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How to compare total effect of three variables across two regressions that use different subsamples?

I am running the following regression in Stata on two sub-samples (Low and High groups): \begin{equation} \begin{split} {ln(1+New\:co-investors)}_{i,t} = \alpha_0 &+ \alpha_{1}PreSuccess_{i,t-1} ...
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0answers
11 views

Proportional hazard model with fixed effects in stata [on hold]

I am running a proportional hazard model of panel data. I have read "Fixed Effects Regression Methods In SAS" by P.D. Allison and he says that cox regression with individual fixed effects can be ...
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0answers
10 views

xtgee and logistic in STATA [on hold]

i have a question about the xtgee command and logit command. i have 12 country for a period of 30 years,i have just 2 continues andipendent variable i would evaluate a single intercept parameter for ...
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0answers
13 views

Problems with Unicode Stata 14 [on hold]

Currently, I'm using Stata 14. I bought a computer here in South Korea, I changed the display system and the system local for non-unicode programs. I made a do file back in 2014 that all the coding ...
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1answer
20 views

Reformatting two-digit years STATA from string to datetime [on hold]

I understand to translate the strings 01-12-06 AND 01-12-96 as dates, you must: specify the assumed prefix in the mask, "DM20Y" and add an optional argument ...
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1answer
20 views

Adding trend does not impact coefficients

I have already done my search on the topic in the list of questions: Time dummies and time trends are not for using together, one makes the other redundant-- my question here would be different: I ...
1
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1answer
16 views

Test Retest of highly skewed dichotomous variables

Does anyone have recommendations on how to evaluate test retest reliability with 95% CI (individuals took the same survey 1 week apart) on data that is dichotomous (yes = 1; no = 0) where the data is ...
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0answers
19 views

how to chose between using text(_t) and text(log(_t)) when evaluating the significance of time varying covariates

I am running competing risk regression models in Stata and want to test if they fulfill the proportionality assumptions for the models. According to the Cleves et al. book out on Stata press: an ...
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1answer
22 views

Testing for random effects: Breusch-Pagan Lagrange multiplier (LM)

So I have a panel data with two time periods. My dependent variable is an index that lies in the range of 0 to 1. I did a Breusch- Pagan test (in stata) to see whether I should use random effect or ...
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0answers
7 views

Outstanding missing cases, listwise deletion of auxiliary variables, multiple chained imputation

Background You will have to excuse my inexperience and lack of expertise in the following question. I am undertaking analysis with a large longitudinal dataset, due to high attrition levels I am keen ...
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2answers
31 views

standardized mean difference vs raw mean difference

Is there a difference between standardized mean difference and raw mean difference when conducting meta analysis or systematic review and the measurement scales are same, would SMD and raw mean ...
3
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3answers
84 views

Checking for normality with robust errors

I am running a linear regression (just a single IV) and have selected the robust error option (vce robust) in Stata due to heteroscedasticity (and because it is ...
0
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1answer
22 views

Adjust VS Predict on Stata

I'm trying to obtain predicted values after a linear regression with Stata. However I don't find what the command Predict does with the covariates. I think that the command Adjust holds their values ...
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0answers
65 views

F-test differences Stata and R

I have a question about what the difference is in how Stata and R compute ANOVAs. I have run exactly the same ANOVA in both softwares, but curiously get a different F-statistics for one of the ...
0
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1answer
31 views

Elasticity vs marginal effects in probit models with logarithmic and dummy independent variables

I am trying to estimate a model with probit in stata of this form: p(y=1|x)=a+bi(ln(xi))+bj(xj)+e where xj are dummy variables and ln(xi) are continuos variables in logarithms. How do i interpret ...
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0answers
9 views

3 level random intercept model with stata: standard errors calculation f

I am using xtmixed in Stata 12 to estimate a random intercept model. I have overtime observations (8 years) for 250 regions which are nested in 28 countries. The estimates for the standard errors at ...
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0answers
29 views

