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11 views

How to obtain a detrended variable in a panel dataset in Stata [on hold]

I have a panel-dataset which includes companies (different variables) and their salaries over the time period from 2004 to 2014. The salaries are not given in absolut numbers, but in relative numbers. ...
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18 views

How to investigate Heterogeneity?

In my study, there was moderate heterogeneity (p-value < 0.05 and I-squared=60%) across the 8 schools when I was examining the relationship between school meals and test outcomes adjusting to all ...
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0answers
5 views

How do include an additional independent variable in the variance equation in EGARCH model? [on hold]

I am working on a project to model the effect of news on stock prices. I could get the conditional mean equation, but I want the equation for volatility with news dummies as the dependent variable, ...
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0answers
15 views

Different results for chi square and logistic binary regression

When I run chi square and logistic regression for the same two variables I get very different results.The logistic regression is a binary regression so I it is adjusted for any other factor: My ...
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40 views

Predictive Probability Plot

I am running an ordinal logit model with an interaction term (ologit DGoodIdea9B i.Frame1#i.SatisfactionYES i.Gender, or robust). I was advised to draw a predictive ...
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29 views

Insufficient number of observations in cross-sectional dependence tests in Stata

I am analyzing the impact of 3rd and 4th division soccer teams (1), their stadiums (2), and their affiliation to 1st & 2nd division teams VS. independence (3) on per capita GDP on county-level ...
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0answers
18 views

How to obtain coefficients for Generalized Poisson regression model in stata? [closed]

I am interested in applying Generalized Poisson regression model for my count data as the my dependent variable variance is less than the mean. I used "gpoisson" command in stata. However, I am not ...
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1answer
53 views

Ordered Logit regression intrepretation

I hope the image is relatively clear... My dependent variable is the change in people's idea about whether it is a good idea, where it is the support they give to the same question minus the support ...
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20 views

Epidemiology - Pooling relative risks or hazard ratios for different outcomes from the same trial

I have one cohort trial with separate relative risks (RRs) for disease A and disease B. I would like to merge these RRs to get a single RR for diseases A+B combined. How can I do this? I have the ...
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0answers
12 views

Ranking of Rates of Return as dependent variable

I am working on a study for my university. I am trying to test a model that some companies uses to rank countries as a top-down model for investing. The objective of the model is to rank, explained ...
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1answer
33 views

intrepretation of ordered logit

I am trying to analyse my experimental survey results, where people are given one of two frames at random. 1.Gain is one of the frames. The dependent variable is the difference between whether ...
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1answer
56 views

Percent of variation explained by individual covariates

I understand total variance and R squared in linear regression outputs, but I have difficulty to understand the percent of variation explained by each covariates in a multiple regression analysis. I ...
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1answer
16 views

What is an alternative way to tabulate several categorical variables when Stata says there are too many values? [closed]

I have 15 categorical variables that refer to 15 different classes of antibiotics. Each variable has the prefix ab_ (This was done because each patient took usually more than 5 abx so I wasn't sure ...
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20 views

dcc garch- variance equation parameters

I am estimating multivariate GARCH models, the CCC garch and DCC garch models in stata 13. However, after I succesfully estimated it, I want to see the following: I want to see the all the ...
-1
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33 views

metaanalysissss [on hold]

I want combine two RR and 95%CI that those are one study.first RR(95%CI) is(0.94: 0.79-1.12) and two RR is(0.73: 0.57-0.94).two RRs are in one study. in this study number of population are 40349 and ...
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15 views

Testing cross-sectional dependence and serial correlation for Panel Data

Nature of the data is a balanced panel of non-overlapping 5-year data of 7 countries from 1980 to 2010. I have read that the Breusch-Pagan test and the Wooldridge test is not well applied for a ...
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16 views

Stata: xtunitroot [migrated]

I need to check if inflation is a stationary variable or not. To check this I want to use xtunitroot command (in Stata). I first set my cpij(inflatation variable) ...
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0answers
20 views

Result different after normalisation of the dependent variable

Consider following two regressions: in case A, I didn't transform dependent variable and in case B, I normalize the dependent variable to lie between 0 and 1. I was expecting the same output, but I ...
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8 views

What is the accurate first stage regression in Stata's 2LSL option in IVREG2?

What I want to find is if Stata stacks the variables, such as is in: $$ \begin{bmatrix} x_{1t} \\ x_{2t} \end{bmatrix}=\begin{bmatrix} b_{1} \\ a_{1} \end{bmatrix}+\begin{bmatrix} b_2 & b_3 & ...
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1answer
52 views

Moderators in logistic regression

I am currently running a logistic regression model in order to analyze my transaction data. Unfortunately I do find contrary recomendations regarding the testing of moderators (btw, some use the term ...
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0answers
20 views

Which panel unit root tests should I use? Panel of 7 countries and 7 years

I have a balanced data of 7 years and looking into 7 countries. There are many panel unit root tests to be used. I am looking at using the Fisher-type and IPS tests but there are more than that and I ...
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2answers
28 views

Break an independent variable into two and collinearity? How to interpret the result

I am not sure if the title makes sense. Here is my situation. I am running a regression as below: $$ y = \alpha_0 + \alpha_1 T_1 + \alpha_2 Z + \epsilon $$ Where $T_1$ is my interested covariate: ...
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15 views

Simultaneous Equation Modeling with interacted endogenous and exogenous variable in R or STATA

I want to build a simultaneous equation system (SEM) where the two endogenous variables are interacted with the same exogenous variables. For instance the following system: y1 = y2*x1 + z1 y2 = ...
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0answers
8 views

