Questions tagged [stata]
A statistical software package. Use this tag for any on-topic question that (a) involves Stata either as a critical part of the question or expected answer, & (b) is not just about how to use Stata.
156
questions
29
votes
1
answer
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What is the non-parametric equivalent of a two-way ANOVA that can include interactions?
Hi I am trying to find the non-parametric equivalent of a two-way ANOVA (3x4 design) which is capable of including interactions. From my reading in Zar 1984 "Biostatistical analysis" this is possible ...
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33
votes
2
answers
36k
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Why do I get zero variance of a random effect in my mixed model, despite some variation in the data?
We’ve run a mixed effects logistic regression using the following syntax;
...
- 551
378
votes
26
answers
136k
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Python as a statistics workbench
Lots of people use a main tool like Excel or another spreadsheet, SPSS, Stata, or R for their statistics needs. They might turn to some specific package for very special needs, but a lot of things can ...
14
votes
1
answer
6k
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Should I run separate regressions for every community, or can community simply be a controlling variable in an aggregated model?
I am running an OLS model with a continuous asset index variable as the DV. My data is aggregated from three similar communities in close geographic proximity to one another. Despite this, I thought ...
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18
votes
4
answers
42k
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Propensity score matching with panel data
I have a longitudinal data set of individuals and some of them were subject to a treatment and others were not. All individuals are in the sample from birth until age 18 and the treatment happens at ...
- 18.8k
4
votes
2
answers
3k
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Mboxcox, interpreting difficult regressions
Mboxcox in Stata suggests transforming my variables using a power of 0.1 for the independent variable, and 0.4 for the dependent variable.
I have run the model, and it fixes problems associated with ...
- 709
35
votes
5
answers
80k
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Fisher's Exact Test in contingency tables larger than 2x2
I was taught to only apply Fisher's Exact Test in contingency tables that were 2x2.
Questions:
Did Fisher himself ever envision this test to be used in tables larger than 2x2 (I am aware of the tale ...
- 5,753
6
votes
1
answer
3k
views
Acceptable values for the intraclass correlation coefficient (empty model)
I'm using xtmixed in Stata to test a Hierarchical Linear Model.
My problem is that variance at level 2 is about 4% of the total variance. So most of the variance is ...
- 945
6
votes
1
answer
31k
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Interpretation of marginal effects in Logit Model with log$\times$independent variable
I am totally confused by statistics and I would be glad if you could help me.
I have a difficulties to interpret marginal effects in logit model, if my independent variable is log transformed.
I ...
- 63
19
votes
5
answers
74k
views
How do I detrend time series?
How do I detrend time series? Is it ok to just take first difference and run a Dickey Fuller test, and if it is stationary we are good?
I also found online that I can detrend the time series by ...
- 211
18
votes
2
answers
145k
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How do I interpret a probit model in Stata?
I'm not sure how to interpret this probit regression I ran on Stata. The data is on loan approval and white is a dummy variable that =1 if a person was white, and =0 if the person was not. Any help on ...
- 1,209
13
votes
2
answers
29k
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Standard errors of a two stage least squares regression, Stata
I use Stata. I am trying to replicate the ivreg output of a regression performing manually the first stage, predicting the instrument after the first stage and running the second stage regression with ...
- 491
9
votes
2
answers
13k
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How to replicate Stata's robust binomial GLM for proportion data in R?
There is an example on how to run a GLM for proportion data in Stata here
The IV is the proportion of students receiving free or reduced priced meals at school. The stata model looks like this.:
<...
- 535
5
votes
1
answer
15k
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Fuzzy RDD issue
I am fairly new to econometrics and maybe this is a very basic question to some.
I am running a Fuzzy Regression Discontinuity (RD) design in Stata and I am having doubts about whether I am ...
- 51
2
votes
1
answer
7k
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Difference in Difference with multiple period (pre, during, and post treatment)
I was wondering if someone can help me understand how I should formulate my difference in difference regression. Under a basic two period DiD, I would be estimating an equation similar to:
$$
y_{gt} = ...
- 23
55
votes
4
answers
68k
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Replicating Stata's "robust" option in R
I have been trying to replicate the results of the Stata option robust in R. I have used the rlm command form the MASS package ...
- 551
12
votes
1
answer
2k
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Which is the best method for network meta-analysis?
