# 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.

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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 ...
36k views

### 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; ...
136k views

### 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 ...
6k views

### 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 ...
42k views

### 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 ...
3k views

### 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 ...
80k views

### 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 ...
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 ...
31k views

### 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 ...
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 ...
145k views

### 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 ...
29k views

### 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 ...
13k views

### 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.: <...
15k views

### 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 ...
7k views

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 ...
49k views

### 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: ...
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 ...
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,...
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 ...
16k views

### 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 ...
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 ...
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 ...
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. ...
3k views

### 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' ...
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,...
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 ...
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 ...
19k views

### 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 ...
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 ...
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 ...
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