How to do a Chow Test with a moving window.
Dear Statalist, I want to do a chow test but I have not found information with moving window in Stata, only in R. I am testing data of financial frauds, in specific I want know what happen with the...
View ArticleOptimize in Mata to solve for 2 unknwons (Implied volatility - Merton)
Hi all, I tried to follow the following post (http://www.stata.com/statalist/archi.../msg01213.html) to solve for 2 unknows. However, Mata did not work. I get this error code: numerical derivatives are...
View ArticleHow to calculate variance explained by SF36 summary factors
The SF36 is a questionnaire with 35 scoring categorical questions (2-6 categories) that are summed into 8 first order summary variables. These 8 variables are then normalised and added, after...
View ArticleSpatial Econometric in STATA
Dear all, I am using Stata 13 to run a spatial econometric model in Panel structure. I have installed spmap, shp2dta and mif2dta commands. Then I have downloaded the related shapefile and unzipped it....
View ArticleLeast Square Dummy Variable (LSDV) in Stata
I am working on a panel of 59 banks picked from 12 countries. My time period spans from 2009 till 2015. My objective is to figure out which determinants impact profit of banks. My dependent variable is...
View ArticleNormalizig Data
Hi everyone, I am trying to normalize my data to run panel regression. So far I have tried to: 1. transform the data to log form 2. normalize data as a panel country using the following commands egen...
View ArticleIndependent Group T Test when more than two groups are there
Hi All, I am want to compare mean of a variable by subcategorizing them into more than two groups. From the following Example Code: use http://www.ats.ucla.edu/stat/stata/notes/hsb2, clear I can get...
View ArticleAlternative to "egen ranks" ?
Dear all, Let's assume there are only individuals 1 and 2 in my sample. These individuals provide a ranking for objects x,y,z (From 1 to 3) and ties are allowed. Individual id object ranked rank given...
View ArticleLooping
Dear all, I have tried to create a loop that can replace the Price variables that are missing with the mean of each crop. For example, I used replace price=mean(crop) if crop ==1 This means that I have...
View Articlebootstrap insufficient memory
Dear All, I am running a bootstrap package by my own in the latest 8 cores version on my workstation. Bootstrap replications (110) ----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5 .xxxx.............
View ArticleWithin a group, create an indicator variable for pairs of respondents
I have this data: Code: clear input int year str2 country str10 pid str8 hhid str10 rb240 2010 "AT" "265850002" "2658500" "265850001" 2010 "AT" "265850001" "2658500" "265850002" 2010 "AT" "265870001"...
View ArticleInterpreting random effects: can statistical significance of variance...
I use Stata 14.1 on Windows 10 Using this code: Code: mixed tolind c.age##c.age Inspired Fables female Liberal Moderate white ceduc marry kids south urban rural suburban crelcom mainline blackprot...
View ArticleSampling Randomly using weights
Hi. I have a survey database with a weight variable. I'm trying to evaluate the impact of a cash transfer program in a country. I know that in the country, N people received cash from this program. How...
View ArticleNew package cprdentutil on SSC
Thanks once again to Kit Baum, a new package cprdentutil is now available for download from SSC. In Stata, use the ssc command to do this. The cprdentutil package is described as below on my website....
View ArticleCreating panel for quarterly data for multiple years
Hiee everyone.I am working on a macro project where i have 7 macro variables for 20 countries from 2006 to 2016.it is a quarterly data in the form of 2006Q1,2006Q2,..,2006Q4 to 2016Q2. I run few...
View ArticleCan anyone advice me on how to treat the square term of an endogenous...
Dear Statalists, My name is Hoang Luong, PhD student at the University of Greenwich, London. I'm applying GMM for dynamic panel model to investigate the determinants of R&D investment at firm...
View ArticlePuzzled by an "omitted variable" question
Dear members, I am conducting a study where the coefficient of interest is the one of an interaction term (dummy##continuous). One of the control variables is "experience" (the years of experience of...
View ArticleLoop breaks at the same value
Dear All, first of all excuse me for my English. I have a problem, when i am programming a loop. I want to extract the Business Code and the belonging Label of the Business ID to an excel sheet. The...
View ArticleMultiple Correspondence Analysis - MCA
Good day, I am hoping someone can assist me with the logic behind MCA. I am trying to create an index from a selection of responses to survey questions. What I would like to know is, when is it...
View Articlestore p-values
Dear Statalist-Users, I would like to store the p-values of a looped regress-code. This is the code I currently have: Code: //creating the matrix unab x : ER_1_Day- ER_12_Month local l : word count `x'...
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