optimize() in STATA
Dear members; I would be really grateful if you could help me on this: I have the following function Rp,t+1= rf + beta* rt+1 (1) Rp,t+1 : the return of the portfolio rf= free risk rate rt+1: the return...
View ArticleClik here to view.
Bonferroni correction for binomial test in Stata
We have the following data set: ~1000 observations (patents) in total in 8 groups, each patent with a 0/1 outcome variable: So we want to know if each patent group's good rate (outcome = 1) is...
View ArticleHow to recode and combine items on a 7-point Likert-scale dataset
For my thesis, i was handed a dataset with around 100 7-point Likert-scale items. My supervisor can not help me and my fellow students with Stata, since she is trained with SPSS, and neither Google...
View ArticleReputation measure (cumulative IPO dollars until a certain year) – loop or...
Dear Statalist, A (private equity) firm is an investor in private companies. A firm can gain a reputation by having one of their portfolio companies have an IPO (think e.g. Facebook). I therefore want...
View ArticleConfusion in xtreg, fe manual
In the xtreg manual entry ( http://www.stata.com/manuals14/xtxtreg.pdf ) it states the following regarding the FE model: xtreg, fe can estimate σν and σ, although how you interpret these estimates...
View ArticleCreate one matrix for each observation
Dear Stata Users, I don't know if my problem can be solved without using mata, but if yes I would prefer to do it that way. Lets say I have 3 observations and 4 variables like that: i x1 x2 x3 x4 1 7...
View ArticleBar graphing over time and over subpop groupings
Dear All, Please see attached a graph. How can I produce this using the graph bar (mean) income, by(gender) by(year)command? I have tried to do this but I keep getting individual bars on different...
View Articlebootstrapping
Hi everyone, I'm running a bootstrap for indirect effect. In the program, I have to put a simple regression (effect of IV on the mediator) and a censored normal regression (main model including IV and...
View Articlehow to get effect sizes after using the command "xtreg" in...
Dear Statalisters, I'm trying to use Stata 14 to get effect sizes after using the command "xtreg". When the command is 'regress', I'm able to follow it with 'estat esize' to get partial eta squared...
View ArticleStrangest non-convergence ever
Have a large data set (n=7M) and am running hierarchical logit models with increasingly complex product terms. The four-way converges without problem. The three-way converges without problem. The...
View ArticleAdjusting standard errors when using multinomial logit and 2SLS
I wish to estimate the earnings functions for individuals in the public sector, formal and informal private sectors, self-employment and agriculture. I address two forms of bias - sample selection and...
View ArticleAccessing stored estimation results with nlcom
Is it possible to combine the results from two separate estimation commands using nlcom? I simply wish to multiply a proportion (using svy: proportion) and a mean (using svy: mean). Minimal Working...
View ArticleHow to introduce time-constant variables in xtabond2 ?
Hi everyone, I am using xtabond2 to estimate a dynamic panel model. My problem is I would like to keep time-constant variables in the model, but I don't know where to put them. If I have well...
View ArticleReplace observations
How can I replace an observation with the value of a other observation? I have some observations with Brand = n/a, but I have the name of the Retailer. In the case the Brand = n/a, Brand should become...
View ArticleEstimate a non linear least square using Mata
Dear all: I have the next issue, I want to estimate a non lineal least square, for that use the next "program" Code: program nlequation1, rclass version 13 syntax varlist(min=2 max=2) if local y : word...
View ArticleFlexible number format
I am converting data from an external source and have to guess an appropriate Stata variable format automatically. Neither f nor g format seems to be a good fit for my task, but perhaps one can advise....
View Article95% CI for Percent Agreement?
Hello, Im doing stats for a paper right now, and the first author would like me to mimic what was done in a previous article that is somewhat related. He is asking for concordance with a 95%CI. When I...
View ArticleControlling decimals in outreg2
I'm using Stata 13.1 and using the current version of outreg2 installed from ssc. Not a huge issue but it annoys me. I'm unable to control the number of decimals reported for confidence interval...
View Articlenon-inferiority hypothesis testing
I am interested in using a ttest to test: Ho: Mean(VSI)>Mean(VO)+8 OR EQUIVALENTLY Mean(VSI)-Mean(VO)-8>0 and Ha: Mean(VSI)<=Mean(VO)+8 OR Mean(VSI)-Mean(VO)-8<=0 I understand that the...
View ArticleClik here to view.
Looking for proper model to analyze the determinants of firm fdi location choice
Dear, I have data on firm level outward FDI which include: firm_id, year, host country and affiliate name set up in each year, I want to do empirical analysis on the determinants of firms' location...
View Article