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VECM interpretation/ serial correlation

Dear Stata users, I would appreciate it if someone could help me with a VECM interpretation and some suggestions to eliminate serial correlation. I have attached some results. The model has 4...

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Testing Differences Between Coefficients Across Groups

Hello! Many thanks in advance for any help. I'm running an xtprobit on a large dataset to figure out people's likelihoods of cohabitation. I'm trying to figure out how to compare the coefficients on...

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Graph for Panel Data

Hi Statalist, I cannot find the right code for the kind of graphs I would like to produce and was wondering if you could help! I have panel data. There are ten countries in my dataset. The variables...

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regoprob shows factor variables and time-series operators not allowed r(101)

I am doing HGLM analysis with ordinal outcome, data are from 19 countries and the dependent variable is Job Security. and the syntax is: regoprob JobSecurity i.Female##c.WelfareIndex i.Age_gru...

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Draw a graph with a simple panel data dataset

I have a simple panel data database (country,year and one variable). I would like to: 1) gather countries into geographical subregion 2) draw time series graph (xtline) Could someone suggest me which...

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RE Probit vs. Chamberlein Probit RE

Dear All, I have a panel data of 2016 country-pairs for the period between 1990-2010 (5-year intervals). Dependent variable (RTA) is a binary and indicates whether dyads have a regional trade...

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Creating a variable to show job status at specific age.

Dear Statalist, I need to create a variable to show employment status for childless men(menwithfbirth=0). I want to choose their employment status at the interview time i.e. 2015m6 if they are younger...

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Data preparation - Store value of variable as local macro in loop

Dear Statalisters, I am quite new in stata and I am preparing my data for an event study. I have a problem creating a loop that stores the value of a variable for a specific row in my dataset as a...

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Simple test for heteroskedasticity and non-normality in Stata

I have been looking for a simple way to test if my tobit model (panel data) suffers from heteroskedasticity and non-normality, but I have only found very complicated ways to do this... Does anyone know...

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looping a regression and creating new variables out of the residuals

Hello guys, I am having trouble with creating a simple loop that creates a new variable out of the residuals after a regression. For instance, I have 5 different stock returns over a period of 25...

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tsline option and combining several tsline graphs

Dear all, I am currently using the following code: twoway (tsline var1_1) (tsline var1_2) (tsline var1_3) (tsline var1_4), legend(off) graph save var1 twoway (tsline var2_1) (tsline var2_2) (tsline...

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bivariate analysis with svy prefix command

Hello, Since Fisher exact test is impossible with the svy command, should we be content with the result of the Pearson test, or should we perform a multinomial regression? Thank you for your help

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Exporting estimates by group to Excel

Hello, I am trying to export my estimations to Excel but I cannot export them by group. I can export the estimations of the panel but it doesn't work if I repeat the regression for each group. I tried...

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Repeated time values in sample r(451)

Dear Statalist! I have panel data. I want to select number of lags. I type: tsset quocgia year -> tsset quocgia year panel variable: quocgia (strongly balanced) time variable: year, 1998 to 2013...

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Save and manipulate results

I am using the command 'hoi' which I initially provides a table with the estimates for the logistic regression and then a table with the outputs of interest, which are: Coverage, Dissemilarity and...

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ologit and brant test

Hello everyone, I have conducted a brant test after an ordered logistic regression in order to test for the parallel regression assumption. My main independent variable is foreign_bakgrnd which does...

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(Melogit or Xtmelogit) and Svyset/ Multilevel modeling with survey data

I would like to both run a multilevel model and incorporate survey weights. I am using ACS data and its replicate weights. Is it possible to do this? Additionally, the level of clustering that I am...

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Can I use Mata to calculate a median of the outcome in the exposed and...

Hi everyone, After running the following "teffects psmatch" command: Code: use http://www.stata-press.com/data/r13/cattaneo2 teffects psmatch (bweight) (mbsmoke married mage medu fbaby), nneighbour(1)...

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multiple imputation - using truncreg

Hello, Statalists!!! I'm trying to do multiple imputation with truncreg because my variables have range of score. However, after running and check [sum] of the variable, the number of observation have...

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Determining date of last occurance for panal data

Hi, I have data organised by participant ID and episode ID for specific occurrences. I am having trouble determining the date of last occurrence for each participant (for determining person years for...

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