There are now several different approaches to perform a network meta-analysis or mixed treatment comparison.
The most commonly used and accessible ones are probably the following:
in a Bayesian ...
- 2,464
5
votes
2
answers
7k
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Comparing two or more treatments with inverse probablity of treatment weighting
I am working on a cardiovascular observational (i.e. non-randomized) study featuring three or more competing treatments.
My preference would be to conduct the analysis first using 1:1 propensity ...
- 2,464
5
votes
2
answers
3k
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Strange results of varimax rotation of principal component analysis in Stata: rotated components are all zeros and ones
This is my initial output of Principal Component Analysis (PCA) using Stata and correlation matrix (because different scales and measurement units of inputs):
<...
- 3,941
3
votes
2
answers
13k
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Predicted Probabilities vs. Marginal Effects using at means or asObserved in Stata 14 Margins [closed]
This is a complicated question, and I'd very much appreciate any help I can get. I've been running on it nonstop for two or three days, and am running out of time. To be clear: This isn't so much a ...
- 49
2
votes
1
answer
614
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Help with needed with Fractional outcomes Logit Regression?
For my master thesis I am studying the effect of certain individual characteristics, such as financial literacy, on the probability of using a fintech. My dependent variable is a continuous variable ...
- 21
14
votes
1
answer
27k
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Assign weights to variables in cluster analysis
I want to assign different weights to the variables in my cluster analysis, but my program (Stata) doesn't seem to have an option for this, so I need to do it manually.
Imagine 4 variables A, B, C, ...
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12
votes
2
answers
3k
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Should I bootstrap at the cluster level or the individual level?
I have a survival model with patients nested in hospitals that includes a random-effect for the hospitals. The random effect is gamma-distributed, and I am trying to report the 'relevance' of this ...
- 550
9
votes
3
answers
151k
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How do you interpret results from unit root tests?
I have to do some unit root tests for a project, I'm just unsure on how to interpret the data (which is what I have been asked to do).
Here is one of my results:
...
- 91
9
votes
2
answers
7k
views
SPSS and Stata output different
I'm Stata-proficient but learning SPSS for my new position. I am using a simple dataset to do very basic regressions and comparing to see if the results are the same. They're not. I'm close, but the ...
- 594
4
votes
0
answers
531
views
Generalised Residuals - Estimated value of the density at that point for observation $j$ $i$?
I am trying to write R code for the generalised residuals as described in Vella (1993) and also mentioned by Wooldridge (2014). Wooldridge suggests to use these ...
- 379
3
votes
2
answers
29k
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Understanding standard errors in logistic regression
I am having trouble understanding the meaning of the standard errors in my thesis analysis and whether they indicate that my data (and the estimates) are not good enough.
I am performing an analysis ...
- 31
2
votes
1
answer
3k
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Comparing proportions in two samples
(x-posted to Statalist)
I have two (probably) independent samples taken from the same population under two different surveys conducted a few years apart. I'd like to check whether the frequencies for ...
- 145
1
vote
2
answers
505
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Discrete choice model
I have a ordinal probit model. The dependent variable, say walkability, is a Likert scale variable (1,2,3). The main independent variable, say connectivity, is also a Likert scale variable (1,2,3). ...
- 51
1
vote
2
answers
9k
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"variance matrix is nonsymmetric or highly singular" in Stata; no SEs in table
I get the above warning in Stata when I run a (clustered-panel pseudo-Poisson ML gravity-) regression.
Observations are pairs of countries and the regression includes dummies for each combination of ...
- 145
20
votes
2
answers
9k
views
Which diagnostics can validate the use of a particular family of GLM?
This seems so elementary, but I always get stuck at this point…
Most of the data I deal with are non-normal, and most of the analyses based on a GLM structure. For my current analysis, I have a ...
- 341
14
votes
1
answer
26k
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How to do an instrumental variables regression with an instrumented interaction term in Stata?
I'm having a bit of a problem with Stata syntax. I need to do the following regression:
$$y = ax + bz + c(xz) + e$$
where both $x$ and $z$ are instrumented and also the interaction term $xz$ uses ...
- 141
11
votes
5
answers
9k
views
How to compare 2 non-stationary time series to determine a correlation?
I have two data series that plot median age at death over time. Both series demonstrate an increased age at death over time, but one much lower than another. I want to determine if the increase in ...
