Stata is a proprietary cross-platform general-purpose statistical software package.

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divide among the use of statistical software package [duplicate]

Most of the application done by professionals, may it be in finance, economics or other industry is done in either R, SAS or Python. From what it looks like, most of the application in industries in ...
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16 views

Pooled logit regression with Stata [on hold]

I need to know how to perform pooled logit regression with Stata for my academic research. I looked up the appropriate commands for pooled logit regression online everywhere but I couldn't find it. ...
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1answer
25 views

How Residuals of Instrumental Variables Estimation are calculated and why you can have a negative R-squared?

I would like to understand, precisely, why you can have a negative $R^2$ with a 2SLS estimation, such as you have in commands like ivreg2 in Stata. There is ...
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0answers
9 views

How to export STATA xtcsd test results? [migrated]

I would like to export results of cross section dependence tests for 12 panel data sets to a table in order to compare them to similar tests done with another software. Below is the regression and ...
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0answers
13 views

Multilevel model with repeated data and time fixed effects?

I am using pooled cross sectional survey data to estimate prefernce for redistribution. I have 33 countries for 6 survey rounds covering the periods 2000-2013. I would like to estimate the effects ...
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1answer
62 views

Why report r-squared in Instrumental Variables Estimation?

I mean the the R-squared calculated such as in $R^2=1-\frac{RSS}{TSS}$ when you use the $RSS$ from the original structural model and not recalculation that you should do in order to do an F test. With ...
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0answers
44 views

Significant turning points in fractional polynomials

When using fractional polynomial models it has been suggested to use the first derivative of the polynomial function to identify significant periods of change and the second derivative to identify ...
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0answers
20 views

How to do pooled logistic regression in Stata? [on hold]

How do you go about doing pooled logistic regression in Stata? Can't find any info online!
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8 views

Reshaping data from Bankscope data to Stata format [migrated]

I have problem to reshape data from Bankscope to readable Stata format. I want to reshape a dataset from this structure : Company Loan2015 Loan2014 Saving2015 Saving2014 Deposit2015 Deposit2014 ...
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25 views

Generating a panel summary statistics table from Stata to LaTex [closed]

How do I generate a panel summary statistics table from Stata to LaTex? I have this code in Stata for the summary statistics: ...
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15 views

multiple (binary) endogenous variable for separated subgroups

I want to specify a empirical model of homeownership like where D(j) is binary endogenous variables indicating the strickness of restriction of immigrant admission in different cities;lambda is ...
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0answers
5 views

montecarlo study using Stata [migrated]

I regressed y one simulated variables as follows: ...
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0answers
2 views

impose constraints on variables in stata [migrated]

For an assignment I have generated a uniform variable, a normal distributed variable ...
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0answers
23 views

Strict exogeneity test in Stata [closed]

is there a strict exogeneity test I can apply in STATA? I'm trying to specify a Panel data model, and I would like to run a strict exogeneity test ( check that ui and Xi are uncorrelated), but can't ...
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0answers
9 views

Panel model Estimation - 5 and 10 years Break [migrated]

I am trying to estimate the relationship between inequality and growth in a panel data of 22 countries for the period from 1985 to 2010, using fixed-effect and random effect. I want to use 5-year and ...
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0answers
29 views

Generalised Tobit for clustered data (type 2?)

I would like to make a Tobit estimation where my dependent variable is stadium attendance, but there are observations from 18 different stadiums (different capacities). My thoughts are it may be type ...
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1answer
38 views

Displaying frequency when using kernel density estimation

I am trying to plot a kernel density of a single variable in Stata where the y-axis is displayed as a frequency rather than the default density scale. For a histogram, this is trivial; the syntax is: ...
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0answers
30 views

Analyzing Independently Pooled Cross Sectional data (TIme series)

I am new with time-series data analysis. It seems that there is some confusion in terminology (Panel, and time-series cross-sectional). But my question is general in nature. How do I analyze a ...
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19 views

How to compare diagnostic accuracy of two tests in unpaired data?

I am wondering whether I can compare diagnostic accuracy, sensitivity, specificity, positive and negative predictive values, and likelihood ratios, between two diagnostic procedures employed in two ...
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0answers
16 views

How to resolve non-linearity while using dynamic panel estimation?

I am looking at the effects of customer satisfaction on firm performance. There are a lot of other predictors and controls etc. and my substantive question is rather more complex than this. However, ...
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0answers
6 views

Solving for polynomial roots in STATA [migrated]

I am trying to solve for the roots of a function in STATA. There is the "polyeval" command under MATA, but I am not sure how to apply it here. It seems to me as if under polyeval functions must follow ...
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25 views

AIC/BIC values keeps falling as I add more and more lags. How do I select the appropriate lag length?

I am trying to minimize the values of the Akaike and Bayesian Information Criteria to figure out the optimal lag structure for my ARDL error correction model. I am using Stata to run my analysis and ...
0
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1answer
29 views

Since incidence rate ratios are always positive, how does one determine the sign of the effect?

I want the results from a Poisson regression to be comparable to previous OLS and Tobit regressions. To do this, I am utilizing the irr (incidence rate ratio) option in Stata. However, since all the ...
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44 views

Performing a test on heteroskedasticity and the interpretation of the results

I ran a test for heteroskedasticity in the panel data I am using and got the following output (performed in Stata): ...
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21 views

Heteroscedasticity test for random effects model in Stata

I have a panel data and according to Hausman, I have to use a random effects model. I know that in Stata I can use a modified Wald test, but only with a fixed effects model. I want to know a test for ...
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0answers
25 views

Measure based on the absolute residual of an OLS regression with/without intercept

A typical measure for firms’ use of earnings management in the finance literature is based on the absolute value of the residual (|e|) of a OLS regression estimated separately for firms in each ...
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50 views

Is selection/sample bias immediately caused when I don't exclude data?

