Choosing Control Variables for a Multiple Regression
Good morning, I am trying to estimate the effect of a firms ESG Score on its Stock Price. I have a large dataset of all companies within the S&P 500, however I am struggling to formulate my model...
View Articlehow to drop variables from the dummy interaction variable with zero values...
Dear Stata Experts, I encountered a simple command to export my table using outreg but I am lost on how to specify in the dummy variable I need to drop. Let me show you the codes and stata result....
View ArticlePanel Data: Should I use xtreg, re robust OR xtregar, re?
Hi All, I have a question about the use of random effect models and using the correct estimators. Data characteristics: - Panel data - Unbalanced - T > N - Dependent variable is yield - Independent...
View ArticleDetect duplicate information by variable
Dear All, I am using an administrative dataset where persid in individual id, B_sign1 is officer id and B_kontor1 is office id. It is natural that B_sign1 has duplicate values within each office_branch...
View ArticleCollapse
Hi all, I have a question related to the collapse function. I currently have 20 principal components which is daily data. I need to change this data to monthly data, and I am using the following code:...
View ArticleEventdd with Random Effects Model
Dear Stata members, I have panel data with different levels of information (county-level, district-level,...). I ran a random effects regression as my basic model and now I am trying to conduct an...
View Articletwoway: How to center x-axis title with by() option
When I create this twoway graph using the by() option, the x-axis title is not centered on the inner plot region (it is centered relative to the whole figure). This does not look good, especially with...
View ArticleMarginsplot
Hey Stata Community, Is there a command to plot the statistically significant interactions using marginsplot at 90% CIs. Stata only does it for me at 95% by default. Thanks!
View ArticleSubstracting a date variable from another to find out duration of episode
Hi! I'm working with a database that has two date variables in the following format: Year (4 positions), month (2 positions) and day (2 positions). So if a contract began on December 31 of 1985, the...
View ArticleConducting Wald test of equality of coefficients using VAR model
Hi everyone, I am running a VAR model where my dependent variable is total expenditure, my dependent variable of interest is energy price and controls included are income and interest rate. I am trying...
View Articleteffects ipwra to test self-selective effects
Hi! I have ran a regression analysis, see below. It shows that people who do Economics, Mathematics and Computer Sciences earn significantly higher than others. It also shows that Asian Indian and...
View ArticleGMM and factor variables
Does anyone have insights why gmm computation time is much greater when factor variables are used? The question arose in a real application where the additional computation time was problematic but...
View Articlecollinearity with i.Year
Greetings, I am trying to run a regression on my panel data. I have 400 firms for 10 years, from 2012 to 2021. I did try the command reg and xtreg but after running a regression, I don't know why Stata...
View ArticleCreating a loop to standardize variables by age and gender and create index
Hi all, I have a series of questions asked of males and females separately. These are relative to physical development, and are measured on differing scales, thus I want to standardize each variable by...
View ArticleClustering standard errors in a survey with nested sampling
Hi everyone, This is more of a statistical approach question rather than a Stata coding question. I am using a dataset that was collected by randomly selecting communities (primary sampling units) from...
View ArticleDrawing a tsset time series with two y variables that don't have the same scale
Hello Stata people; I have this type of data: Code: * Example generated by -dataex-. To install: ssc install dataex clear input str13 date int(primedutransportetderefroidissem...
View ArticleK-S test for Pareto distributed data.
Hello everyone, for my master's thesis I am working with a survey dataset on wealth distribution where I am re-estimating the top tail of the distribution, i.e. the richest households. Since I assume...
View ArticleGranger causality
Hi, I just had a quick question about how to compare the results of different granger causality tests. I have been using the vargranger command to conduct granger causality tests after running vector...
View ArticlePlotting a line graph of frequency of flipping a coin on different number of...
Hi All, As a newbie, I have been trying to write a code on flipping a coin. More specifically, I write a simple code to simulate the outcomes of flipping a coin as 0 representing heads and 1...
View Articleusing bsample, cluster in conjunction with bootstrap (Stata 15)
Hi, I'd been trying to set up a simple bootstrap that involves a small code that I'd written and I was noticing something odd--the values that should not vary across random samples were coming out with...
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