Application of Zivot-Andrews and Clemente, Montañés, Reyes unit root tests throws error [migrated]

I am trying to run the zandrews and clemao / clemio commands in ...
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2answers
85 views

Wrong confidence intervals using `margins` in Stata

I am using Stata 13.1 to fit a logistic model and I am getting confidence intervals below 0 and above 1 when I predict probabilities using the margins command. ...
3
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0answers
43 views

Formatting R output to mimic Stata or SPSS or SAS output [closed]

It has been my experience that different academic fields have converged to different statistical software apps as their "standard." E.g., in Economics Stata is very common but virtually unheard of in ...
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13 views

Multilvel Model for Factor with Two Constants

I need to run an analysis in which observations are nested within subsidized and non-subsidized housing. In Stata, I have run random intercept models using xtmixed in which there are multiple ...
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1answer
50 views

regression with ratio variables

I plan do run a regression analysis with ratio defined variables such as (FX loans/ total loans, tangible assets/total assets etc.) and I have only 13 annual observations. This regression is needed to ...
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3answers
127 views

Standard error clustering under treatment assignment in groups of varying size

Basic setup: Unit of observation is the individual. Treatment (binary) is assigned on city level. Every state contains 4 cities, 2 get randomly chosen for treatment, 2 control. There are only few ...
2
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1answer
101 views

Nagelkerke value equals 1. Why?

I have run a logistic regression model, which leads to acceptable results (e.g., McFadden's R2 >10%). However, the Nagelkerke value is always 1, which seems like a failure to me (using the comand ...
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0answers
21 views

Structural Break - Stata

I have used Stata to run a time series multiple regression. I know that there is in fact a structural break in the data and the point at which it occurs; therefore, I have estimated the regression ...
3
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44 views

Interpretation of R-squared when using FGLS

Context: I am analyzing time series and cross-sectional data using Stata's xtpcse command which corrects for autocorrelation in panel data using a Prais–Winsten ...
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23 views

(file) dependency tracking in Stata

As much of empirical research (or data analysis) has become a major software development exercise, practitioners use more and more such tools. So far I am aware of researchers using project ...
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42 views

Interactions terms and Heckit/Tobit models in Stata

I am trying to read on how to interpret interaction effects in Heckman's selection model and come across with this article On Marginal and Interaction Effects: The Case of Heckit and Two-Part Models. ...
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22 views

Cox survival analysis versus multilevel modeling

I'm debating the wisdom of a couple different approaches. I am constructing a model that measures whether the amount of a treatment received leads to a person coming back for another treatment or ...
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1answer
50 views

Comparing mean difference of categorical variables

I want to check if attrition is a problem. So I want to check if the mean of people who dropped out from a survey is significantly different from the mean of those people who took part. However, the ...
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0answers
21 views

Regression Discontinuity on Stata with a discrete assignment variable and excluded data at the cutoff

I am looking at a treatment effect of an intervention on a cutoff of age, where age data is only available discrete as year of birth. Due to this, people who turned the cutoff age during the study ...
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0answers
23 views

How to compare a non-random sample with known population?

I'm currently working on my first substantial data project and I'm using stata (though I could probably just as well be using excel). The project deals with lobbying data and unfortunately I haven't ...
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42 views

Analysis: Dependable variable depends on previous decision

My situation is as follows: Respondents in my questionnaire had the option to take money (anything from 0-10). In the end, they were advised to take that money out of an envelope. This process was not ...
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0answers
16 views

What are easy steps of finding cutpoint in continuous variable with Time to event outcome, in Stata?

I find it painful to manually guess a dichotomized cutpoint predictor (continuous) for an time to event outcome in Simple Cox proportional hazard model. Currently I was trying to find the cutpoint ...
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16 views

Within-sibling-pair survival model

I'm modeling a time-to-event outcome (death) in a setting where the key independent variable (education) is measured for each member of a sibling pair. If I were simply interested in determining ...
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0answers
28 views

Plotting and interpreting residuals in Stata - How to identify a structural break?

I am researching firm level data with Stata 13. My endogenous variable is (unfortunately only) of binary nature and indicates whether a firm engaged in R&D activities or not (0;1). I use a panel ...
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0answers
49 views

Model for survival analysis with time varying predictors (panel data) and delayed effects

I collected behavioral data of more than 150 people, monthly, over two years. So for each of them I have 24 repeated measures over time. It occurs that after some months some of them get infected by ...
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36 views

Firm and time fixed effect combined with industry-time trends

I have an unbalanced panel data of firms from 2003 to 2013. I want to run a model in which Y is a function of: (percentage female senior managers in 2002* year dummy) + time FE + firm FE + ...
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0answers
55 views

How to interpret the interaction terms in conditional logit model

I estimated a conditional logit model in stata, with the command clogit. The model is about product choice. The dataset includes both product characteristics variables and individual's characteristics ...
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0answers
33 views

DCC GARCH in Stata - Negative Parameters

I'm trying to estimate a DCC GARCH with Stata13. My problem is that I get negative ARCH and GARCH parameters as well as for the constant. My ARCH and ARCH parameters sum up to more than 1, which ...
1
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1answer
46 views

Testing for unit roots

I am an absolute beginner and I need help on testing for unit-roots in Stata. As the data is unbalanced (no missing values, but some time series begin later than others) it seems to me that I could ...
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0answers
26 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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29 views

Okay to use oneway ANOVA to compare these 3 group proportions from aggregated dataset?

My situation: I am assessing outcomes of a university course redesign. One of the goals of the redesign project was to increase successful course completion, as measured by a decrease in the course ...
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42 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 ...