Dear Statalist Forum,
I'm currently trying to model the effect of environmental expenditure on firm patent activity. My dataset entails 10 automotive companies in Europe, with observations from 2000 to 2015.
The idea is to run a fixed effect model with a negative binomial regression.
The model includes the following variables: E (yit/ AppT, ExpenditureT-t,Xit). AppT is a set of dummy variables for time periods of 4 years each in order to see the effect of different regulatory periods on the firm patent activity which is my y.
Is it correct for me to use menbreg function in stata? Or should I use xtnbreg, fe?
Also I prepared my dummy variables prior to this and calculated the interaction effect of the dummy variables and expenditure variable. Is this the best way?
I'm also not sure whether using dummy variables for the fixed effect is necessary?
Thanks in advance for your help.
Best regards,
Malte
I'm currently trying to model the effect of environmental expenditure on firm patent activity. My dataset entails 10 automotive companies in Europe, with observations from 2000 to 2015.
The idea is to run a fixed effect model with a negative binomial regression.
The model includes the following variables: E (yit/ AppT, ExpenditureT-t,Xit). AppT is a set of dummy variables for time periods of 4 years each in order to see the effect of different regulatory periods on the firm patent activity which is my y.
Is it correct for me to use menbreg function in stata? Or should I use xtnbreg, fe?
Also I prepared my dummy variables prior to this and calculated the interaction effect of the dummy variables and expenditure variable. Is this the best way?
I'm also not sure whether using dummy variables for the fixed effect is necessary?
Thanks in advance for your help.
Best regards,
Malte