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1.073 stata questions.

I'm working through the book An introduction to state space time series analysis by Commandeur and Koopman, and I want to replicate a few of the simple models in Stata 13.1. The two related models I'm ...

I am trying to construct a financial stress index. I have selected 12 variables that I use as indicators of financial market stress. These are all time series of daily data (VIX, credit spreads, etc.)....

I have some data with overall firm revenue. I have revenue by department (and further split into types of projects) and by fiscal year. I'd like to run some interesting descriptive statistics in stata....

I need to know the tests that need to be done for a probit regression model and the command of these tests with the stata ? Is it necessary to perform a multicollinearity test? I want to know how can ...

I have plotted IRF in stata with response S&P500 and impulse treasury bill rate. According to the model they are positively related. However, my irf graph is below zero(see the graph below). How ...

I would like to compare the coefficients from the same model estimated by the logit and probit command. I think that the probit model is estimated normalizing the variance of the error term to 1. What ...

I’m using Stata 12.0, and I’ve downloaded the polychoricpca command written by Stas Kolenikov, which I wanted to use with data that includes a mix of categorical ...

I have a dataset that I am doing in R and I need to calculate elasticities in it. To simplify my model, I have Y = XB + u, and I need to find the elasticity of Y with respect to X. My investigation ...

I have the model: Assuming we do not know the "p-value" I'm trying to analyse the significant variable looking only coeff. / std Err and t value. I'm a bit confused as if I looked beta which has a ...

I have a very basic question. I use two equations: \begin{equation} y_{it}=\beta*X_{it}+\theta*C_{it}+ \sigma_{i}+\tau_{t}+\epsilon_1 \\ z_{it}=\omega*X_{it}+\sigma*C_{it}+ \lambda_{i}+\gamma_{t}+\...

I would like to estimate a log-linear regression and examine the results with Stata's marginsplot command. I have transformed my dependent variable into natural logarithm (to make a highly skewed ...

I am trying to estimate a model using control function approach (I will write all the variables in a scalar form so that it is easier to explain): The main equation: $y_1 = \beta_0 + \beta_1 \...

I get the above warning in Stata when I run a (clustered-panel pseudo-Poisson ML gravity-) regression. Observations are pairs of countries and the regression includes dummies for each combination of ...

I want to estimate 2SLS in Stata with two endogenous, continuous variables: $X_1$ and the interaction term $X_1*X_2$. The other IVs $X_2...X_N$, including the quadratic $X_2^2$, are all exogenous. I ...

I would like to conduct an instrumental variable (IV) analysis (a.k.a Mendelian Randomization analysis due to my IV is a genetic variant). In many cases as I searched before, an IV analysis was ...

Is it possible to utilise the system GMM estimator using xtabond2 when our dependent variable lies within the interval [0, 1]. Moreover, the mass point is at around 0. Thank you, Sagnik

I am conducting a difference in difference analysis for the changes in wages in a treatment and control group before and after a policy change (treatment group = class of workers impacted by a labor ...

I have a dataset of states with a variety of demographic characteristics of those states, as well as those states assigned to a geographic region (note that the first column is "fips", just that the ...

What types of statistical analysis should I use to questions like: 1st question. Have you had problems standing for longer than 30 min? possible answers: no problems - had to adjust to be able - ...

I am working on time series analysis. I have squared returns as dependent variable. I want to regress it for knowing its causes. I have long T and small N data. I am looking for Quantile ARDL ...

I have panel data with approx. 20,000 observations on different firms and years. In each observation, a firm makes a business decision, deciding for either $A$ and/or $B$ (both are continuous from 0 ...

I have 4 variables for a panel of N metropolitan areas over T years: productivity number of patent applications population share of graduates in the labor force I wanted to regress ...

In Stata 13, there is now the new command "meglm" (multilevel generalized linear models) to analyse hierarchical models. My question is, what is the difference between the "meglm" with family of ...

Context: I am using Stata to recreate someone else's analysis which was done in R. In Stata I have used the margins command to calculate the average adjusted predictions for a logistic model. I ...

