Stata is a proprietary cross-platform general-purpose statistical software package.
0
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0answers
22 views
Looking for background reading on multivariable fractional polynomial regression
I'm considering running analysis using mfp (multivariable fractional polynomial regression) in Stata, and I can't find my original lecture notes from the course I ...
4
votes
1answer
52 views
When and how to use weights for sequence analysis in social science?
Weighting in sequence analysis
So far, I have scarcely found papers that address the issue of weighting for sequence analysis (using for example the optimal matching algorithm). Sequence analysis ...
1
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0answers
29 views
Sorting and merging in Stata on categorical variables [migrated]
I am in the process of merging two data sets together in Stata and came up with a potential concern.
I am planning on sorting each data set in exactly the same ...
6
votes
2answers
98 views
Differences in kurtosis definition and their interpretation
I have recently realised that there are differences in the kurtosis values provided by SPSS and Stata.
See http://www.ats.ucla.edu/stat/mult_pkg/faq/general/kurtosis.htm
My understanding is that the ...
0
votes
0answers
28 views
tabout in Stata [migrated]
I am trying to use the tabout command in Stata to produce a table showing summary statistics of the age variable. What I want is something similar to ...
3
votes
3answers
186 views
Propensity score matching with panel data
I have a longitudinal data set of individuals and some of them were subject to a treatment and others were not. All individuals are in the sample from birth until age 18 and the treatment happens at ...
2
votes
1answer
29 views
clustered standard errors for first difference regressions
this is a somewhat random question: is it possible to find clustered standard errors for first difference regressions? (both theoretically and practically in R or Stata).
Thanks!
2
votes
1answer
84 views
Retrieving standard deviations from OLS estimates
I am running a fixed effects regression in Stata: $y=\alpha+\beta D$ (omitting the FE), where $D$ is a dummy variable. Basically, I want the mean of group $D=0$ and of group $D=1$ after controlling ...
3
votes
2answers
83 views
Standard error of the quotient of two estimates (Wald estimators) using the delta method
I have two coefficients' estimates from a regression, each of which has an estimated standard error.
I would like to know the quotient of these two estimates -- that is, divide one of the estimates by ...
1
vote
1answer
57 views
Prediction evaluation metric for panel/longitudinal data
I would like to evaluate several different models that provide
predictions of behavior at a monthly level. The data is balanced, and
$n=$100,000 and $T=$12. The outcome is attending a concert in a ...
0
votes
1answer
32 views
Problem regarding the scale and range of factor variables generated in CFA (Stata)
I ran a confirmatory factor analysis in Stata using the sem command. The idea was to extract two factors: TRUST, extracted from four variables measuring the trust ...
2
votes
1answer
59 views
Confidence Interval for squared term evaluated at the mean in Stata
When running an OLS regression with a squared term,
$$
y = a + b_1(X) + b_2(X^2) + e
$$
I know that the partial effect of $X$ is $b_1 + 2b_2(\bar X)$ to get the overall effect of $X$ on $Y$ evaluated ...
1
vote
2answers
82 views
Mboxcox, interpreting difficult regressions
Mboxcox in Stata suggests transforming my variables using a power of 0.1 for the independent variable, and 0.4 for the dependent variable.
I have run the model, and it fixes problems associated with ...
1
vote
2answers
122 views
Log-linear transformation
I have transformed my variables using the ln function in Stata in order to solve some issues relating to the assumptions of the linear regression model. Whilst most ...
2
votes
1answer
43 views
Duration weighted Optimal Matching Algorithm using R
Besides the ado provided by Brendan Halpin for Stata, is there a way to pursue an Optimal Matching using the R-package TraMineR which weights OM’s elementary ...
1
vote
1answer
66 views
Stata - Help for switchr command
I'm trying to perform a markov switching regression model in stata using the command switchr.
The command syntax is the following one:
switchr eq1 eq2 [weight] [if exp] [, cluster(string) ...
3
votes
1answer
93 views
Dickey-Fuller augemented tests, how to choose lags?