Plogit: Lasso logistic regression with Stata

I want to execute a Lasso logistic regression with Stata. Why? Because... 1.) I have a dummy dependant variable (=> Investment success (1) and failure (0)); samples(1/0)(28/23). 2.) I have a set of ...
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1answer
24 views

Endogenous variable Instrument

I am confused about running an iv regression My endogenous variable is a dummy variable i-e earlychildbearing=1 if ageatfirstbirth<20 My second stage equation is the standard child health ...
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2answers
75 views

Industry and Year Fixed Effects

I hope someone can help me as I am stuck with this problem for quite some time. I have panel of S&P500 companies from 2010 - 2014 and I want to run a regression including industry and year fixed ...
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0answers
17 views

How to perform Wald test (nltest) manually after adjusting s.e. in 2nd-stage regression

I'm using the residual inclusion method to deal with endogeneity (i.e. get generalized residual from 1st stage, and insert it into 2nd stage as a new regressor). In the 2nd stage, I use bootstrap to ...
3
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1answer
26 views

Past values of Y correlated with future values of X1 in fixed effects model: use instrumental variable?

I am using panel data, running a fixed effects regression using xtreg Y X1 X2 X3, fe. I suspect, however, that past values of Y ...
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0answers
23 views

Multiple imputation in different software packages

I'm a grad student and my mentor asked me to write up some multiple regressions that had already been run. The model has around a dozen predictor variables (some dichotomous, some continuous) and 1 ...
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0answers
18 views

Nested mixed experimental design with crossed factors for laboratory validation procedure: how to model it?

I have been asked to analyze the following laboratory experiment: 14 donors’ red blood cell samples are typed for rare antigen-asset recognition by an automated procedure (machine), which returns a ...
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2answers
33 views

Predict with pseudo-mean factors in new data

R and Stata have different default behaviors when making predictions from a model that uses categorical/factor covariates. For example, if I want to predict outcomes for both levels of a two-level ...
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0answers
47 views

Problem with replicating a paper

I'm having some trouble at replicating this paper (text here: http://www.michiganjb.org/issues/52/text52c.pdf) The paper wants to assess the economic impact of the Olympic games in the long run . The ...
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1answer
43 views

Contradictory results of the ADF test in R [closed]

I used the urca pacakge in R to run the ADF test and got the following: It seems to me the results are quite contradictory: Using the statistic, we fail to reject the null hypothesis; However, ...
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0answers
25 views

How to estimate the industry-specific share of a state

I have individual level data between 1980-2012. For each year, I want to estimate the share of each state on specific industries (e.g. construction) over the total number of industries while ...
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0answers
43 views

zero-inflated negative binomial in Stata

I am trying to run a zero-inflated negative binomial analysis in Stata (zinb). My question/problem is this: the model's convergence seems dependent on which and how ...
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0answers
53 views

Stata: Estimation of Own-Price and Cross-Price Elasticities for Logit, Nested Logit, and BLP Models

I am working with some data on automobile sales and characteristics in a small country. It is an unbalanced panel dataset taken over 6 years and over 5 market segments. I am trying to construct some ...
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0answers
55 views

Stata: Predicted values in autoregressive system

I'm trying to replicate the results from Yagan (2016, pp 8-11). There, the following autoregressive system is run: The author then runs this system based on data until 2007. Then, he computes ...
5
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2answers
107 views

Alternatives to multilevel model with log transformed outcome

I'm working with linear mixed-effects model in Stata. Dataset has three levels of 100k observations, nested in 500 regions, nested in 70 regions. Currently my modelling strategy is to use ...
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0answers
8 views

Non-linear interaction terms in Stata [migrated]

Dear users and experts! I have a continuous dependent variable polity_diff and a continuous primary independent variable nb_eq. ...
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0answers
18 views

Regression problem (illogical signs on coefficients)

We are writing a thesis about the relation between CSR (Corporate Social Responsibility) and Return on Assets and are performing regression analysis in STATA to be able to analyze the results. Return ...
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0answers
13 views

How to check if main effects are same in Linear Probability Model [duplicate]

