Impose sign constraint in SUR model
Hi I am trying to do a constraint in the sign of the parameter in a model SUR with command sureg but I do not know how to do it. Thanks.
View ArticleHow to generate a histogram with 3 variables in it?
Hi, I am trying to find a way to get three bars in one histogram. I have three numeric variables and would like to present the frequency of each side-by-side on x-axis in histogram. I checked with...
View ArticleInterpreting margins to understand interactions
Hi! I have a longitudinal linear mixed model with the term: Code: c.age##c.age##c.age##c.cov1_between and some other covariates. Cov1 is a time-varying covariate. I also run the model a second time...
View ArticleMerging Annual data with monthly data
Hi everyone I am facing a problem where I have two files. File A has annual data of the following format Code: clear input byte id int(year aseets) 1 2015 8000 1 2016 9000 2 2015 12000 2 2016 13000 end...
View ArticleLooping across dta files to extract a series
I have several dta files with the same indicators. I need to extract the same indicator from each of the dta files. I was thinking of doing a loop, but not sure how to proceed.
View ArticlePanel data or not?
Hi everybody, I have an unbalanced panel (?) dataset of the following structure: Code: i n iso year rec share | |---------------------------------------------| 624. | 19 31 SWE 1982 0 23.6 | 625. | 19...
View ArticleDetermining optional lag length using "varsoc" for panel data
I have 100 countries and its time series data from 1990 to 2000. Want to determine the optimal lag length for the explanatory variables, i know varsoc does it for times series. But it gives me an error...
View ArticleTreat Effects and Propensity Matching (postestimation)
Hi, Regarding the "teffects psmatch" command and related post-estimation matching results: My understanding is that "tebalance summarize" is meant to serve a similar role as the prior "pstest". I also...
View Articleusing reghdfef for partial regression, inconsistent results
/*Hi Statalisters - I had a question using the command reghdfe for partial regression. I am getting inconsistent results with reghdfe and am not sure what is going on. Would appreciate any help. See...
View ArticleNew on SSC: -aextlogit- Average elasticities for fixed effects logit
With the usual thanks to Kit Baum, aextlogit is now available on SSC. aextlogit is a wrapper for xtlogit which estimates the fixed effects logit and reports estimates of the average (semi-)...
View ArticleStata Out of Sample Forecasting
I am not gettting out of sample forecasting for predict command: My steps 1) set date format 2) tsappend, add(12) then 3) do the regression 4) then predict say yhat then the forecast just stay in...
View Articletechnique to test validity of IV (instrumental variables) under ivoprobit model
Hello, I am using ivoprobit regression technique for my empirical analysis. Now i want to test the validity of instrumental variables. Kindly suggest me any tool/technique through which i can check the...
View ArticleHelp on correlated random effects panel
I have a panel of data from 1990 to 2013, with a combination of time-invariant and year dummies, consequently I cannot use fixed effects models. In my re models, I notice that STATA omits most of my...
View Articlemissing Prob>F in a Clustered Standard Errors Two dimensions
Hello everyone, I am trying to run a regression with clustered standard errors 2D. So I use the following routine: xi: cluster2 Y X1 C_X2 C_X3 X4 X5 C_dummy1 interactionX2_dummy1 C_dummy2...
View ArticleFama-MacBeth regression without constant
I changed xtfmb.ado file to allow the option 'noconstant'. Anyone interested can verify the validity.
View Articletwo-way cluster without constant
I changed the command cluster2 to allow the option 'noconstant'. Anyone interested may verify.
View ArticleHow to count distinct strings for disaggregated panel data
Hi, I just couldn’t find previous threads that are similar to this. I have a disaggregated panel data that look like this: importer HScode year value MYS 1245 2001 54678 MYS 1245 2002 67657 MYS 2460...
View ArticleStrategies for difficult imputation
I'm having trouble getting my imputation to work. My original data are panel data with up to six observations per unit. I have reshaped wide for the purposes of imputing. I don't know if this is part...
View Articledropping firms with few obs
I'm using stata 13 with OS windows 10. I have a data set with firms quarter earnings announcement. What I need exactly is to guarantee that I have four fiscal quarters for each firm in each fiscal...
View Articleidentifying latest obs
I'm using stata 13 with OS windows 10. I have a data set with analysts consensus, earnings announcements and fiscal year end. I'd like to identify the last consensus before that given fiscal year ends....
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