I’m trying to model a time series (log_consommation)in a ARIMA(p,d,q) using stata.
So I start by determining d by transforming my time series to make it stationary.
My question is, when performing ...
0
votes
1answer
50 views
Quantile regression with Stata
Is there a way to test the equality of quantile regression coefficients in one go using Stata? For example can I do the comparison of the coefficients of the 10th, 25th, 50th, 75th and the 90th ...
0
votes
2answers
71 views
Unexpected factor structure in different samples
I have administered a questionnaire to respondents asking about customers' adoption of technology. I want to do an exploratory principal components factor analysis in Stata to form constructs from a ...
1
vote
1answer
70 views
How to calculate confidence intervals of $1/\sqrt{x}$-transformed data after running a mixed linear regression in stata?
I have run a series of mixed linear regressions in Stata, some with inverse-square-root ($1/\sqrt{x}$) transformations and others with square root ($\sqrt{x}$) transformations.
How do I calculate ...
0
votes
1answer
66 views
Is it required for panel data to use dummy variables?
I am doing research considering seven countries and I have panel data. My question is: do I need to include dummy variables every time I use panel data in regression, or is enough to do it as a fixed ...
0
votes
1answer
100 views
Unique time variable Panel Regression Fixed effect
Currently I am working on my master this which is about risk-adjusted returns (Sharpe ratio) of Asian REITs. I just transformed all the data in variables which are ready to use in STATA.
My data ...
1
vote
1answer
46 views
Complex correlation in my regression?
I have two variables, the price of hay and insurance usage. Stata gives their correlation coefficient as 0.1227. This tells me that they are not highly correlated. When I have each variable in a ...
0
votes
0answers
89 views
Performing an F-test; comparing two Stata regressions
I'm doing an introductory course on econometrics. It's been so long since I took a course in statistics that I guess I've forgotten a few essential things.
I'm working through some exams for this ...
0
votes
0answers
65 views
Testing for autocorrelation of the residuals
I'm trying to test for autocorrelation in the residuals of an AR(p) model in stata using the command varlmar.
The stata output is: "the exogenous variables may not be collinear with the dependent ...
0
votes
0answers
40 views
Correcting Classical Linear Regression Model (CLRM) violation
How would you correct for violated error term assumption of CLRM in stata. If our hypothesis is correct, our assumption of error term is violated. I am trying to correct this on stata but don't know ...
0
votes
0answers
32 views
Stata - Correction for finite sample
I need to run an autoregressive model with correction for finite sample coefficients, following the model proposed by Shaman & Stine in 1989.
I usually use Stata and MATLAB for my analysis, but I ...
0
votes
1answer
190 views
KPSS test - output interpretation in stata
I did KPSS test for some variables in stata to check for stationarity; I want to interpret the the stata outputs, but I don't know how to do that. For instance, in the following case:
...
0
votes
0answers
54 views
How to test a mediation model in panel data?
I have a research design with a mediation effect between 3 variables over a period of 5 years (panel data). And I would appreciate it if you can provide advice for analysis.
the independent variable ...
0
votes
0answers
153 views
marginal effects (and confidence interval) for interaction variables (Stata)
I'm trying to calculate marginal effects (and their confidence intervals) for an interaction variable.
I'm using Stata and have panel data (pooled cross-sectional time series). I am using the ...
-2
votes
1answer
120 views
How to justify the sample size? [closed]
I'm wondering how can I justify my sample size! I have 45 observations and 6 independent variables from which one is control variable. Is there any rule of thumb or specific test in this regard?
Many ...
0
votes
0answers
114 views
Extracting fixed effects in System GMM (xtabond2), Stata?
In fixed effect, you can use the option "predict u" to see the fixed effects. But it is not possible in System GMM in xtabond2... Somebody can help me?
1
vote
0answers
38 views
Avoiding the Generalized Variance Formula for the NYC Housing and Vacancy Survey
I am attempting to devise a replication-based survey design that closely replicates a taylor-series design used by the US Government publication - where I do not have access to all of the ...
