SMOTE in Stata
Dear Statalist, I am currently training a random forest algorithm with a heavily imbalanced dataset. I have two groups, where the group of interest makes up about 10 percent of the sample. In order to...
View ArticleModify data per variable to obtain only distinct months
Hi, I'm trying to create portfolio weights per lender for certain SIC-codes. To obtain this, I have to modify my dataset to have only distinct months per lender. So e.g. for MB Financial (see below) if...
View ArticleTesting Replication Code + Best Practice
I am preparing my replication files for an article that has been accepted subject to replication checks. My code relies on a number of user written commands, and the journal's replication policy...
View ArticleSubsample in Panel data By Median
Hello all, I have another question and hopefully you can help me (as already done several times) I am conducting an analysis on the determinants of NPLs in European Banking SYstem. In my sample I have...
View Articlemixed with 2 time points
Hi, I am trying to build a random intercept/random slope model with longitudinal data (time is nested within individual). The outcome is continuous, so I use mixed command. The problem is that there...
View ArticleTrouble with repeated dates and panel creation
Hi all, I have the following issue, I want to create a panel out of data that contains a code (the product), a date and a price. The problem is, the way data was collected, instead of referring to a...
View ArticleMediation Analysis in stata with non continuous mediator- Test statistics?
Dear all, I need to run two mediation analysis for a research project and after having studied the web and this forum for several hours I still have not come across a resource that could provide me...
View ArticleIssue with calculating rolling betas for 36 months period
Hi, hope this question and description is easy to comprehend I have gathered data for monthly returns for 49 industries from 2007 - 2018, as well as risk free rate (rf) and market returns, I wish to...
View ArticleEvent study using princeton event study tool : event happening on weekend...
Dear Statalist, I am using Stata 12 and you can find an example of my dataset at the end of the message (using dataex) I am trying to run an event study following Princeton tool hereafter...
View Articlemargins after gsem multinomial logit with random effects
Hello stata friends, So I am currently estimating a multinomial logit model with random effects. I have been able to calculate the results but I am struggling to calculate the marginal effects. My code...
View ArticlePerson period format, discrete time models , event history
Hello I am working on calendar data of DHS which has data of each women stored in a string format for last five years. For each variable for a women has 80 string variable, each letter in string...
View ArticleUnable to use custom columns in meta forestplot command
Hello fellow Statalist users, I am attempting to follow the instructions for the new meta forestplot command (https://www.stata.com/manuals/metametaforestplot.pdf) using Stata 16.0. Example 11 (Adding...
View ArticlePanel Data - Dealing with trends - fisher test
Hello, I have an unbalanced panel with N=95 and T=28. I would and I would like to run a fixed-effect model. I am checking whether my key independent variable of interest x is a Unit Root. Note that x...
View ArticleLogistic regression variable category dropped due to estimability
Hello, I am running a nested logistic regression. This is the code: nestreg: logistic DV i.var1 i.var2 i.var1#var2 I have approximately 70,000 observations. The categorical variables are coded as 1, 2,...
View ArticleHow do I calculate marginal effects for an interaction term in an ordinal...
I am trying to use mchange within Long and Freese's spost13 package (-findit spost13_ado-) in Stata 15.1. Here is my code: Code: mlogit PaidUnpaidSelf12Cats2 c.WantToBePrimaryEarner#Male Then: Code:...
View ArticleIs there any way to DEgroup a variable?
Sorry for the confusing title, by DEgroup I mean that I created a group, which is a variable that assumes values from 1 to N, and I want to recover the original variable. Is there a way to recover the...
View Article(t) Value
Dear Statalist, I just have a general question about the (t) value, using different types of regressions i.e., OLS, FE, 2SLS, and GMM, i ended up with (what look like a high t value) ranging from 12 to...
View ArticleMultinomial logit with binary endogenous explanatory variable
Hello, I am estimating a multinomial logit model where one of the explanatory variables is binary ** and ** endogenous. To be more precise:Y = f(X, W) + epsilon2 --> this gives rise to a multinomial...
View Articlegsem model fit indices for manuscript reporting
I conducted a mediation analysis using gsem with survey data because my mediators are count data and I set them as negative binomial variables. Consequently, gsem does not allow for the same model-fit...
View ArticleSignificance of the F-test in a FE model
Dear list members, I have an unbalanced panel data (max. T=21, quarterly) composed of bank-specific variables (i.e. mostly financial ratios) for 28 banks. My dependent variable is non-stationary, and...
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