custom paired ttest table
I am running a multi-point paired t-test that is looking at scores of teacher satisfaction in the courses they taught over a couple of months. I would like to compare these scores within the type of...
View ArticleModeling dyadic emissions with scaled and unscaled buyer/supplier growth
Dear Statalist members, I’m working with dyadic panel data (buyer–supplier pairs) and studying how buyer growth (COGS) relates to total emissions at the dyad level (buyer + supplier Scope 1+2). I’m...
View ArticleImputation for two time horizons
Hi, a question arose: how can imputations with different time horizons be combined? The big five variables are conducted from 2005 onwards, the others are conducted from 1993 to 2019. Thank you in...
View ArticlePossibility of adopting System GMM (xtabond2) for a panel data of N=30 and T=18
Dear Statalist members, I have been struggling with a panel data with N=30 and T=18. My professor suggests me to adopt System GMM (xtabond2) for this panel data, but many materials have said that 'N=30...
View ArticleTheta_tk coefficients = 0 in output-oriented tfdea models
Hello everyone. I am experiencing some issue with tfdea (technology forecasting using Dea), and I would be grateful to anyone willing to help. I am using tfdea on a dataset containing information on...
View ArticlePossible feature -view line number in results
Hello! I am curious if this is an existing feature or one that could be added. The idea is to print the line number of a command whenever that command prints something to the results window. So, for...
View Articlelast estimates not found after rdbwselect
I've seen some posts referring to this error r(301): last estimates not found after running some instrumental variable like ivregress and ivreghdfe. Take for example, 1632097 or 1772205. The solutions...
View ArticleAsk for help about Quantile Control Method (QCM)
Hello everyone, I'm currently learning about the synthetic control method and trying to replicate the example provided by Qiang Chen (2024), who developed the command. However, when I attempt to run...
View Articletriplot weighted by frequency
Hello everyone, Using Stata 18.5, I've used triplot by Nick Cox (2009) in order to plot three discrete variables, each ranging from 0(0.1)1. Since my variables are discrete, when using triplot many...
View ArticleARDL Lag Selection and Short-Run Elasticity Inference in Small Sample
I have a small sample of 29 annual observations. While the literature recommends using AIC lags, doing so in my case results in a large number of estimated parameters — enough that I lose degrees of...
View Articlemrtab: error message if by variable is constant
When using the SSC program mrtab by Ben Jann using the by() option with the by variable being constant, mrtab will issue the error message Code: '/' invalid observation number r(198); The user may...
View ArticleTime-dependent covariates. is a random intercept model enough?
Dear all, I have a dataset with data from different European countries, repeated in the year. My outcome ("vaccin") is the percentage of vaccinated people. Adjustment variables are the gross product...
View ArticlePre-Post Line Graph
Dear Statistician, I want to create a before-and-after line graph for my dataset. Is it feasible in STATA? If yes, please help me with the command. I have attached an example. No matches for the below...
View ArticleAdequate variable transformation
Hi, everyone! I kindly ask for advice regarding whether and how I should transform the regressor x1 given these data. I am estimating a model with panel data using the xtreg command.It is evident that...
View ArticleStaggered DiD with unbalanced panel data and "cumulative"...
Hi everyone, I’m conducting an analysis on the impact that receiving a Michelin star has on the opening of new business ventures associated with a restaurant. The database covers the full history of...
View Article