I would like to introduce "instrumental variables" in my study. In many cases, the outcome (dependent variable; DV) is a continuous variable. However, my study design has binary outcome (DV) and ...

I have difficulties understanding the different types of prediction after running survival::clogit in R. I do not think this is due to author's fault, but mainly ...

I am analyzing a spatial panel dataset using the XSMLE package in Stata. My units are a subset of US states (11) and my panel is strongly balanced. The package returns estimations for Main, Spatial, ...

In my current statistics course we're being taught about time series, and in this context we came across sums like this: $$\sum_{t=1}^{\infty} \epsilon_t r^t \quad \epsilon_t\sim \text{WN}(0,\sigma^2) ...

I am currently facing puzzle and I hope some of you will be able to provide me some insights. I have this model: y: binary variable, x1: binary variable (endogenous), z: binary instrument, x2: ...

I am involved in the final step of a project that evaluates the prognostic value of asymptomatic vs. symptomatic recurrence detection; all subjects experienced recurrence. The project proposed a ...

I'm running a simultaneous equation model (three equations) on a time series dataset using reg3 in Stata. Some colleagues are concerned that the problem of ...

I have balanced panel data for around 130 countries, over three years. I ran a fixed effects regression using 'country' as my panel variable, and adding dummies for 'year'. I want to forecast the ...

I am trying to understand the output from Richard Williams's amazing gologit2 STATA package. The software is used for ordinal logistic regression and circumvents violations of the proportional odds ...

I have a revenue dataset for various businesses. For about half of those businesses, monthly data is available. For the other half, only annual revenue data is present. I know the seasonality of the ...

I ran an mlogit model in Stata. I then asked for the average marginal effects at representative values and now I would like to represent them in a graph. I have a ...

I hope someone can help me as I am stuck with this problem for quite some time. I have panel of S&P500 companies from 2010 - 2014 and I want to run a regression including industry and year fixed ...

I need to generate two random variables - lognormal and beta distributed - while ensuring that the correlation between the two variables is -0.3. I generated two normal random variables with -0.3 ...

I need to find out out how opinion probability (continuous variable varying between 0 and 1) influences clusters (categorical variable - 6 clusters). I am using Stata and I see two possibilities: to ...

I need to know how can I combine in stata the DID (difference-in-difference) model with the PSM (Propensity score matching) with cross-sectional data. I had searched and there are tones of answers ...

Research design utilizes companies that switched auditors (TREATMENT) and propensity score matched (PSM) companies that did not change their auditor (CONTROL). To obtain the propensity score for each ...

I have an unbalanced panel on daily data for 8 months for 8 years on a pollutant. Thus, my T is very large and my N(number of cross-section) is 112. My model contains a lagged dependent variable as a ...

I am doing my thesis at the moment and I needed to check the BLUE assumptions for my data set. I am doing my thesis on trying to explain IPO underpricing and my data set consists of 100 companies who ...

Background: Our thesis explores the relationship between Corporate Social Responsibility (CSR) and Return on Assets (ROA). ROA is computed by multiplying the firm's Profit Margin with Asset Turnover ...

I have a dilemma over the application of double hurdle model. Here is a description of the data that I want to analyze: 1. Binary info on household purchase of different milk products 2. If ...

I'm trying to replicate example 5.7 in Applied Survey Data Analysis (2nd edn). The text example is in Stata and I'm trying to replicate in R. With my svydesign object, I get exactly the same results ...

Does anyone have Stata code they could share with me so that I can run a two-part model to look at health care expenditures? The first part of the model will determine whether or not an individual had ...

I am writing a Stata do file, I am doing a regression (actually gologit2, but I don't think this detail is important) with a long list of IV's. It would really help ...

I am performing a Hausman test on panel data to determine whether to choose Random Effects or Fixed Effects for my analysis. After performing the test I get this error: ...

I have a string variable (drugs) that contains a list of drugs prescribed at each line of treatment. I'm looking to create a new string that contains only the unique drugs from each line. In the ...

This is probably basic, but the answer has eluded me so far... In Stata, if one runs the logit command, coefficient values are given. For the variables with p-...

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