Granger Causality test after VECM
Hello all, can somebody please tell if Granger Causality test can be performed after VECM model, i.e. after knowing that there exists co-integration between variables? If yes, then how can it be done?...
View ArticleTrouble getting confidence interval/margin of error for...
I am using the 3 year 2011-2013 American Community Survey Public Use Microdata data from IPUMS. We want to use STATA to calculate confidence intervals (and eventually margins of error) on counts within...
View ArticleChanging colorscheme in "translate" command
I LOVE the "translate" command. I find fontsize(8) works best for 8.5x11 paper. I'd love to output in color. I see there isa parameter called "scheme" which is by default set to monochrome. What are...
View ArticleStata newbie trying to compute margins for Poisson Regression by hand
Hi, I am trying to compute the margins for the DollHill data set using Poisson in the manner of http://www.statalist.org/forums/foru...-after-poisson I am using Stata 13.1 and the commands are: use...
View ArticleDickey Fuller interpretation
Array How do i interpret the results of this test my variable name is chic is it stationary or non stationary
View Articlemerge replacing type of variable
The variable -mun6dig- below is not a double variable in either of my datasets (master and using datasets). Stata replaces it to double type saying it is so in my using dataset. But I checked it and it...
View ArticleSchool Fixed Effects on Tennessee Student/Teacher Achievement Ratio...
Hello guys, I have the data from the Tennessee Student/Teacher Achievement Ratio experiment (Project Star). Over all four years, the sample included 11,600 students from 80 schools and my current...
View ArticleFixed Effects Regression: xi vs. cluster2?
Dear Stata experts, I have a short question concerning a Regression: My file (panel) includes different ManagerIDs' and their yearly Returns. Some of the Managers have more than one return per year....
View Articleconfirming fvset
Hi all, A quick question about the fvset command. I wanted to permanently change the base category of a categorical variable to category 2. The command I used was: fvset base 2 (myvar) This command was...
View Articledouble-selection model
Dear all, I would like to run a double-selection model (Tunali 1986) and I am not quite sure whether I can do that using Stata? (My understanding that Limdep can handle the model.) I would appreciate...
View ArticleDropping entities in panel data
I have an unbalanced data of 50 states in the USA for 12 years. I want to run fixed effects regression by omitting one state. Is there a direct way to do this?
View ArticleMean Variance Spanning
Is anyone familiar with a mean-variance spanning test? We are doing a mean-variance spanning test of the possible diversification benefits of commodities in a portfolio. What you do is that you run a...
View ArticleHelp for data transfer
Hello, I have a big dataset in Stata. I am using STATA 13, and STATA 14. I want to convert the same data set without any variable name. I just want to have the same set without the variable name. I...
View ArticleNext iteration in a loop triggered by "exit" within a program
Dear Statalist users, This post is related to earlier posts on how the "exit" command works in foreach of forvalues loops. I have read these posts, and am still stuck with what I believe is a a...
View ArticleExcel import, specify number of columns
Dear All, I need to import an Excel file to Stata. The data starts at a row N, which is known and starts at column A and proceeds to some column X. The number of rows is unknown. If I let Stata (13.0)...
View ArticlePanel Granger Causality test
I'm trying to use the Granger causality test in stata 13.1 ,I'm using the vector autoregressive VAR model. I would need some help to perform this test with panel data . I would to know please the...
View Article-xtpoisson, fe- Interpreting 3-way interaction
Hello forum members, Suppose I have the following model: Code: xtpoisson y x1 x2 c.z1#c.z2#c.z3, fe irr where x1 and x2 are time-variant controls, z1 and z2 are fixed (time-invariant) and z3 is...
View ArticleMatsize Workaround?
I have a distance matrix which I am trying to transform into a column vector (which I can then use for regression purposes, using pairwise distance as my DV). In the past, I've been able to do this:...
View ArticleHow to create propensity/risk score after running Cox model?
Hello, I am attempting to create a clinical risk score after a time-to-event survival analysis by using a Cox model. This is being done in order to preserve degrees of freedom in the subsequent final...
View ArticleRegression by city and year
I have a database with information for 26 cities over eight years and will use to generate a regression equation, however, I want to make the regression for each city and year. Ex .: City 1 Year 1;...
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