
2
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1answer
73 views

Comparing logistic regression models with AUC ROC in R vs Stata

I am fitting a logistic regression model for the likelihood of patients suffering morbidity after surgery. The most commonly used prediction tool at the moment is POSSUM (Physiological and Operative ...
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0answers
20 views

Stata Robust Testing (xtpcse vs xtscc)

refer to the attached picture (Hoechle 2014). Kindly assist me to provide explanation in how to choose the best robust command for my panel data. My data suffers heterogeneity and serial ...
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0answers
10 views

Mixed model: Converting SPSS syntax to STATA [closed]

I'm currently using SPSS to produce a linear mixed-model for my study: Participants are divided into 2 groups, where each participant is tested over 3 days, with each day consisting of 12 blocks, and ...
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0answers
19 views

GLM model specification in distribution and link function for fractional (percentage) response data

I have some aggregated data. Indep. Dep. N 1.3 78% 23 1.2 67% 20 Note that both the independent and dependent variables are aggregated by ...
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1answer
40 views

Implementing Minimum distance estimation

Let $\mu$ and $\sigma$ be two parameters of interest characterising a normal distribution. From a theoretical model, I know that these two parameters are related to each-other according to ...
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0answers
18 views

Panel regression: what is the contribution of the fixed effects to the R-squared

The following question is a general question, independent of the type of data used (although I can provide a data example if this is desired). If you run a panel regression model (...
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0answers
14 views

I have estimate a fixed effects OLS model with a binary dependent variable. What could be the problems with my coefficients?

I have already estimated a model on Stata where the dependent variable is binary: coded 1 if there is ongoing war in the current period. I had previously used a logit fixed effects but was advised ...
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2answers
50 views

Estimates and standard errors for non-linear combinations of regression coefficients

I have the econometric model $$ y_t= (1-b_0)(c + b_1x1_t + b_2x2_t + ...) + b_0*y_{t-1} $$ $$ =(1-b_0)c + (1-b_0)(b_1x1_t)+... + b_0*y_{t-1} $$ I estimate the model in the OLS form $$ ...
0
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1answer
80 views

Evaluate forecasting ability of GARCH models with RMSE and MAE

I am evaluating different forecasting models and their ability to forecast index volatility during period of market turmoil, using two measurements, Root Mean Square Error and Mean Absolute Error. For ...
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0answers
5 views

Estimating mediation effects with `medeff` command in Stata [migrated]

Can someone please explain to me how does medeff command work in R or Stata? What are the underlying mathematical model, and how to use it on real world data? I ...
3
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0answers
50 views

Bootstrapping in Binary Response Data with Few Clusters and Within-Cluster Correlation

Beware: This is (almost) a cross-post to a thread I started on the Statalist but that has not received much attention so far. Introduction I am learning about the problems when conducting ...
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1answer
20 views

Joint significance test before or after hettest in Stata?

I ran an OLS regression in Stata, then a hettest, and there is heteroskedasticity in the X variables. So I threw on a ,robust to ...
3
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1answer
30 views

Practical use of descriptive statistics

I'm working with a data set in stata that contains information on how much each customer spent on service a, b, c, and d. But most customers don't have every service and this has resulted in a lot of ...
1
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0answers
21 views

Is it possible to carry out a one-tailed chi square test in Stata?

I am trying to understand whether there is a difference in proportions for a dataset in two time periods using a 2x2 contingency table. The null hypothesis is that there is an expected increase ...
0
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1answer
31 views

Stata ivreg2 with binary endogenous variable interpretation

I have a binary endogenous variable (retirement) with a binary instrumental variable and the final outcome variable is also binary. I run ivreg2 in Stata. I know ...
4
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2answers
84 views

Which is the best method for meta-analysis of diagnostic test accuracy studies?

I am conducting a meta-analysis of diagnostic test accuracy studies focusing on myocardial perfusion imaging. I have used first Meta-Disc, but only for descriptive purposes, as it is clear that ...
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0answers
45 views

Interpreting VECM impulse response function

I have plotted IRF in stata with response S&P500 and impulse treasury bill rate. According to the model they are positively related. However, my irf graph is below zero(see the graph below). How ...
1
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1answer
39 views

Stata: How to plot groups of variables side-by-side in stacked percent bar chart with subgraphs? [closed]

I did a cluster analysis of categorical variables and want to plot the result in a summary graph. There are three groups of variables that contain 'dummy variables'. I'm able to plot one group of ...
2
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1answer
133 views

Statistical analysis of relational database: is it possible and how?

I have been struggling with flat file databases and corresponding statistical packages for almost 20 years now (from Excel to SPSS, then Stata, and currently R). However, I have always had to convert ...
3
votes
1answer
27 views

Kruskal-Wallis: how to handle ties that might not be really ties?

I have data from a mass spectrometer that are precise to 6 decimal places and range from 0.1 to 10. However, some items cannot be measured by the mass spectrometer because they are "below the limit of ...
1
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1answer
35 views

$R^2$ in a model with no intercept is $R^2_u$, the uncentered $R^2$?

From Hayashi, 2000, p.20, I've understood that we can have some troubles in computing $R^2$ when the constant is not included in our model (e.g. negative $R^2$), but we can avoid them using $R^2_u = ...
1
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1answer
32 views

Goodness of fit of vector error correction model (VECM)

I am trying to find the relationship between S&P and six macroeconomic variables using vector error correction model (VECM). What are the criteria for assessing the overall performance of the ...
1
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0answers
27 views

Cointegration test with I(1) and I(0) variables

I have four variables, three of them are I(1) and one of them is I(0). I'm using STATA as my software. Can I use Johansen's test to check for cointegration? I understood that all variables should be ...
1
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2answers
55 views

Comparing two or more treatments with inverse probablity of treatment weighting

I am working on a cardiovascular observational study featuring three or more competing treatments. My preference would be to conduct the analysis first using 1:1 propensity score matching, for ...
4
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0answers
123 views

Which is the best method for network meta-analysis?

There are now several different approaches to perform network meta-analysis. The most commonly used and accessible ones are probably the following: frequentist network meta-analysis with ...
0
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0answers
40 views

How to find the fraction of variation in an independent variable that explains the dependent variable?

How can I find the fraction of the variation in a regressor, that explains the dependent variable. For example, income determines crime rates. How do I find how the variation in income affects ...
5
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2answers
123 views

Calculation of the gravity model in R and Stata software: why are coefficients the same but standard errors different?

We performed calculation of the gravity model in R and Stata software. For calculations we used the standard package glmm in R (with parameter ...