Efficient GMM weighting
I think Stata Gmm only allows to define an arbitrary weighting matrix for moment conditions in the first round of GMM and not on the second round. I am wondering why this feature is not included in...
View Articleinvalid numlist has too many elements with synth
Dear stata users, I'm trying to run synthetic control group on stata 11.2 to measure the effect of public aids on the recipients. In order to do that, I download the synth package created by Abadie,...
View ArticleAdd headers to groups of variables in output from estout?
I have several specifications that -estout- groups into a coefficient table. I'm using -estout- version 3.20 from the SSC and the March 3, 2016 update of Stata 14.1 MP. So far, I have code like this:...
View ArticleQuestions with factor mixture model
Does anyone ever use Stata to run factor mixture model? It seems that most people use Mplus to run factor mixture model. I have not used Mplus and would like to explore if Stata can do it. Many thanks!
View ArticleNo p-value for LR test vs. logisitc regression after melogit command
I am trying to run a mixed logistic regression model, accounting for clustering at the household level. After running the model < melogit y x || lev2: > there is no confidence interval given for...
View ArticleTime Constant
Hi, I am using time fields with %tc HH:MM format. I want to filter records records on any given time constatnt for e.g Timefield>"13:15". Please suggest how i can do this.
View ArticleTwo endogenous variables with different first stages in ivreg2
Dear All I estimate a modell with an endogenous variable x1 using ivreg2 but I'm also interested in a potential u-shape (non-linear) effect of this variables. For this reason I also want to include...
View ArticleHow to count observations if cell contains string (but not a specific string)
Hey, I am working on a household-level panel data set, and we asked the name of each household member (string) and then the final household count (numeric). I want to create a new variable that counts...
View Articleteffects psmatch and effect size
I am new to teffects psmatch and wonder if it makes sense to calculate the effect size for ATE and ATET? If yes, might one run esize twosample following estimation (i.e., after ensuring overlap and...
View Articleuse coefplot to graph results from mlogit equations in horizontally arranged...
Hi All, I have been experimenting with Ben Jann's fantastic new coefplot program (Stat Journal 14:4), and I ran into a challenge I cannot seem to solve. After estimating a multinomial logistic...
View ArticleARDL Models
I have a question about working out the lagged coefficients on x of an ARDL models. In a ARDL(1,0) model: y=a+bx+cL1.y+v Where b is the coefficient on x and c is the coefficient on lagged y (L1.y). the...
View ArticleGeneralized FEVD and IRF in STATA
Hello, I'm attempting to replicate a paper where we are testing the co movements of precious metals, oil price, and a an exchange rate. The authors use a generalized forecast error variance...
View Articlepostfile expressions (elementary)
Hi All, Simple solution I'm sure, but I'm trying to create a file that collects summary statistics for a list of variables. The following is a simplified version of the code. Code: capture postutil...
View ArticleDecimal numbers and too much zero
My dependent variable is made up by many zeros and decimal numbers while the independent variable is a count one. I am not sure which model I need to use. Any help is appreciated. Thanks a lot.
View ArticleConstraints and reg3
Hi everyone, I ran into an odd issue. I am running some simultaneous equation IV regressions with constraints and two of the implied coefficients are turning out to be identical. The fact is driven by...
View Articlesecond y-axis with xtline
Hi everybody, I have a panel data with four countries and I want to use the xtline graph with the overlay option. I would like to use the left axis for three countries of my panel and the right axis...
View Articlestata 14 meologit Refining starting values
Hello, I was trying to rerun a model using the meologit command in Stata 14, and I am getting completely different results than I was when I ran the model 3 months ago. Neither the syntax in my...
View ArticleLooping over multiple levels of multiple variables
First of all, my solution works but it is slow. Maybe I should just be content that it works but I am imagining an increasingly complicated dataset where my solution would be painfully slow! Is Stata...
View Articlebeta likelihood function for bayesmh
Hello, Has anyone perhaps written a program to calculate the likelihood function of the beta pdf in bayesmh? I see that there is currently no option for a -beta()- likelihood in bayesmh, but that one...
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