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21 views

How to calculate PRESS and $R^2_{predicted}$ in Stata automatically [migrated]

So I have two models and I want to calculate these statistics. Is there any package to calculate them in Stata? PRESS statistic (wiki) And, if I am not mistaken. $$ R^2_{predicted} = 1 - ...
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1answer
18 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
13 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) ...
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0answers
13 views

How do you store marginal effects using margins command in Stata [migrated]

I'm estimating a regular probit model in Stata and using the margins command to calculate the marginal effects. I'm trying to ...
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0answers
10 views

Gllamm, gllapred and correct way of plotting results? [migrated]

I am trying to run a random intercept, random coefficient (usually referred to as random slope) multilevel logit model for cross-sectional data with cross-level interactions in Stata with the command ...
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18 views

How to estimate probit model with binary endogenous regressor using stata? [migrated]

The theoretical principle behind the estimation is clear to me (as is described on Wooldridge's textbook and some previous threads][1]) [1]: probit two stage least squares. However when I check the ...
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1answer
16 views

How to obtain standard deviation for COUNT data , while using Survey data and subpopulation option [closed]

I have previously posted a question about obtaining SD for mean in survey setting and was able to get answer from statalist(thank you, members of statalist, thank you Steve). ...
2
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1answer
52 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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0answers
13 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
49 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
20 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
45 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
28 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 ...
2
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0answers
33 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, ...
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0answers
26 views

robust s.e. versus clustered s.e

I am using survey data and understand that many times it is appropriate to correct for heteroscedasticity due to (a) errors for groups of individuals being correlated and (b) specific sub-populations ...
2
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1answer
50 views

Logit - comparison of predicted probabilities

I am analyzing, for two different time periods, the probability that an individual will have outcome Y (=1 or 0) given that an event X has occurred (=1 or 0). A number of demographic variables are ...
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0answers
17 views

How to include multiple fixed effects in Stata

I am wondering how to include multiple fixed effects in Stata? Currently I am using factor variables (i.e. i.variable_name) to create a series of dummy variables to ...
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0answers
35 views

How to test equality constraint in two equations using two different datasets

I have two equations to estimate on two different datasets.I want to test if the coefficient for x are the same. The two equations are $Y_{1t} = \alpha_{11}*X_{1t}+ \alpha_{12} * X_{2t} $ and ...
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0answers
9 views

How do I code out “Don't know” in Stata? [migrated]

I would like to code out don't knows for a variable but not sure what coding I need to do so I thought it was existingvalue 77=. but this appears as unrecognised command
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1answer
43 views

“variance matrix is nonsymmetric or highly singular” in Stata; no SEs in table

I get the above warning in Stata when I run a (clustered-panel pseudo-Poisson ML gravity-) regression. Observations are pairs of countries and the regression includes dummies for each combination of ...
2
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1answer
51 views

three-way-interaction between two continuous and one binary variable using OLS stata

I'm facing difficulties in interpreting a three-way-interaction term. I'm using OLS and the three-way-interaction term is significant. Y is the response variable (continuous), X the predictor ...
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0answers
25 views

How to use a dummy table in Stata [migrated]

I would like to have use an additional table in Stata, yet may be there is a way to avoid using it. They problem is the following: I have a table with different firms, now I want to compute for every ...
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0answers
10 views

Sample size for mvtest in Stata for MANOVA assumption test [migrated]

I am looking for advice on a specific Stata command - I am analyzing simulation output with MANOVA (in STATA) and want to test the assumptions - specifically (1) the Homoscedasticity and (2) ...
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11 views

Help with fixed effects regression: adding variables turns regressors insignificant [duplicate]

after composing my model for estimating the relationship between the old-age dependency ratio (share of elderly, i.e. 65+ who are dependent on the working population) and GDP per capita, I stumbled ...
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0answers
50 views

Panel data with N < T heteroscedasticity and autocorrelation. Should I include country dummies?

I have panel data of $N=18$ countries with $T=72$ months. Heteroskedasticity and autocorrelation are present in the dataset. I was working in Stata with xtreg fixed ...
2
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0answers
41 views

Post-hoc Chi Square Test for Pairwise Comparison of 3 Groups

I am trying to do something that in my mind is probably simple and I'm probably just blanking on it. I am using Stata to compare 3 groups on a categorical variable. So, as an example, I would be ...
0
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1answer
26 views

GARCH models on stata [closed]

How do I impose non negativity conditions of GARCH models on Stata? when I fit a type of GARCH models in stata, some of coefficients became negative. What should I do about this? Another question is ...
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0answers
24 views

My GARCH model does not converge in Stata

I'm trying to model impact of oil supply shocks on stock prices using GARCH methodology. I have a sample of countries, some for which the GARCH model converges and gives reasonable estimates. For some ...
0
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1answer
30 views

Running multiple FE in Stata [closed]

So I have data from ~400 cities and 15 years. I am trying to do a regression of y on x and z with fixed effects for these. I have been trying ...
2
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0answers
132 views

Income and price elasticity for multinomial logit/probit and alternative-specific conditional logit/multinomial probit in Stata?