- 231
9
votes
2
answers
49k
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Hausman test for panel data, fe and re. Error in the estimation, what to do? Stata
I am performing a Hausman test on panel data to determine whether to choose Random Effects or Fixed Effects for my analysis. After performing the test I get this error:
...
- 757
9
votes
4
answers
10k
views
Very different results of principal component analysis in SPSS and Stata after rotation
For my PhD thesis I have to do a Principal Component Analysis (PCA). I didn't find it too difficult in Stata and was happy interpreting the results (I know there is a difference between factor and ...
- 93
9
votes
1
answer
37k
views
GLM for proportion data in r [closed]
I have proportion data on the percentage of female employees in 500 organizations. I want to use GLM to explain this dependent variable using other independent variables such as company size, industry,...
- 535
7
votes
2
answers
9k
views
Standard error of the quotient of two estimates (Wald estimators) using the delta method
I have two coefficients' estimates from a regression, each of which has an estimated standard error.
I would like to know the quotient of these two estimates -- that is, divide one of the estimates by ...
- 815
6
votes
1
answer
16k
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Difference between fixed effects models in R (plm) and Stata (xtreg)
I'm trying to re-create an analysis done using Stata function xtreg (though I don't have the code) with ...
- 171
6
votes
1
answer
28k
views
Within, between or overall R-square for random effects in Stata
I'm performing a random effects analysis on panel Data, and I haven't been able to find an answer to the question, which R-square should I look at: within, between or random?
I know that for fixed ...
- 757
5
votes
2
answers
2k
views
How to draw a random sample from a Generalized Beta distribution of the second kind
For microsimulations, I (i) want to estimate parameters of an empirical distribution and (ii) draw a random sample based on the estimations. My random variable $Y$ seems to follow a Generalized Beta ...
- 85
4
votes
0
answers
1k
views
SARIMA, coefficients check
I would appreciate if someone could check the mathematical equation for the seasonal ARIMA (4,1,4) x (1,1,1) period 12 that I wrote. I have done it this way, but I am not really sure if it correct is. ...
- 167
4
votes
4
answers
3k
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How to run svy: regress in R or get R-squared in R for complex survey data
I am trying to get r-squared, or explained variation, in a complex survey data using a linear regression (OLS).
In Stata, this can be done by using svy: regress. In R, however, when I use 'survey' ...
- 51
3
votes
1
answer
8k
views
How to decide on the clustering of standard errors? (region- vs. country-level)
I'm estimating a first-difference panel data model with data on the regional level (~125 regions). All regions are part of a country (~12 countries).
It seems intuitive to cluster the standard errors,...
2
votes
2
answers
3k
views
Large coefficients and std. errors
I run a fixed effect model with Stata and because my dependent variable is a large number
(max of 12 million and min of - 4 million), I got large coefficients for ...
- 195
2
votes
0
answers
2k
views
Matching results completely different in R and Stata
I am trying to match treatment with the control using the R Matching package for the data set nuclearplants (which is available in ...
- 2,652
2
votes
2
answers
19k
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Is it required for panel data to use dummy variables?
I am doing research considering seven countries and I have panel data. My question is: do I need to include dummy variables every time I use panel data in regression, or is enough to do it as a fixed ...
2
votes
2
answers
6k
views
How can one interpret the Stata output for Multiple Correspondence Analysis?
As an alternative to conducting exploratory factor analysis on a set of data, with binary responses, I have been suggested to use Multiple Correspondence Analysis (MCA).
Following is a curtailed and ...
- 21
2
votes
0
answers
3k
views
F test and categorical variables
I am trying to compute a regression.
I have a continuous dependent variable (investment in millions of dollars)
One continuous independent variables
Five dichotomous indicators (1 / 0)
Four ...
- 709
1
vote
2
answers
455
views
Using variance from a Jeffreys prior in a Prevalence meta-analysis
I am doing a meta-analysis on a group of studies, where the observation is a rate (no. of successes / no of trials). Some of the studies have small sample sizes (n<10) and/or did not observe any ...
- 13
1
vote
1
answer
385
views
Interpreting log linear margins with endogenous treatment effects
I'm having trouble in understanding the predictive margins after a log linear regression with endogenous treatment effects.
Using stata (with weighted survey design) I ran the following, where logwage ...
- 211