Dear Statalisters,
I am trying to test for an inversed U-shaped patterns between R&D attainment discrepancy (which is the difference between the level of R&D exhibited by a focal organization i at time t-1 and the average industry R&D level at time t-2) and two different DVs: R&D level at time t and innovative performance at time t+1 (measured as the number of patents filed by the focal firm).
To test for a U-shaped pattern between R&D attainment discrepancy and R&D intensity, I used a system GMM model (xtabond2) followed by the utest command (Lind and Mehlum, 2010)
As concerns the relationship between R&D attainment discrepancy and innovative performance, I used a random-effects negative binomial model (supported by a Hausman test) including the direct (significant and positive) and the squared term (significant and negative) of my IV. To corroborate this pattern of findings I would like to conduct a Sasabuchi (1980) test for an inverted U-shape in R&D discrepancy, estimate the turning point and its confidence interval based on the Fieller's method (Fieller, 1954), and check whether the confidence interval is contained within the data range. However the utest command does not recognize the name of the dependent variable after xtnberg. Specifically, I obtained the following error message ("DV name" not found r(111)):
* Random-effects negative binomial regression for innovative performance
xtnbreg F1Patent RDgap RDgapSquared RD1lag SPFnegative SPFpositive SL L1Altman L1GD IMPintensityPERCE RelDiv UnrelDiv L1LogtotAsset AGE IndGrowth RDav IndNIP IndPAT _Iyear*, re
* Lind and Mehlum's procedure for testing U-shaped relationships
utest RDgap RDgapSquared
RDgap not found
r(111);
I think the error message is due to the prefix by which results are stored in memory. Could you please help me fix this issue?
Additionally I would like to plot the predicted inverted U-shaped relationships between each of my DVs and my IV, holding other continuous explanatory variables at their mean levels and binary variables at 1. Is the following procedure correct?
*Generating Linear predicion for F1Patent after xtnbreg
predict F1Patenthat
*Graphing the results
twoway line F1Patenthat RDgap if _est_IPModel==1, sort //*(_est_IPModel==1 corresponds to e(sample))
twoway qfitci F1Patenthat GapBEST if _est_IPModel==1, sort
I think that I failed in holding the remaining covariates at their means and significant binary variables at 1.
Many thanks in advance for your always precious help,
Ambra
I am trying to test for an inversed U-shaped patterns between R&D attainment discrepancy (which is the difference between the level of R&D exhibited by a focal organization i at time t-1 and the average industry R&D level at time t-2) and two different DVs: R&D level at time t and innovative performance at time t+1 (measured as the number of patents filed by the focal firm).
To test for a U-shaped pattern between R&D attainment discrepancy and R&D intensity, I used a system GMM model (xtabond2) followed by the utest command (Lind and Mehlum, 2010)
As concerns the relationship between R&D attainment discrepancy and innovative performance, I used a random-effects negative binomial model (supported by a Hausman test) including the direct (significant and positive) and the squared term (significant and negative) of my IV. To corroborate this pattern of findings I would like to conduct a Sasabuchi (1980) test for an inverted U-shape in R&D discrepancy, estimate the turning point and its confidence interval based on the Fieller's method (Fieller, 1954), and check whether the confidence interval is contained within the data range. However the utest command does not recognize the name of the dependent variable after xtnberg. Specifically, I obtained the following error message ("DV name" not found r(111)):
* Random-effects negative binomial regression for innovative performance
xtnbreg F1Patent RDgap RDgapSquared RD1lag SPFnegative SPFpositive SL L1Altman L1GD IMPintensityPERCE RelDiv UnrelDiv L1LogtotAsset AGE IndGrowth RDav IndNIP IndPAT _Iyear*, re
* Lind and Mehlum's procedure for testing U-shaped relationships
utest RDgap RDgapSquared
RDgap not found
r(111);
I think the error message is due to the prefix by which results are stored in memory. Could you please help me fix this issue?
Additionally I would like to plot the predicted inverted U-shaped relationships between each of my DVs and my IV, holding other continuous explanatory variables at their mean levels and binary variables at 1. Is the following procedure correct?
*Generating Linear predicion for F1Patent after xtnbreg
predict F1Patenthat
*Graphing the results
twoway line F1Patenthat RDgap if _est_IPModel==1, sort //*(_est_IPModel==1 corresponds to e(sample))
twoway qfitci F1Patenthat GapBEST if _est_IPModel==1, sort
I think that I failed in holding the remaining covariates at their means and significant binary variables at 1.
Many thanks in advance for your always precious help,
Ambra