I have a question about estimating income/price elasticity of demand for multinomial logit/probit models in Stata. Lets say I fit a discrete choice model where the outcome is product chosen (4 ...
2
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2answers
118 views

Time-invariant variables not being removed in Fixed Effects model. And feasibility of addional time dummies in Fixed Effect/Random modelling

I am working with severely unbalanced Panel Data of a nations Fisheries where I have individual data from all deliveries made by every single vessel. Thus far I have reshaped the data so that every ...
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0answers
105 views

xtabond2 in Stata and Arellano Bond results

I have been using xtabond2 (Stata command by David Roodman to estimate a system GMM) in order to estimate a system of equations. I apply GMM on each equation independently in the system. each equation ...
2
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2answers
168 views

Standard errors of a two stage least squares regression, Stata

I use Stata. I am trying to replicate the ivreg output of a regression performing manually the first stage, predicting the instrument after the first stage and running the second stage regression with ...
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0answers
42 views

DCC (Dynamic Conditional Correlation) in Stata - very low at beginning?

my question relates to posts found at the following links: Dynamic conditional correlation in Stata and Estimating correlation with DCC GARCH which provide great detail on calculating and graphing ...
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0answers
51 views

Choice based conjoint with SPSS

Is it possible to run a Choice Based Conjoint analysis (preferably with also no-choice option) with SPSS? Do I need a particular package for that? if not possible with SPSS is it possible with Stata? ...
0
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1answer
45 views

Acceptable values for variance, aic and bic in multilevel models

I'm building a multilevel model from a sample of 820 observations at level 1 and 11 groups (level 2). I'm using stata xtmixed. Running the empty model (including ...
5
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1answer
61 views

2SLS but second stage Probit

I am trying to use instrumental variables analysis to infer causality with observational data. I have come across a two-stage least squares (2SLS) regression which is likely to address the endogeneity ...
3
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1answer
140 views

Acceptable values for the intraclass correlation coefficient (empty model)

I'm using xtmixed in Stata to test a Hierarchical Linear Model. My problem is that variance at level 2 is about 4% of the total variance. So most of the variance is ...
2
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0answers
38 views

Time Series Decomposition - autocorrelation of error term

I would like to do time series decomposition, but the error term has a serial autocorrelation at the end and I am freaking out because I have really no idea what to do with that. How I did it? I ...
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1answer
29 views

Which logistic model should I use in Stata when I have a mix of categorical and scalar variables?

I want to run a regression in Stata. The dependent variable is a scalar categorical variable indicating life satisfaction ls (1= satisfied, 2= intermediate, 3= ...
2
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0answers
32 views

Aggregating forcast to higher spatial level

I am working on a project doing out of sample estimates of wheat yields at the village level in STATA. I am using a short panel 3 years and a sample of ~3000 villages. We are estimating a RE model and ...
1
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1answer
63 views

Customizing a graph with gray regions

I'd like to do a graph similar to this one with the gray regions to point the recessions in my graph. I have R and Excel and Stata, I'm simply trying to make it easy to distinguish the recessions by ...
0
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1answer
161 views

How do I interpret a variance ratio test in Stata?

I need help with interpreting output from a Variance Ratio Test in Stata. $f = 1.2988$ (my variance) $\text{Degrees of freedom} = 249, 493$ I have Ho: ratio = 1 as my null Ha: ratio != 1 Am I ...
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0answers
71 views

What is the difference between FE-PCSE and xtreg, fe in Stata?

Here is a very simple question: On country-level data, I am running two different fixed effect model, using Stata command, but I don't know why not only the estimation of standard errors, but also ...
0
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1answer
32 views

Wage Equations: Extracting from a schooling dummy years of schooling

I'm running wage equations and have in my data only highest level of education attained which takes the values of 1, 2 and 3. I am trying to calculate the mean years of schooling and standard ...
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0answers
30 views

Alternative specific conditional logitstic regression with clustering on in individual in panel data: scientifically and computationally reasonable?

My scientific interest is to calculate the price elasticity for an overall set of products (books) in a panel dataset of observations over a 3 year period and I was wondering whether asclogit ...
1
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1answer
175 views

Hausman test after xtregar negative chi2

I'm performing a Hausman test on panel data to determine whether to choose Random Effects or Fixed Effects for my analysis with AR(1). After performing the test I get a negative $\chi^2$ statistic ...
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0answers
113 views

White noise test interpretation

How to interpret white noise test from Stata? Have a white noise means that a variable does not have autocorrelation. Can I say here that all of my variables has a white noise (does not have ...
3
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0answers
34 views

Post-hoc power analysis of complex sample survey data

I am working with a complex sample survey data using Stata to determine the predictors of a given dependent variable. As part of my analysis result I want to report the post-hoc power for each ...
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0answers
38 views

PACF and ACF for AR and MA detection

I am very new to SARIMA and I am really facing a poblem which p,q,P,Q to use. Here is ACF and PACF of first-difference, two first plots (stationary) and ACF and PACF of first-seasonal difference (two ...