I'm running a multinomial logistic regression on 8 independent variables for 180 observations in Stata (version 11). The dependent variable is categorical with 7 outcome categories, categories 1-6 ...
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36 views

How to deal with separation in logistic regression in Stata?

I'm running a binary logistic regression on 15 independent variables for 180 observations in Stata (version 11). This I do for four different groups, i.e. four dependent variables. For three, it works ...
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2answers
32 views

How to set constraints in Garch parameters estimation by using Stata

I am trying to implement three types of GARCH model, namely Garch(1,1), GJR Garch and EGARCH. However, I keep obtaining a persistence above one, while for the purpose of my assignment I need a ...
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13 views

Trending Residuals in Negative Binomial Panel Regressions with Patent Data

A commonly faced problem for researchers working with patent data is that we need to work with negative binomial models because our dependent variable is an overdispersed count variable. I am using ...
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2answers
57 views

Normality of residuals - contradiction between 'symplot' and 'qnorm'?

After running a multiple linear regression analysis, I wanted to assess normality of residuals. I plotted a histogram which showed an almost normal distribution of residuals. I also used ...
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12 views

How do calculate the p-value of a one-tailed test in Stata? [migrated]

I have the following model: $$ln(MPG_{i}) = \beta _{0} + \beta _{1}WEIGHT_{i} + \beta _{1}FOREIGN_{i} + \beta _{3}FOREIGN_{i} * WEIGHT_{i} + \varepsilon_{i,j} $$ I want to use the test command to ...
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0answers
5 views

mlogitroc problem with Stata 13 [migrated]

I have a question about the additional module "mlogitroc", which should plot a ROC curve based on a multinomial logistic regression. More in details, at the end of computation the software displays ...
2
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1answer
44 views

Stata Margins tool

How does Stata create their margins dy/dx output? I would like to recreate some Stata output in SAS. The results of a logistic regression give a coefficient of 1.4921 for my dummy variable, and an ...
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1answer
38 views

Robust option in Stata: why are the p values computed using a Student distribution?

The commonly used "robust" option in the regress command of Stata gives standard errors using the Huber-White sandwich estimators. The t statistic also uses these standard errors. However I have ...
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1answer
26 views

Person-time still contributed after censorship? (Stata)

I feel like I might be going a little crazy here, so I'd appreciate some advice. I have a multiple-record-per-subject dataset that goes something like this: id | day | failure ----+------+-------- ...
0
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1answer
48 views

Forecasting in Stata

I am working with time series data and fitting an autoregressive model using OLS. For reference, here is my price data for the commodity (I am not sure how to better format data for this site): ...
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0answers
27 views

Missing data in Multilevel Longitudinal Model with Stata

I normally use xtmixed in Stata to test hierarchical linear models (e.g. performance of students nested in schools). Now it's the first time I need to test a ...
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0answers
28 views

Deforestation Scenarios using Logistic Regression (Stata)

I used Logistic Regression to model the contribution of a range of explanatory variables on deforestation processes (being my dependant variable - Deforested=1, No Deforestation=0) in the Brazilian ...
4
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1answer
104 views

Feasibility of Negative Binomial Spatial Regression

I have a set of crime count data where it appears that the data take on a negative binomial distribution. I have had some success converting the dependent variable (a crime count) into a rate and then ...
3
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1answer
62 views

Why is there no intercept in the lars output for LASSO in Stata?

This is my first time using lars, so this question is probably obvious. When I run lars on my data I get an output with a model and coefficients assigned to predictors, but there is no intercept. I ...
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1answer
24 views

Comparing growth rates within a panel

I am conducting a POLS with a panel dataset of 27 countries across the time span 1950-2010 using Stata. My main focus is on how age structure, in particular growth rates of respective population ...
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0answers
19 views

Reference on interpretation of similar observed values and average adjusted predictions

I analyzed the association between a count dependent variable (DV) and a dummy independent variable (IV) (coded 0 and 1) ...
2
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1answer
76 views

Year-fixed effects in a pre-post OLS regression analysis

Let's say I have panel data for the period 2000-2009 and I run a pre-post OLS regression analysis where the pre-period is 2000-2004 and the post-period 2005-2009. Does it make sense to use year*period ...
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46 views

Identification of Difference in Weighted Mean and its Standard Error in Clustered Data Using Stata

I already asked this question on the statalist but have not received any comments on this issue yet. So I am going to post it here too. I am concerned with the following problem. Suppose my data ...
2
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1answer
78 views

Very large odds ratio (558) in logit regressions

I have been running logit regressions on large samples in order of hundreds of thousands in a preliminary study that will eventually end up in non-parametric tests. Both my dependent variable and my ...
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0answers
39 views

packages in ado folder not showing up as installed in stata

I have to install stata packages on a machine that cannot be connected to the internet. I installed the packages the normal way (using the ssc install command) on another machine successfully, and ...
1
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1answer
55 views

How to test whether people remembered more items given an intervention administered within subjects?

I have 20 individuals who memorised 5 lists of information. They immediately recalled the information, then at the end of the day either received an interventional 'cue' or nothing prior to recalling ...
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1answer
30 views

Help with cluster analysis. Is this possible? [duplicate]

I'm working with the productivity of various government documents. In my data I have two variables (annual frequency and time of resolution) and each document gets its position in a Cartesian plane ...
3
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0answers
36 views

heteroskedasticity in logit/cox

I am using a logit and a cox proportional hazard model for my analysis, and the newest version of Stata. I have found that there are no tests to check for heteroskedasticity for logit/probit models, ...