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Questions tagged [stata]

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

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14 views

Estimating fixed-effects panel linear regression using Stata gmm [on hold]

I am trying to use gmm to replicate the results of using xtreg, fe. In short, I'm looking for a way to control for group fixed-...
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1answer
35 views

GLM with proportion DV and categorical IV. Which Stata formula should I use?

I ran an experiment to see if a particular gamification design (2 treatment groups) would perform better in terms of quality than the control. The design was run on a reporting application where ...
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12 views

Why doesn't my program run? [closed]

I wrote a program to calculate trade share: ...
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13 views

Exogenous/control varible not include in IV when runing reg3

I have the following two-equation system. $$y_1=c_{10}+c_{11} y_2+c_{12} x_1+c_{12} x_3+e_1$$ $$y2=c_{20}+c_{21} y_{1}+c_{22} x_2+c_{23} x_3+e_2$$ where, $y_1$, $y_2$ are endogenous variables, $x_1$,$...
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13 views

Hybrid Latent Class Model with attitudinal variables [closed]

I want to estimate Hybrid Latent Class model or Latent Class model with attitudinal variables in stata. I need help with the process or any other software that can help me do this.
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1answer
31 views

Mixed-effects models for within-subject psych experiment (in Stata)

I have a question about how to best analyze data from an experimental psychology study. Briefly, 250 participants were asked to assign four different pictures (Pictures A - D) to two different ...
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1answer
41 views

Interpretation Confidence interval including zero

I'm performing a negative binomial regression (xtnbreg in Stata). However, I found that the confidence interval of my regression includes zero. I have no clue how ...
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1answer
30 views

Hypothesis Testing w/ Year Indicator Variables

This is a fairly basic question, but I was hoping that you all could help me nail down the language of this test. I have six years of data in the sample and the following general model: $$y = b_0 +...
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1answer
27 views

Exponentiated Stata regression results (estimated coefficients, CI, SE, etc)?

Is there a way to exponentiate (ie, take antilog) of Stata's regression results table?
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1answer
38 views

Replicating Stata pweight in R

I'm trying to replicate some Stata results in R and am having trouble interpreting the different outcome. For reproducible example, I'm using the API data from the survey package. ...
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8 views

Which study design of R survey package to use with NAMCS dataset?

From official dataset documentation: ...
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30 views

Standard error clustering in Stata redhdfe and R felm

I am trying to replicate Statas reghdfe in R. in Stata: ...
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1answer
22 views

different results grouped survey standard deviation in Stata and R

I have a question concerning the calculation of the grouped variance or standard deviation in R (survey-packge by Thomas Lumley) and Stata (using svyset and svy prefix). I'd like to know if there ara ...
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34 views

Multilevel modeling in R and Stata

I am trying to transfer from Stata to R. I have tried to fit a simple model in R and Stata with an identical large dataset (obs>60,000). The model has three levels: obs->individual->community. There ...
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22 views

Comparison between Logit and Probit models [duplicate]

I'm new in econometrics and I'm working in a probabilistic model and using Stata for this, but when I was going to compare the Logit and Probit I did not know which one win in this case, because there ...
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16 views

Setting up fixed effect regression with specific baseline comparison group

I'd like to set up a fixed effects regression equation where the coefficients and standard errors can be interpreted to represent a specific comparison that I am interested in. That is, I want to ...
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11 views

Questions related to an upcoming databse project

Starting this summer, I will work on a project where I am supposed to create a database in Excel. Without going into much detail, it would be nice to know if anyone has done something similiar to see ...
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Super confused about dfuller

I have a rather small dataset and just performed DFuller test for unit root. When testing with zero lags, it contains unit root. When using one lag, it does not contain unit root. However, when ...
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16 views

Does low predicted variable significance indicate a model problem?

Suppose I am trying to construct a temporal model of some variable of interest. Suppose I have the following situation, where voi is a variable of interest, t is time, and x is some other variable: <...
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33 views

how to regress for common trend assumption

I have a database of applicants for a grant and their applications for each year. I want to know the effect of the grant on nr of publications. But first i want to perform a common trend analysis. i ...
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23 views

STATA: Demean and Detrend after Dickey-Fuller do not reduce p-value to insignificant levels

Please see below the process I have followed in STATA and help me understand whether I have done it correctly. The issue is that after de-mean-ing and de-trend-ing time-series (after Dickey-Fuller) ...
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19 views

Logit Regression: change order, change results

I'm currently doing my thesis, and i'm having quite some trouble in running the logit regression in stata. If you can help me telling me whether what i'm doing makes sense would be appreciated. ...
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22 views

What is the regression equation for this model I have built on Stata?

I know this is an easy question but I'm trying to get the format for the regression equation for a country and year fixed effect model I have built on Stata. My code is as follows: ...
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14 views

Fixed effects model and diagnostic

I try to estimate fixed effects model in Stata and I have some problems with interpretation of my results. My panel data consists of 700 observations. Five variables have significant impact on ...
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28 views

Can I use ARMA instead of GARCH?