I want to check if main effects are same in Linear Probability Model in stata, does anyone know how to test this? ex. Dependent variable: child's education (High or Low) Independent Variable: ...
2
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1answer
34 views

Confidence intervals and standard error for binary data/proportions

I'm doing some research into degrees held by professionals of different types, based on survey data. I'd like to be able to provide confidence intervals for some of the subgroups of professionals as ...
0
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1answer
26 views

How to perform mean differences in Linear Probability Model in Stata

I was wondering if I am able to perform a mean differences for LPM with binary dependent variable using diff() in stata. Dependent variable: child's education (High or Low) Independent Variable: ...
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0answers
32 views

Multilevel models with dynamic membership

I would like to estimate a 3-level random intercept model. I use Stata for the estimation, where it is done by using the xtmixed command. In this model, company ...
2
votes
1answer
84 views

Comparing logistic regression models with AUC ROC in R vs Stata

I am fitting a logistic regression model for the likelihood of patients suffering morbidity after surgery. The most commonly used prediction tool at the moment is POSSUM (Physiological and Operative ...
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0answers
31 views

Stata Robust Testing (xtpcse vs xtscc)

refer to the attached picture (Hoechle 2014). Kindly assist me to provide explanation in how to choose the best robust command for my panel data. My data suffers heterogeneity and serial ...
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0answers
13 views

Mixed model: Converting SPSS syntax to STATA [closed]

I'm currently using SPSS to produce a linear mixed-model for my study: Participants are divided into 2 groups, where each participant is tested over 3 days, with each day consisting of 12 blocks, and ...
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0answers
24 views

GLM model specification in distribution and link function for fractional (percentage) response data

I have some aggregated data. Indep. Dep. N 1.3 78% 23 1.2 67% 20 Note that both the independent and dependent variables are aggregated by ...
0
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1answer
45 views

Implementing Minimum distance estimation

Let $\mu$ and $\sigma$ be two parameters of interest characterising a normal distribution. From a theoretical model, I know that these two parameters are related to each-other according to ...
1
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0answers
21 views

Panel regression: what is the contribution of the fixed effects to the R-squared

The following question is a general question, independent of the type of data used (although I can provide a data example if this is desired). If you run a panel regression model (...
0
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0answers
16 views

I have estimate a fixed effects OLS model with a binary dependent variable. What could be the problems with my coefficients?

I have already estimated a model on Stata where the dependent variable is binary: coded 1 if there is ongoing war in the current period. I had previously used a logit fixed effects but was advised ...
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2answers
52 views

Estimates and standard errors for non-linear combinations of regression coefficients

I have the econometric model $$ y_t= (1-b_0)(c + b_1x1_t + b_2x2_t + ...) + b_0*y_{t-1} $$ $$ =(1-b_0)c + (1-b_0)(b_1x1_t)+... + b_0*y_{t-1} $$ I estimate the model in the OLS form $$ ...
0
votes
1answer
96 views

Evaluate forecasting ability of GARCH models with RMSE and MAE

I am evaluating different forecasting models and their ability to forecast index volatility during period of market turmoil, using two measurements, Root Mean Square Error and Mean Absolute Error. For ...
3
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0answers
63 views

Bootstrapping in Binary Response Data with Few Clusters and Within-Cluster Correlation

Beware: This is (almost) a cross-post to a thread I started on the Statalist but that has not received much attention so far. Introduction I am learning about the problems when conducting ...
0
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1answer
23 views

Joint significance test before or after hettest in Stata?

I ran an OLS regression in Stata, then a hettest, and there is heteroskedasticity in the X variables. So I threw on a ,robust to ...
3
votes
1answer
32 views

Practical use of descriptive statistics

I'm working with a data set in stata that contains information on how much each customer spent on service a, b, c, and d. But most customers don't have every service and this has resulted in a lot of ...
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0answers
22 views

Is it possible to carry out a one-tailed chi square test in Stata?

I am trying to understand whether there is a difference in proportions for a dataset in two time periods using a 2x2 contingency table. The null hypothesis is that there is an expected increase ...