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10 views

What causes differences in estimates of 95%CI of the mean across subgroups in Stata?

In the small reproducible example, I'm calculating mean of a variable across three groups: ...
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22 views

Power calculations for proportions, two-stage cluster

I am trying to do power calcs for a survey. It's not an RCT, so I have encountered a dearth of material on this. We are trying to estimate a proportion within a population, and have two stages of ...
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1answer
22 views

Seemingly unrelated bivariate probit for endogeneity: interpretation of Rho

I would like to estimate the effect of health insurance coverage on type of healthcare provider chosen--either public or private--at last illness using a nationally representative sample of people in ...
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20 views

What are the commands for adding crisis dummies in stata? [on hold]

What are the commands for adding crisis dummies in stata? I need to add dummies for financial crisis in panel data regression.
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18 views

Overfitting of Regression with Robust Variances?

I performed regression with robust variances (after Stata 12.1 lnskew transformation). A question of overfitting has been raised. To summarise what I did: [1] Comparison of BrS (disgrp=2) vs ARVC ...
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16 views

Maximum lag selection for panel unit root tests

I am interested in conducting panel unit root tests on a panel of subregional annual data where N>100 and T<10 (more specifically, depending on the independent variables included in each ...
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0answers
13 views

2SLS random effect heteroscedasticity autocorrelation [on hold]

I need to estimate a model using 2SLS with panel data because I have an endogenous variable. Hausman tells me to choose a random effect specification so I should use the ...
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1answer
20 views

Data centering for logistic regression estimation

I read in some articles that we can use data centering as per-process of logistic regression. Centering is $X-Mean(X)$ for every value of $X$ input? What is interpretation of coefficients in this ...
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0answers
15 views

Using Stata's Forecast Command with xtreg model [closed]

I am using Stata 14 and looking to make future predictions following an xtregressed model with unbalanced data. I am just beginning work and not sure where to start. Stata's FORECAST command seems to ...
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18 views

Huge Standard error in calculating marginal effect [closed]

Variable CCI is coded from 0-6 where distribution of cci is as follows: ...
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2answers
62 views

Stata automatically tests collinearity for logistic regression?

I'm using Stata for logistic regression. This software automatically checks for collinearity and remove (drop) some variables as we can see below: ...
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13 views

Calculating correlation coefficients in panel datasets [closed]

I have an unbalanced macro panel dataset where the the id represents country sorted by year. I want to calculate the correlations for different groups. Suppose I have data on growth and poverty. And I ...
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30 views

Difference-in-differences model: do I have to include hierarchical terms with interaction term?

I am contemplating using a DiD model to see the effect of an intervention on population attitudes. My DVs of interest are ordinal (Likert-style) and binary. I have two agencies measured at two time ...
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16 views

Stata nlogit and nlogitrum for the nested logit model.

In stata 12, do nlogit and nlogitrum estimate the same model. I understand before stata 10, nlogit estimates the non-normalized nested logit. That one is not consistent with utility maximization . In ...
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6 views

How do I test for heteroscedasticity in a tobit model type 1 with panel data and resolve it? I'm using a stata11 program [duplicate]

I want to know how i can detect it and resolve the problem if confirmed. Thanks for help.
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2answers
42 views

Individual specific variables in McFadden's choice model

From my understanding of McFadden's discrete choice model, individual specific variables such as income should not affect an individual's choice unless interacted with product characteristics. But ...
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22 views

In Stata, how do I test for interaction of categorical variables in multilevel models?

I'm trying to figure out a way to test for interaction between variables in three level model. Using example Stat dataset we can have a dummy model with states nested into regions: ...
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1answer
23 views

Margins contrast after Tobit

I am researching firm level data. My endogenous variable is bounded from above and below. Thus I use a Tobit model to take account of the truncation. Among others I am interacting a continuous with a ...
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1answer
130 views

How Stata estimates a random effects for an unbalanced panel

I have estimated a random effects model with an unbalanced panel. I would like to know if Stata gives each individual the same weight when estimating the coefficients or whether each individual is ...
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0answers
14 views

Correcting for heteroscedasticity in logistic regression

I am using a large health dataset as a part of a research project (N = ~18 000). My colleagues and I are investigating whether smoking predicts the presence or absence of a mental illness. We are ...
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1answer
53 views

Coding job tenure in regression

I'm working on regression in Stata, in which I'm taking income as being dependent on sex, education and tenure. Tenure in my data is the number of years spent in the current job. The regression itself ...
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16 views

Tobit and Categorical Independent Variables

I am using Stata 13 to estimate a Tobit model with a endogenous variable which is bounded from above. My research is focused on firm level data. I have numerous moderators. Among these is a ...
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0answers
17 views

Interpretation of KPSS-Test results

I'm analyzing the monthly german industrial production growth rate which should be a stationary time series. I use different samples and want to compare predictions of different inidcators. I first ...
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0answers
16 views

Hausman test include or exclude time invariant variables? Favoring a random or a fixed effect model?

I analyse purchase decisions on different products j over a duration of t days. I would like to include random or fixed effects. When I run a Hausman test and include only the time variant variables, ...
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1answer
42 views

When should I use contrast coding?

