Regress changes in variables instead of levels
I have a panel dataset consisting of over 10,000 firms and lasting 20 years. I need to run a regression of a dependent variable on 10 independent variables that does not look at the changes in the...
View ArticleHow to run a Fama Macbeth regression in stata. Have the command but does not...
I want to run a FamaMacbeth regression in stata and found the following command: xtfmb y1 x1 x2 x3 x4 x5 x6 x6 if year>=1974 & fyear<=1990 However my results are not significant where they...
View ArticleNeed to create the following variable --> (Xt-Xt-2)/Zt
I have a panel dataset in which I have to look at the change in the level of independent variable X in 2 years. So the variable should look like this: difX = (Xt - Xt-2) / Zt, where t is the time...
View Article2 Stage least squares with Panel Data
Hello everybody, I need some help with regressions on Panel data. I want to do a 2 stage least squares, with panel data over different countries and years. How do I achieve this in stata? What I want...
View ArticleTime Series Analysis/ Datetime Business Calendars
Hi all, I am doing a time-series analysis of the S&P500, and I have imported all of my variables in from excel. I am having trouble converting the date variable from excel into business calendar...
View ArticleConverting variable labels from upper to lowercase
How would one accomplish something like that in Stata? Many thanks!
View Articleologit results and outleg2 command
Two questions related to ologit. 1. When I executed ologit, I obtained the following results. How do I interpret cut1 and cut2? 2. After ologit, I tried to use outreg2 command as follows. outreg2 using...
View ArticleMaximum likelihood estimation for special logistic model
Hi, I am looking to run a maximum likelihood estimation for the follwing logistic function: L=ππ(1/(1+e^(-x/variance) ))^y (1/(1+e^(x/variance) ))^(1-y) This is what I wrote in Stata: program define...
View ArticleReporting significance of diff between means in a table
I have about 10 variables in a data set of about 100K records. I am reporting the means for each variable by country, which is no problem. I also separately report means for each variable, split out...
View ArticleEstimating Mean Differences in Multilevel Model
Hello everyone, I have the following equation: y = a + b_1.x_1 + b_2.x_2 + b_3.x_3 + b_12.x_1.x_2 + b_23.x_2.x_3 + b_13.x_1.x_3 + b_123.x_1.x_2.x_3. Here. x_1 is a dummy variable having values 0,1....
View ArticlePlease help me deadline! Interaction effects time-invariant fixed effect...
dear all i have a very urgent question and I dont know what to do anymore. my proposal has been rejected and i only have 2 days to change it.. basically i ran an OLS regression and included an...
View Articlekeeping zero values when collapsing?
Hi. This is a quite a basic problem but I can't seem to find a solution anywhere. I am collapsing (mean) rows of data for a numeric variable X (0-2000+), by participant number from 1-800, and by day...
View ArticleStata 12 trial
Could anyone using this website http://www.stata.com/customer-service/share-stata/ let me try Stata 12 for 30 days? I will find the installation software but I need a registered perpetual user to allow...
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Interpretation of VAR model
Hey guys, I'm using STATA software to investigate the relationship between stock returns and trading volume. As it is required for my dissertation; I should perform VAR analysis to check whether...
View ArticleXtlogit, cluster se & marginal effects of interactive dummies
Hi, I'm just exploring the xtlogit, fe model to model happiness in BHPS. I was wondering: 1) Is there any way to obtain the marginal effects of interactive dummies in an xtlogit, fe model? There is a...
View ArticleEstimation of theta
For my master thesis I do a study to the influences of the introduction of the Euro on stock returns. For the last part I measure stock market integration by measuring theta. The methodology is based...
View Articlehow to regress data by industry by year?
I am a second year Ph.D student and started using Stata a few weeks ago. My equation is Y=a+b1X1+b2X2+error and data is unbalanced panel. I have tried to do as following: levelsof sic, local(levels) 1...
View Articleparameters constraints
Hey guys, I'm reading a paper and I'm trying to follow the same procedure but I'm stuck. Basically, it says that "the coefficients of the four dummy variables (that I'm using) should be constrained to...
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homoscedastic: interpret the results?????
Hi all How can I interpret the result of homoscedastic regression?? The null is that model homoscedastic: constant and prob >Chi2 is 0.0971 chi2(1) = 2.75 if (prob >Chi2) is greater than 0.05...
View ArticleCreating group id's
Guys, I want to create group id's but it doesn't work. I know how to create id's, but in my study i need a little modification for this. I hope you can help me. The dataset is as follows: date Product...
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