log likelihood function estimation using stata
Hi guys, I have one question regarding likelihood estimation, I want to estimate the parameters (alfa eps_b eps_s mu delta) of the likelihood function (see eq1 attached below), and I write the program...
View ArticleProbit and Difference in differences
Dear all, I´m working with pooled cross-section data based on a survey. I aim to examine the effect of a policy on the employment rate of a targeted group. So I run the following probit regression...
View Articlehow can I use the results of one program in another program
Hi all: I am a new user of Stata programming and I met some difficulty in ado file programming. I have written an ado-file, which I want to use repetitively in later programming process. I return some...
View ArticleRunning do-files without closing the stata windows? 'Clear All' command problem?
Dear all, I am running the following do-file in Stata 13.1 and have conflicting results based on how I run the code. The dataset consists of 32 variables and approximately three million observations....
View Articleproblem with xtgee correlation structure
Hi All, I have a balanced panel dataset - 100 companies tracked over 5 year period. My aim is to test hypothesis for certain variables that affect presence/absence of chief innovation officer....
View ArticleHow to get marginal effects and conduct fixed effects using generalized...
Dear all, I have two questions: 1) I am trying to estimate the marginal effects using gsem, with probit as the option, do you know which command shall I use? 2) I also want to control for year and...
View Articleappend specific files in a directory
Hi, I need to append all the files in a directory that begin with 201. I really appreciate your help. Thanks
View ArticleDiebold Mariano Test with the dmariano package
Hello, I'd like to compare different forecasts with the Diebold-Mariano Test. There's a package "DMARIANO" created by Mr F. Baum. Does anybody know what number to use for the maxlag option? My...
View Articlezero inflated negative binomial model with fixed effects
Dear all, I have looked into the similar question (recently asked here: http://www.statalist.org/forums/foru...-in-panel-data) , but my data structure is slightly different. I have a dependent variable...
View ArticleTwo way bar like graph hbar
Hello everyone, I struggled with a two way chart to make it look the same like horizontal graph (graph hbar). I would like to move the bar to horizontal direction and to add at the top of the bars the...
View Articleforvalues loop + local macro
Hi, I am running the following: : sort permno date local K 3 forvalues j = 1(1)K { gen ret_F`j' = F`j'.ln_ret } I'm getting the following: : . local K 3 . . forvalues j = 1(1)K { 2. gen ret_F`j' =...
View Articleproblem with 'rolling' in panel dataset (CAPM)
I have trouble estimating rolling regression coeffcients for a panel of 5000 stocks with monthly returns over a 30 year period. I want to estimate the coefficient (CAPM beta) for each stock's return...
View Article2 occasions 1 inter-rater ICC
Hello, I'm working on a reliability study: 10 patients evaluated on two occasions -one week apart - on 8 muscle groups ( 8 parameters by muscle group - 7 quantitative and 1 ordinal ) by 4 raters (2...
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What does "...,i() fe" mean in Xtreg
I read online examples, xtreg Y X, i(id) fe is equal to areg Y X, absorb(id) what does i(id) mean in xtreg??? Is it equal to xtreg Y X i.id, fe??? The maunal for xtreg from stata doesn't mention it...
View Articlextile function
Hello, how can I write this command but in the invers order, like to assign 5 to highest pay and 1 to lowest pay?? egen quantileD = xtile(pay), by(year) nq(5) replace quantileD = 6 - quantileD Thks.
View ArticleParity bounds model
Dear All, Am working on market integration and one of the models I'm using is Parity Bounds Model (PBM). I would like to know if it's possible to run this model in stata. Thank you
View ArticleHow to deal with too many values for categorical variable (interaction term)...
I want to estimate the elasticity between vehicle (defined by car model and other characters) price and demand across quarters. I try to control for some effects by using a interaction terms, car...
View ArticleProbit regression with forward variables
Hello to everyone, I have a dummy variable (ZL) that takes the value of 1 if a firm has zero outstanding debt, and 0 otherwise. I have to analyze the persistence of these behavior. My professor told me...
View ArticleHow do I aggregate data at regional level?
Hello, sorry for the basic question (I'm new to econometric analysis and still very insecure): I have repeated cross-sectional data and want to compare the impact of a treatment variable in year 1 on a...
View ArticleLocal Macro in one Program used in Another Program
Is there a way to use a local macro say 'NW' in program asm in another program say _result. Where asm and _results are one one ado file.
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