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Stata is a proprietary cross-platform general-purpose statistical software package.

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21 views

Help with STATA - changing variables [on hold]

I've read through the STATA guides for data management and I'm still unsure of the right course of action. The analysis I am doing is in a secure environment without internet access so I need to know ...
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1answer
23 views
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27 views

Missing data in Stata

I have a GARCH time-series dataset of 5217 observations, spanning roughly 20 years. One of the variables, the trade-weighted US dollar index, misses 108 values, and as far as I can tell completely ...
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6 views

Stata: How do I clear sts graphs from memory? [migrated]

I have the following code: ...
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0answers
14 views

Implementing Block-Bootstrap in Stata [on hold]

I want to implement the block-bootstrap procedure described in Bertrand and Duflo 2004. However, I think that the option vce(bootstrap, cluster(var)) in Stata does the same thing in an easier way. ...
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15 views

Full information maximum likelihood (Stata)

i have a (relatively complex) likelihood function that i would like to use to estimate my parameter coefficients. i have a data set with 412 observations for 19 variables. I'm fairly new to Stata, ...
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0answers
16 views

manually create categorical variable instead of fitting an interaction term

I am running a logistic regression model and I want to fit an interaction term between a dummy (female) and a categorical variable (risk level; 0/1/2). I was wondering whether creating my variable ...
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8 views

Bayesian logistic regression with priors from previous experiments (in Stata)

I am new to the world of Bayesian statistics - so I apologize in advance if my question is very basic. I've been looking for an answer a for a few days with no success. In short: Optimally, I would ...
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11 views

How to treat different status quo groups in a choice experiment?

I have a choice experiment where respondents choose between a status quo and one alternative. Before the choice questions, respondents are allocated to four different groups which determine the levels ...
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1answer
60 views

Clustered standard errors are completely different in R than in STATA

I'm trying to reproduce a study in R. Here are its core elements: study wants to measure the effect of a transit strike on highway delay independent variables: strike: binary dateresidual: ...
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19 views

Regression with varying weights within fixed effect units

I'm running a regression where within the fixed effect groups, the weights are not constant. However, since there are many fixed effects, I would like to use an estimation method as implemented for ...
2
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1answer
20 views

Are analytical derivatives unambiguously superior to numerical derivatives in GMM?

I am estimating a non-linear GMM model. In both Stata and R, you need to specify the moment equations and the instruments, but there is no need need to provide analytical derivatives for the estimator ...
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17 views

Analysing change over time

I have a panel data set with 5 ways. I'm working with the dependent variable X and the independent variables X1, X2 and X3. I'm interested in only the change of my variables on an individual level: E....
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12 views

Group variable in rank-ordered logistic regression

I used rank-ordered logistic regression in State for running analysis. I have 180 competitions. in each competition there are different teams competed with each other and they have ranks. Therefore, ...
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22 views

Diff-in-diff: Individual outcomes and group-level treatment

Question: What are my best options for handling group-level correlations in a panel differences-in-differences model using StataSE 14.2? Background: I have a Differences-in-Differences (DiD) design ...
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0answers
6 views

Comparing two KM estimates outputs without raw data

Some raw data has gone missing, but I have the outputs of two KM curves - Both their survival estimates and patients at risk. Is there any way for me to use just the estimates to test the difference ...
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28 views

Fixed Effects for fractual response variable with many zero observations

I am investigating the impact of some independent variables on educational expenditure shares, which is given as the proportion of $\frac{educational\_expenditure_i}{total\_expenditures_i}$. The ...
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43 views

Anyone familiar with Tobit panel models w/ random effects (and Stata's xttobit and metobit)?

I am not an expert when it comes to econometrics but I find myself in need of carrying out an empirical analysis. My question pertains to how exactly I might (or should) go about specifying the random ...
2
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0answers
9 views

Configuring survey design for multilevel modeling with National Inpatient Sample

I am a researcher looking to use multilevel mixed-effects models in Stata 14 to analyze the National Inpatient Sample. I am aware that the typical way that you configure the NIS' survey design for ...
2
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0answers
20 views

Looking at trend in count data

I have a clinic dataset with count data collected on a monthly basis from January 2013 - May 2018. There are 20+ variables. Almost all of them are "number of patients who accepted xyz treatment" in [...
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1answer
31 views

OLS and Probit possible on large sample enough?

I think I understood that normality of residuals may not be a problem if the sample is large enough (cf, here). My question is: Would my sample be large enough to be analysed using a probit and an ...
2
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1answer
75 views

Testing for significant difference between coefficients from 2 different IV regressions (Stata or in general)

I'm running two different IV models in Stata that share the same DV and controls but have different instruments for the independent variable of interest. ...
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1answer
33 views

Good way to visualize (multiple-layer) within variation of panel data

Now I have a panel data set that contains information of the land supply quota of Chinese cities. What I want to verify is whether the variation (of quotas) among different cities within a province is ...
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22 views

Any efficient way to solve the problem of panel regression' coefficient become insignificant

This is my very first time to post my question in this forum, so let me go straight my problem. In my research project, I am examining the impact of temperature and precipitation on growths of per ...
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0answers
23 views

Which duration model to use with a fully right censored database

Currently I'm examining the duration of residence of households. I have a database at my disposal that indicates how long a specific household resides in its current home. I want to explain their ...
2
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1answer
56 views

R/Stata Can I include a categorical variable in a Logistic regression when one of its values perfectly predicts one of the outcomes?

