Confidence interval for Fair and Dominguez (1991) age polynomials
Hi all, This is my first post here in this forum, so please excuse potential newcomer mistakes. I estimate annual data for a panel with 138 countries from 1970 to 2011. I have two approaches. First, I...
View ArticleComparing nested models in SEM multiple group testing for data with sampling...
Hello, I am doing multiple group analyses and I am trying to compare nested models. I know lrtest will not work with clustered robust SE. I'm wondering if there is another way to compare overall model...
View ArticleModel selection for intra-subject comparison in longitudinal data
What like to know what would be the best model for a study design where treatment groups are not independent (intra-subject comparison) and outcomes are measured repeatedly over time. In other words,...
View ArticleANKETEST is unable to find the matrix
Dear Statalists, I am trying to run the Anselin-Kelejian test for assessing spatial autocorrelation in my dataset. I have already generated a spatial matrix through spmat command, and I was able to...
View ArticleObtaining draws from different distributions for individuals based on some...
I have data that looks like the following: Code: * Example generated by -dataex-. To install: ssc install dataex clear input float(individual variancefactor) 1 5 1 5 1 5 2 3 2 3 2 3 3 6 3 6 3 6 3 6 end...
View ArticleSum of deviations for each observation
Hi, The problem I am facing goes as follows: I have T observations. I would like to calculate the sum of deviation of each observation 'i' with all the other observations t = 1...T. The attached figure...
View ArticleIdentifying observations within a rolling window with further conditions -...
Dear Community, As I am a greenhorn in Stata, I hope you can help me out with the following. I use Stata 12 on a Windows 10 computer. The dataset is a panel dataset with 30+ companies over a multi-year...
View ArticleCreate a representative little base from an other base
Hello, I'm a Phd student working now with a large dataset, with a list of loans given to corporations over 15 years (specific type of loans and clients in a specific region). I have 130.000 lines in...
View ArticleCreate additional varaibles based on values of an existing variable
Dear Statalisters, My request is simple, but I give a lot of explanation to make the data clear. Thanks for your patience ! Below I present a few observation of a panel data set. The data is organized...
View ArticlePanel datasets not merging correctly
Dear forum users, I have two rounds of household survey data - one conducted in 2005 and another in 2012. The identification link for the two separate files are stored in a third file. This file...
View ArticleMarginal Effects with indicator variable.
Hi Folks, I'd like to calculate marginal effects for an OLS regression which includes an indicator variable. For ease this is the following regression. Code: regress loggrant logpop lpop19 logunemploy...
View ArticleHow to use -matchit- to compare only subsets of master and using datafiles?...
Somewhere else I have mentioned that -matchit- can replicate -reclink-'s orblock option (see here). Jon McEwan made me the following question which is a good example of how to do it. Julio, My current...
View ArticleHow to exclude constant in the command xtfmb in stata? Please
Dear Statalisters, I want to apply the Fama-MacBeth regression model to estimate the price of 2 risk factors, therefore I use the command "xtfmb" and run the cross-sectional regression of returns on...
View Articlenbreg i. problem (not-concave)
I have a question regarding a negative binomial regression analysis I am trying to do. But I am struggling quite heavily as I am often getting a Not-concave error. I have tried to find the problem on...
View Articlereshape by saving variables names
Hello everyone, Could you please help me with this ? I am trying to reshape this data: Code: * Example generated by -dataex-. To install: ssc install dataex clear input str4 year str2(month day)...
View ArticleReplacing observation of a variable for a specific subject with the...
Hi, I am trying to replace observations for Var1 for subject 1 (ID=1) with the observations of Var1 for subject 2 (ID=2). i.e. ID Var1 1 . 2 1 3 0 So I want to change Var1=. for ID=1 to the value of...
View ArticleExtra time dummies are dropped for some reason
Hi guys, I have a question. If I run my panel data (2007-2013) regression with year and firm fixed effects 2 extra time dummies are dropped because of collinearity (see output below). I already dropped...
View ArticleI am a newbie in need so apologies
Sorry to put such an elementary question on here but I have been struggling to get STATA to run my data and running into this problem: format %tm date . describe Contains data obs: 96 vars: 4 size:...
View ArticleExracting variables from many regressions
Hello I am a running a series of regressions (total of 60) like below: regress ABEV3 RmRf SMB HML RMW CMA regress BTOW3 RmRf SMB HML RMW CMA regress BRSR6 RmRf SMB HML RMW CMA regress BVMF3 RmRf SMB...
View ArticleMarginal effects and standard errors for a learning curve - question
I am estimating a learning curve model: Y = bX^-.4 I would like to graph the marginal effect of X on Y with a confidence interval across the range of X. As I understand it, the marginal effect =...
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