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9 views

Iterative Maximization issue in Truncated Negative Binomial Regression in Stata

I was running truncated negative binomial regression in Stata and got a problem. During the iteration process, my results show " backed up" at the end of final iteration which means Stata could not ...
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8 views

Truncated Negative Binomial Regression (Stata): Missing/Blank Significance value

I was running truncated negative binomial regression (tnbreg) in STATA and got the answer but when I added [pweight = weighting variable ] to weight dependent variable to address endogenous ...
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21 views

Steps in performing a time-series analysis

I'm thinking of running a time series on stock prices and the affect demographic variables may have on them. This would include testing how the size of particular age groups (i.e., 20-39, 40-64, 65+) ...
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1answer
30 views

Simultaneous equations with instrumental variables

I am trying to estimate the simultaneous equations model with instruments in STATA. I have two equations such as: ...
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15 views

Count non-blank cells across rows, exclusing the 1st column, in Stata? [closed]

I have data structured in the following way (first row are the variable headings): ...
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0answers
21 views

Rolling-sample estimates of the first-order autocorrelation coeffcient - STATA

I have to construct a measure of persistence of a time series and I want to use rolling regression to do so. In particular, I'm studying inflation persistence, and I want to replicate the following ...
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11 views

Between regions effect in my pooled regression model. How to define it?

I have cross- sectional survey data with one record for each respondent and clusters at regional level. I want to assess the correlates of a specific type of expenditure and I am running a ...
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14 views

Margins command output interpretation

How to interpret the output of margins command and marginsplot. We are trying to examine quadratic moderation for a probit model. Any leads in this regard will be of great help.
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1answer
35 views

Multiple exogenous IV 2sls in Stata

In my model I have two exogenous variables which I want to use as instruments. Can you please help me with Stata code for it? I assume it should be something like this: ...
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47 views

Differences between Stata teffects psmatch and nnmatch?

I am using Stata 13 to analyse some observational data and a treatment. I came across an abundance of possible ways to estimate treatment effects with Stata. Let me just show you two options below ...
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23 views

How do I interpret the random intercepts of a multilevel mixed-effects model?

I am using a three-level mixed-effects model in which: individuals (level 1) are nested in primary sampling units (PSUs) or enumeration areas (level 2) which in turn are nested in countries ...
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36 views

Heckman elasticities failed due to encountering discontinuous region with missing values - Stata

Please note first of all that this is a double-posting of a question on statalist from the 17.1.2016 which as of now has not received any answer. I guess that its all right to double-post now because ...
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37 views

How to calculate interim and long-run multipliers in ARDL models with >1 lag?

I have calculated an ARDL(24,36) model with 1 independent variable. The data is monthly, hence the inclusion of so many lags. I am trying to calculate the interim multiplier (the cumulative effect at ...
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1answer
23 views

Determining 95% confidence interval of difference for proportion (Stata, or other)

I have a dataset that is looking at completeness of data entry in a survey in two populations. Variables represent each category and are allocated 1 (present) or 0 (not present). I was wondering how ...
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28 views

Issues with showing total N and missing data, total observations on Cox model

I'm trying to get an article which tries to assess if there was a higher risk of a condition being longer in a year when compared to a previous year. I' m not getting a lot of help, so I sincerely ...
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1answer
27 views

How does Stata calculate RMSE in regression with weights?

This problem came up because I was trying to replicate some results I was getting in Stata with R, and I was able to replicate everything except for the root mean squared error. When I run a ...
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16 views

Propensity score - how to deal with panel data?

I am researching mergers and acquisitions. The overlying question is the following: Do companies acquiring targets in a merger wave (i.e. a period of time where abnormally many acqusitions take place) ...
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2answers
104 views

Interpretation of a negative price coefficient in a log model with gamma distribution

Usually demand models have negative price coefficients, which means that the higher the price, the lower the demand. Many researchers in business look at price coefficients for a "sanity check", i.e. ...
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1answer
31 views

Cluster-robust SE in Stata when using a survey design

I'm working with data from a clustered sample where observations have a certain sampling weight (pweight). There are two ways to obtain the correct point estimates: I) using reg yvar xvar [pw = ...
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17 views

How to check if ARDL model is dynamically stable & bounds test, stata

I'm doing research on Spanish and Dutch GDP: the influence of domestic and foreign variables (industrial production, inflation, employment rate) on GDP. All variables are converted into growth rates, ...
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15 views

Instrumental variable changes significance of other regressors

I have a linear regression:I am regressing price index and price volatility on some number of conflict events (dependent variable). Looking for a causal relationship between price index and number of ...
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16 views

Calculating within, between or overall R-square in R [migrated]

I'm migrating from Stata to R (plm package) in order to do panel model econometrics. In Stata, panel models such as random effects usually report the within, ...
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19 views

Plotting confidence interval of multilevel logistic regression with y in OR

In my analysis, sickness (y, binary) was regressed against pollution (x, continuous) and other confounders, using multilevel logistic regression (mcghermite in Stata). I obtained the coefficient of x, ...
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86 views

Circular data - Regression discontinuity design on panel data - Running variable: day within year (0 to 364)

What I am doing: I use the regression discontinuity design (henceforth RDD) to study differences in wages received by people born at the end of the year and by those people born at the beginning of ...
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42 views

Stata: How to carry out System-GMM estimation for Dynamic Panel Data

I am using Stata 13 to estimate a Dynamic Panel Data with the System GMM. I would like to use the second lags of variables (both dependent and independent variables) as instrument for the difference ...
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27 views

Endogenous interaction term in a triangular system using control function (CF) approach

I am trying to estimate a model using control function approach (I will write all the variables in a scalar form so that it is easier to explain): The main equation: $y_1 = \beta_0 + \beta_1 ...
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17 views

Levinsohn Petrin estimator- single cluster error?

