generating markov transition matrix
Dear all, I am trying to make a transition matrix on income mobility, the column is 2010 and the raw is 2008. my data contains two series of income data from two different time periods, 2008 and 2010....
View ArticleHow to download a list of stock's Adj. Historical Data from Yahoo Finance to...
Hi, I am trying get 5 year daily historical adj. closing price for 94 tickers from yahoo finance. Anyone know how to do this? Feel free to recommend any other sources as well. Cheers, Chris
View ArticleOutput table Stata / Interpretation
Hello everyone, postet this in the "test" section, but so far got no reply. I am sorry for duplication, I don't know how to delete posts. Please help me! Variable (1) (2) (3) (4) IV1 -x + - x + -x + -x...
View ArticleRunning regression in a loop in panel data
Hello, I have to run regression in a loop on a panel data set. My data is of the following format: panel_id year cash_flow 1 1994 35 1 1995 39 1 1996 24 I have to regress cash_flow over time, where...
View ArticleFixed Effect with Cluster
Hello, I have an additional question on Fixed Effect Models. Panel data are already clustered data, and the command xtset ,the individual identifier, is the cluster identifier. So if I set the id and...
View Articlespatial nummeric lag with panel/TSCS data
Dear Stata list community, I want to generate a “spatial lag” that captures the average of the value of the (numeric) dependent variable in the previous year (t-1) in neighboring units. I have a...
View ArticleXTPMG command to estimate non-linear pass through
Hello, I was hoping to do a panel analysis of several countries for asymmetric pass-through using the mean group estimator. I thought of basically extending from the NARDL model and using the...
View Articledefining a local with [`i']
Dear all I am having a problem with defining a local within a loop. I would like to create a list of locals taking the numbers in locname as a suffix but at the same time also including [`i']. Consider...
View ArticleLee (1983) sample selection correction with accelerated failure time model
I am trying to implement the selection control used by Henderson et al. (2006), which is derived from Lee (1983). Henderson et al study CEOs over time and try to control for the likelihood that a CEO...
View ArticleChange reference group in logistic regression analysis
Hello, I have a data set including a binary outcome variable "med" coded as 0 and 1. Predictors include "score" (low=0, medium=1, high=2) and "age". I use Stata 14.1 and run the following command:...
View ArticleStacked Bar; multiple overs(); blabel()
Hello list, I am aware this has been covered, I would just like discuss to bring this topic up to date. When using (1) graph bar stacked option with multiple overs(), in order to sort by multiple...
View ArticleDeciles + Average
I am new on Stata and do not really understand some basic commands as well as the terminology used, so I would really appreciate if you could provide me a step-by-step answer if it is possible. I will...
View ArticleHow to calculate value weighted avergae of other observations in the same group
I have an unbalanced panel data, which include the following variables: panel id: wficn - mutual fund identifier time: year (wficn, year) uniquely identifies each observation each fund's return: mret...
View ArticleExploratory Factor Analysis for Complex Survey Data
Hello, I am working with complex survey data that has probability and replicate weights. Is there a way to account for these weights when conducting exploratory factor analysis and does it even matter...
View ArticlePost-estimation, wald tests after using Mlogit for MI Estimate
Hello Statalist community, I am using Stata version 13. I want to run a mlogit model (multinomial logistic regression) after MI estimate (for imputed data), and svyset (clustering schools and regions)....
View ArticleParticipation and hours elasticity
Hello, i am using the discrete choice model to estimate the labour supply of individuals. In order to estimate the hours and participation elasticities in that model i increase the gross wages 1%. For...
View ArticleWhy nlcom standard deviation for exponentiated estimators differs from the...
Hi Statalisters, The marginal effect of my variable of interest subsequent to a panel fixed effects estimator is given by Array I am using command nlcom in Stata 14.0 to obtain the standard deviation...
View Articlemargins from cross-classified RE melogit
Dear Statalisters, I'm trying to estimate predictive margins from cross-classified RE model in which individuals are nested and cross-classified in id_a and id_b. The model is as follows: Code: melogit...
View ArticleKaplan Meier curve shows longer survival time while multiple regression...
Dear all, I run a survival analysis to compare Lamivudine Vs Kaletra groups and my Kaplan Meier curve shows that the survival curve of Kaletra is above the Lamivudine curve. HOwever, in my multiple...
View ArticleRsquared
Dear all, i am estimating a multinomial logit model by the command mixlogit in Stata12 as done in Arne Hole's paper in the stata journal(2007). I need help about how to calculate R2 in the model. The...
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