Suppose I have the following data df = data.table('y'= c(1,1,1,1,1,1,1,0,0,0,0), 'x' = c(1,1,1,1,1,1,1,1,1,0,0)) where x = 0 perfectly predicts y = 0. I ...
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61 views

Confidence Interval Upper and Lower Bound

As confidence interval says "95% confidence interval indicates that 19 out of 20 samples (95%) from the same population will produce confidence intervalS that contain population parameter.It means the ...
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5 views

What weight and how to use it for a 3 country analysis using the EWCS in Stata?

I'm fairly new to weights because the databases I used previously were not samples but actual populations I wanted to study, so apologies if all of this sounds very noobish. The way I understand it, ...
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1answer
130 views

What statistical test does -contrast- use after regression in Stata?

I am using the -contrast- command to generate p-values for trend test in Stata. I've reviewed the documentation on contrast but cannot find information on what statistical test is being used behind ...
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32 views

Fitting a ordered logistic regression model after a latent class analysis

I have a set of cross-sectional measures for a group of individuals and I would like to profile these individuals fitting a Latent Class Analysis. However, I also have longitudinal data at different ...
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67 views

etregress Stata - treatment effect model (twostep and ML estimation)

I have a panel of 10 years of data and 3000 different IDs. I would like to fit a treatment effects model to study the impact of specific type of regulatory warning (modeled as a dummy variable equal ...
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0answers
102 views

Interpreting stata output of regression with multiple fixed effects

I am running a regression of a variables $Y$ on $firm plant$ and $firm \times time$ fixed effects. There are no independent variables in the regression except for the fixed effects. Here is the ...
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1answer
67 views

How to model left-censored and right-truncated data on Stata? [closed]

I have data that is left-censored and right-truncated. I'd like to run a tobit or truncreg. Although, using ...
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17 views

interpretationInput variables ARIMA

Could anyone help me with the interpretation of the deltas: The dependent variable lnY (with y=number of calls) is differentiated 7 times, given a weekly seasonality. Independent variables: '...
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20 views

How to use the residual of FMOLS when conducting VECM in Stata

I am trying to figure out whether the results of FMOLS (cointreg command in Stata) has uni-directional or bi-directional Granger causality relationship. I have seen people do this in Eviews but not in ...
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1answer
44 views

Which p-value should I use ? (Probit and interaction terms)

I ran a Probit model to determine which variables/interaction terms are significant. I got these results: Probit: "mino" is not significant. Whith the margins command (Averadge marginal effect) I ...
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21 views

Contraries in Dickey-Fuller-Tests–which to trust?

I'm comparing Dickey-Fuller-Tests in Stata and in R using the urca package. The results in R seem to be similar to the Dickey-Fuller-Test with defaults in Stata only if I set the type to drift in R: ...
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1answer
51 views

How to calculate probit marginal effects over groups with Stata [closed]

How to properly calculate marginal effects of a probit model to capture marginal effect of one variable over a group. The setup is the following (simplified version): Data: ...
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11 views

How to expand compressed data to mimic original data, with minimum values?

How could I create a pseudo data set for income by using mean income and standard deviation of income? In other words, I have mean income = 12,000 and standard deviation = 7,000 and want to construct ...
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46 views

bias adjusted confidence interval for correlation coefficient

I stumbled across confidence intervals for $\rho$ in a statistics textbook. This was not part of the class, but I found it interesting. My textbook has a formula for this with a Fisher transformation, ...
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2answers
40 views

High t-val for one explanatory variable, while the other has a significant coefficient. How to interpret???

I have question with some results I'm working with. Model: avg_score = β0 + β1(nonwhite) + β2(hhold_avginc) + u For some background, I'm seeing if average income and race influence state ...
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1answer
36 views

interpreting correlative statistics table (Stata)

My professor sent this table to me and I am supposed to interpret the results. However, I do not really know what exactly he actually computed (using Stata, which I don't have access to), I only got ...
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0answers
9 views

CI is not symmetric despite distance between estimate and upper-lower is the same

I am using stata MP 15 for the following. I have tried to manually compute and graph a confidence interval, which despite having ul=beta+std and ll=beta-std is not symmetric. I have 10 predicted ...
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1answer
65 views

Hazard Ratio Meta-Analysis

I've being reading around the forum and couldn't find exactly what I wanted. I am trying to do an meta-analysis where the HR of each study and the 95% CI were available. I understand variance can be ...
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132 views

Stata: Wilcoxon Rank-Sum and Signed-Rank Test Results

Males and females took exams from two different boards. I want to calculate if there is a difference between females who took the board 1 exam vs females who took the board 2 exam. I am using the rank-...
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1answer
19 views

can I break line in the middle of variable list, in a do file in Stata [closed]

I am writing a Stata do file, I am doing a regression (actually gologit2, but I don't think this detail is important) with a long list of IV's. It would really help ...
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0answers
23 views

Panel regression - parallel levels in nested structure?

I am analyzing in R/Stata variance explained for a company-level variable by year, industry, and country. Obviously, industries are not nested in countries, and countries are not nested in industries, ...
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0answers
14 views

How to account for different starting periods of participants?

I have the dependent variable "saving" and a few independent variables (age, urban/rural, education, etc). I have a dataset of 1500 people, who started saving at different periods in time. For example:...
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10 views

How do I get my p value from my F test in Stata [duplicate]

. regress healthandpersonal income unemployment barsandres electronics housesales Source | SS df MS Number of obs = 300 -----...
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28 views