I have a - so I guess - a simple question: I am using Stata 13 and I am running a Tobit model to understand differences in firm performance. Among others, I am controling for firm types $T_i$- i.e. ...
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24 views

Line chart with means and CIs in Stata [migrated]

I have a data set with effect estimates for different points in time (for 1 month, 2 months, 6 months, 12 months and 18 months) and its standard errors. Now I want to plot the means for each period ...
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1answer
61 views

Modelling time varying volatility when GARCH(1,1) coefficients sum to value greater one

First of all I have to admit that I am not a time-series expert so any help is highly appreciated. I have a financial time-series (a fixed income total return index measured on a weekly basis) for ...
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33 views

Untangling lump samp panel data?

Edit: Context: I am estimating persistence analog Heckman (1981) based on firm level data. The endogenous variable is the distribution amount of profits directed to the owners. To estimate ...
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17 views

Standard errors for population rates based on survey data

I have survey data that includes a random sample of emergency rooms in the United States. Each observation has a sampling weight that allows me to estimate the number of cases for a particular ...
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0answers
31 views

Estimating a dynamic spatial panel

I am analyzing a spatial panel dataset using the XSMLE package in Stata. My units are a subset of US states (11) and my panel is strongly balanced. The package returns estimations for Main, Spatial, ...
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0answers
15 views

Longer panel has fewer obs?

I am using Stata 13 to analyze a panel. Recently, I received an update to the panel with a few more years. I ran the exact same probit regression including the longer time horizon. All used variables ...
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1answer
66 views

Estimating the mean of a variable by controlling for age etc.: Why using median values?

just read this thread here (How do I estimate the mean of a variable for different groups by controlling for age, gender, education...?) and found it very helpful! First of all, thanks for that to the ...
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1answer
36 views

Volatility clustering test in Stata, time frame issues

I tested AAPL for ARCH effects using Stata with two different datasets (one was a subset of the other) and I obtained significant arch effects in one subset but not in the whole dataset. I would ...
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11 views

Time series forecasting with a modified predict, in Stata [migrated]

I want to create an upper and lower bound for a trend forecast. Specifically, I have a small time series dataset, a sample of which is below: ...
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2answers
95 views

How to get probabilities with regression

I have data like this: ...
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38 views

Alternate weighting schemes for random effects meta-analysis: missing standard deviations

I am working on a random effects meta-analysis covering a number of studies which do not report standard deviations; all studies do report sample size. I do not believe it is possible to approximate ...
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2answers
142 views

Strange results of varimax rotation of principal component analysis in Stata: rotated components are all zeros and ones

This is my initial output of Principal Component Analysis (PCA) using Stata and correlation matrix (because different scales and measurement units of inputs): ...
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2answers
239 views

Very different results of principal component analysis in SPSS and Stata after rotation

For my PhD thesis I have to do a Principal Component Analysis (PCA). I didn't find it too difficult in Stata and was happy interpreting the results (I know there is a difference between factor and ...
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0answers
22 views

Natural logarithm transfomation and zeroes [duplicate]

I am using Stata 13 to estimate a simple regression. Given a rather positive skew of a few of my covariates, I figured to ln-transform the variables. However, I have a substantial amount of zeroes in ...
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88 views

Principal Component Analysis on Time series data and panel data

I am trying to build an index on infrastructure and compare the index over the years and between nations. Since the variables are highly correlated with each other, review has suggested me to proceed ...
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31 views

How do you use mathematical notation to write out an equation for a GLM with a gamma distribution and a log link?

Basically, I'm trying to estimate a GLM in Stata with a log link function and a gamma distribution and I need the mathematical notation behind the data analysis. My model has a price variable as its ...
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31 views

Beta Regression for Multilevel / Hierarchical Linear Models in any Statistics Package?

I would like to run a (if possible zero-one-inflated) beta regression in a multilevel model with three layers. So far I have not been able to find any programs or packages that would support such a ...
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28 views

What is the correct procedure for conducting Johansen's Cointegration Test?

As it seems to be said in Walter Enders' Applied Econometric Time Series, I'm doing the following: First, I do believe one should estimate a VAR model on the levels of the data and then proceed to ...
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33 views

Hedge ratio with VECM DCC GARCH

For asset pairs -- spot and futures -- I need to find the hedge ratio. To find the hedge ratio I need to use two models: VECM for describing the dynamics of spot and futures. On the basis of the ...
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39 views

Tail problem with hazard function

Before doing a more advanced survival analysis, I generated an exponentially distributed variable in Stata and used the following code to get a constant hazard rate graph: "sts graph, hazard" I get ...
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0answers
53 views

Plotting Survival Rates For Different Cohorts

I am using Stata 13 to analyze a panel with firm level data. I am estimating a dynamic probit model via the means of xtprobit. During my research I came across Peters (2009) and a very cool graph (see ...
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19 views

Using population as weights in regional-level data

I'm analyzing regional-level data (variously at the level of metro, micro, and county levels depending on their economic integration/population agglomeration). I'm using STATA 12 SE. It seems ...
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0answers
35 views

Cointegration tests: how do you accurately test the necessity of time trends in the Johansen and Engle-Granger tests?

I've been testing some random prices for a study of my own and sometimes this assumption radically changes -- for instance, in Johansen tests -- from no cointegrating vectors, to the whole set of ...
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2answers
108 views

Which is the best criterion for DF-GLS lag selection?

When you have an output such as this in Stata for dfgls: ...
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25 views

Large standard errors in IV regression [duplicate]

I am encountering very large standard errors of the endogenous regressor (bigger than the size of the coefficient) in the second step of my treatment-effects model (...