0
votes
1answer
90 views
Obtaining base level with margeff & gologit2 in Stata
I would be extremely glad if someone could help me with this.
I'm using the gologit2 generalized logistic regression/ partial proportional odds model for ordinal ...
0
votes
2answers
112 views
Specific estimates about fuel consumption - Simple linear regression?
I am working on a story problem for a project.
"You work for a small environmental foundation that wants to analyze fuel consumption. Your boss (in the year 2002) has asked you to help her analyze ...
1
vote
2answers
167 views
Performing model validation in stata
I need to validate a cox-regression model internally - i was thinking of either k-fold cross validation or bootstrapping methods. are either of these possible to do with a cox model? any idea how to ...
1
vote
2answers
574 views
How do you interpret results from unit root tests?
I have to do some unit root tests for a project, I'm just unsure on how to interpret the data (which is what I have been asked to do).
Here is one of my results:
...
-4
votes
1answer
82 views
Copy variable value labels [closed]
I have two datasets, or .dta files. One has certain variables where each value has a corresponding label. The other datafile has no value labels, but the values of the variables are similar to certain ...
-1
votes
1answer
78 views
Mutlivariate regression with Stata; Joint Hypothesis Testing [duplicate]
There is a data set given of course grades, with the variables: high school grade and gender, for which the gender one is a dummy that is equal to 1 if female.
I am to test the joint hypothesis that ...
-1
votes
1answer
99 views
Multivariate regression in Stata
Given a data set of course grades, there is a female student dummy variable that is set to 1 if a student is female, and 0 if male. There is also a dummy for female instructors.
How would I perform ...
2
votes
0answers
139 views
Is the Mundlak fixed effects procedure applicable for logistic regression with dummies?
I have a dataset with 8000 clusters and 4 million observations. Unfortunately my statistical software, Stata, runs rather slowly when using its panel data function for logistic regression: ...
-1
votes
2answers
290 views
Spearman's Correlation using Stata
I am trying to use Stata for the first time to calculate Spearman's Rank Correlation for differences in weight and hemoglobin between annual visits for a small dataset. Do I enter the differences with ...
1
vote
1answer
56 views
How to create a “male” variable in stata
My stata regression currently has the female variable, but I want to test whether gender matters on another variable or not. How would I go about creating the male variable? Or do I even need it? Will ...
0
votes
1answer
89 views
Dropping a variable from a multiple linear regression model, causes another to become non-significant [duplicate]
Suppose we have a regression model that measures college Grade Point Averages. The variables that we are using are hsize (the size of the graduating class in ...
1
vote
0answers
145 views
xtlogit: panel data transformation's recast to double makes model incomputable (STATA)
I am experiencing a very peculiar problem in STATA. I have a panel dataset with 8000 groups and 4 million observations. I want to run a fixed effects panel binary logistic regression (xtlogit).
As ...
-1
votes
1answer
234 views
Dummy Variable Trap in Stata
So basically I am using the wine.dta file and have a range of dummy variables for 6 regions. I have excluded 1 of the regions (regressing on 5 of the dummy ...
1
vote
2answers
878 views
Binary panel logistic regression (xtlogit fixed effects) is not converging in Stata, how to resolve?
I have a panel dataset with a sample of 800 groups, each having between 200-500 observations. The data looks like this:
The dependent variable is binomial: ...
0
votes
3answers
61 views
How to rebalance a dataset for a logit model in Stata?
I want to use logit model in Stata. In my dataset only 3% of my target variable observations are 1, and 97% are 0.
How do I rebalance this data set, so I have more observations labelled 1, and fewer ...
1
vote
1answer
56 views
Inverse Incidence Rate Ratio
I wondered if it is possible to calculate the inverse of an IRR like we can for odds ratio (inverse = 1/x).
For example:
IRR = 1.40, 95% CI = 1.18 -1.65
Inverse IRR:
= 1/1.40 = 0.71
Thank you
...
0
votes
1answer
194 views
Computing the Mahalanobis distance in user written function psmatch2 of Stata
This is my attempt to find the discrepancy in the matching process for R package "Matching" and user written function ...