I am a beginner to econometrics and STATA, so I would like to apologise if this is a bad question, but have accidentally dwelled down into volatility modeling. I have come to understand that the ...
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Utilizing ipfraking to apply post-stratification weights for a Community Based Survey in STATA

I am a community data analyst for a small non-profit in South Florida. We are cleaning and preparing a local community survey for analysis and need to apply post-stratification weights to the survey ...
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Percentage of variance explained by rotated factors (PCA, Stata)

I am carrying out an exercise in Principal Component Analysis in Stata. I have created my own rotated factors after carrying out the PCA, and am looking to check the percentage of variance that is ...
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2answers
91 views

Correlated component scores after PCA with varimax rotation in Stata

I have a dataset with 6 personality traits for 155 individuals that are highly correlated. To get rid of multicollinearity (and potential noise in the original variables) in my regression analysis, I ...
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18 views

Kernel-based Propensity Score Matching diff-in-diff

I want to perform the Kernel-based Propensity Score Matching diff-in-diff. I am actually using the following command. The diff-in-diff result for this code is 0.000. Please, would someone help in ...
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1answer
13 views

How can I see if a variable such as a lag in a stata regression for a GARCH/ARCH model is statistically significant?

If I was to look at data such as what I have posted here, how would I interpret it to model arch or garch. Which lags would be statistically significant and how does the datatset show this. Sorry for ...
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24 views

Dynamic Conditional Correlation - insignificant correlation parameters

I am trying to get the variance covariance among 4 sectors using DCC in Stata. mgarch dcc (var1, var2, var3, var4=), arch(1/1) garch(1/1) The arch and garch ...
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2answers
60 views

Wilcoxon signed rank test, getting a numerical media difference instead of p-value?

I have been running the Wilcoxon signed rank test, where my output is a p-value. Now, the p-value interpretation I am confident in, but I read in a paper that the authors reported the: The Wilcoxon ...
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1answer
27 views

Is margins simply a probability? (STATA)

I've run a logistic regression on two binary 0,1 variables. One is "seizure yes, no" the other is "sex, male, female". Now if I run a margins command on these variables, I get a number as a result. I ...
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31 views

Logistic regression with ordinal independent variable

I want to see whether patients have a higher risk of seizures, the bigger their brain tumor. My dependent variable is therefore "seizure (yes, no)" and my independent variable is "tumor size" ranging ...
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Simulation in Stata: instrumental variables with endogenous nonlinear regressor

I'm doing an exercise from Microeconometrics Using Stata, by Cameron and Trivedi, Exercise 11 of Chapter 6 (page 204). "When an endogenous variable enters the regression nonlinearly, the obvious IV ...
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46 views

Constant term omitted without specifying “nocons” in Stata

I ran a logit regression and the constant term was missing. How can this be? xtlogit vigact3 years years2 marpart logass RS RL i.time, fe this produces an output ...
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1answer
22 views

Is there any R package similar to 'tabout' in Stata [closed]

Stata's tabout package is very useful in building publication quality tables (cross-tabulations) for export to a text file. Is there any such package for R?
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Can we apply statistics on replicated data (Nested repeated measure)?

In my study I have 2 groups i.e controls (n=23) and patients (n=30). And again in patients, I have 2 sub-groups i.e subgroup1 (n=15) and subgroup2(n=15). I have spinal cord area (SCA) at 4 different ...
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14 views

Orthogonalised Impulse Response Functions in Stata

This might be a really basic question for some of you but I have been looking up how to interpret impulse responses but most of the answers that were presented did not quantify the responses but ...
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1answer
41 views

Multiple Imputation of Coarsened/Interval Data

I'd like to know how to impute non-normally distributed data from interval data, where the intervals differ across different individuals. The variable I am interested in is the number of months an ...
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Is it possible to make an in-sample dynamic forecast / prediction for an ARIMA model?

We are trying to check to what extent the changing X-values might explain the observed trend in Y. By "in-sample" I mean: using the same data as was used for the model building. By "dynamic" I ...
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Should I use a difference-in-difference method for migration flows and average unskilled worker incomes or a lagged DV?

I am using data from a variety of sources to measure if migration inflows lead to an increase in unskilled worker wages. I am controlling for number of illegal immigrants, migrant unemployment, etc. ...
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122 views

Hausman test showing different results between R and Stata

I ran a Hausman test to compare random and fixed effects regression for a panel dataset in both R and Stata and found that the two are showing different results. The troubling thing is that the Stata ...
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1answer
86 views

How does one do a Wald test on estimates from two variables?

Given a dataset with two variables $X$ and $Y$, with each observation independent of the others, test the null hypothesis $$\mu_X = \mu_Y\\ \sigma^2_X = \sigma^2_Y$$ using a Wald test. This question ...
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1answer
109 views

Which R-squared value to report while using a fixed effects model - within, between or overall?

I am using a fixed effects model with household fixed effects. I just added a year dummy for year fixed effects. Here below is the Stata result screenshot from running the regression. In the ...
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2answers
82 views

Why is my variable being omitted by stata?

I am carrying out a fixed effect regression. I have a dummy variable called female. The dependent variable docvis refers to hospital visits. I created an interaction term between hhkids and female ...
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1answer
30 views

What's the minimum amount of observation for simple multiple regression?

I have a 16 year data for my dependent variable with 5 independent variables. is it ok to regress that?
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31 views

Quadratic interaction term dropping out in Stata but not in R

With the same data and the same model specification, Stata is dropping one of the terms from my model while R seems to run it just fine. For example: ...
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1answer
25 views

How do I interpret the coefficient of this interaction variable. Should I just be setting my dummy to 1 instead?

I have a dataset which looks at people's number of visits to the doctor. It includes a dummy variable for gender called female and a dummy variable called hhkids which states whether or not someone ...
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1answer
42 views

Should I be using pooled OLS or Fixed effect regression for my model here and why?

I have run two different regression models, one fixed effect and one pooled OLS on my data. my data looks at the number of visits to hospital regressed over age, marriage, income, insurance etc. I ...