I have firm level data and I want to estimate TFP and returns to scale using levpet. In my understanding, I could estimate TFP and returns at the firm level. ...
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20 views

1) Engle's LM test for conditional heteroscedasticity 2) ARIMA vs reg

I am using Stata to examine a time series of financial data I would like to ask what the correct way of implementing a test for conditional heteroscedasticity is. Right now, I am generating ...
2
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1answer
32 views

Avoiding bias while dropping negative values (easy)

Apologies for the trivial question, but I am a relative beginner. I would like to create an index variable which sums up the responses of 7 other categorical variables which have answers ranging from ...
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0answers
36 views

Stata estimation of Panel Smooth Transition Regression

I would like to estimate a nonlinear panel regression using the Panel Smooth Transition method proposed by Gonzales, Terasvirta and Van Dijk (see link) I would like to do it in Stata, but I am stuck ...
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25 views

Instrument testing for multinomial endogenous variable and multinomial outcome

I need to manually test the validity of instruments (IVs) for the following model: $Provider_{ij}=\beta_0+\beta_1Insur1_{ij} +\beta_2Insur2_{ij} +\beta_3Insur3_{ij}+\beta_4Insur4_{ij}+X\beta + Y\delta ...
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24 views

Propensity score matching in a longitudinal setting

I am using Stata 13 to investigate a local programm aimed at reducing obesity amoung teenagers and adolescents in a school. I have a balanced panel over twelve years and a couple of covariates (like ...
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0answers
27 views

Explaining kappa statistic as a percentage

Would it be appropriate to explain a kappa statistic as a chance-adjusted percentage? The folks ultimately receiving results understand percent agreement more easily, but we do want to use the kappa. ...
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1answer
38 views

How can I bootstrap pwcorr or pcorr with Stata?

I'm trying to use a Pearson's correlation with two non-normal variables. I know that I could use non-parametric correlation models such as Spearman's, but that would make the information more ...
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1answer
40 views

areg versus reg in Stata

I just discovered the areg command, and I wanted to check that my use of it is correct. If for instance I estimate the model ...
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0answers
47 views

2sls IV with different unit of observation - Stata

I am doing some data analysis on Stata on a big sample and it turned out it might be useful to use an IV approach. My data are on two levels: individuals and groups. The group level is obtained ...
1
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1answer
19 views

Length-dependent indel costs in OMA algorithm?

I re-read this article after a long time (this time paying attention to the fine print) and noticed that they use indel costs that depend on sequence length in their OMA. They argue that it is done to ...
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1answer
49 views

Fixed and time effects - R plm() vs. Stata xtreg

I have to do some panel regressions and because I received the data as an .dta stata file, I first ran all regressions in Stata and all went fine. Later I wanted to reproduce these regressions in R ...
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0answers
13 views

Why must the first stage be sampled without replacement to get nonzero variance in the second stage?

On page 5 of the Stata's manual on survey variance estimation, the following claim is made: All but the last stage must be sampled without replacement to get nonzero variance components from ...
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26 views

Fixed effects robust X random effects

I'm new to econometrics and Stata and I need some help. I'm trying to estimate a panel data model and I'm would like how to compare a robust fixed effects and a random effects model in Stata. I'm ...
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38 views

Fixed effect omits non-fixed variables

I am working on a standard gravity model and am running a cross-section and panel regression which include fixed effects (country fixed effects for cross-section and country-time and country pair for ...
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24 views

How to compare two risk ratios using their 95% CIs

How do I calculate the p value for a comparison of two independent risk ratios knowing only the ratios and their 95% confidence intervals? For example: 1.613 (95% CI 1.146-2.272) versus 0.518 (95% CI ...
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40 views

log-log models vs margins eyex() for elasticities

I'm trying to estimate the elasticity between debt and interest rate for different values of interest. I am using a time series dataset. I made a categorical variable for interest so that I can group ...
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0answers
69 views

How to perform a Kolmogorov–Smirnov test for a Poisson distribution in Stata?

I have a sample with count variables, i.e. overdispersed data. My data looks like it is distributed as either a negative binomial distribution or a Poisson distribution. I want to test these two ...
0
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1answer
64 views

Import external correlation matrix and sample size to run (MA)SEM in Stata

I want to run a meta-analytic structural equation model (MASEM) in Stata. I already have the meta-analytic mean correlation matrix and the sample size for each correlation. Now I want to import this ...
0
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1answer
27 views

Descriptive statistics with some repeated observations for individuals

Can anyone advise how to report descriptive statistics for clustered data? I am using xtgee command for logistic regression. But I am not sure how to report ...
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0answers
21 views

Analyzing two different regression lines with independent and control variables

I'm working on a research paper evaluating the data on a regime’s violation of its citizens’ physical integrity rights and civil conflict. Below are excerpts from my paper regarding the following ...
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0answers
35 views

Kernel density estimation to check whether distribution is lognormal

I am using the kdens package in Stata to estimate the kernel density of some economic data. I would like to check if my data could possibly come from a normal distribution. My question is about the ...
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1answer
59 views

Endogeneity in Stata

I was using Stata to measure the effects of outsourcing on employment using a panel data and after I ran the regression, I found this in my results: ...
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19 views

Q-Q Plot for Simulation Study with Bernoulli Data Issue

I'm currently trying to carry out a simulation study for Bernoulli Data to show that the sample proportion, ˆp, is also approximately normally distributed when the sample size is large. From an ...