Volatility measure with GARCH approach
Hello, I´m quite new to Stata and I´ve taken some beginner courses to give you some information about the experience I have with the program. I want to calculate the volatility in an exchange rate with...
View ArticleAdd Lagged dependent variable
Hey all, I am running a panel data regression model. A colleague suggested adding one period lag of dependent variable to partially mitigate the concern of endogeneity . I know there are 2sls and other...
View ArticleEvent Study
I have a dummy variable for currency crises occurrence and I want to create a variable as below (newvar) with pre- and post crisis-numbers: Country CurencyCrises newvar Argentina 0 -2 Argentina 0 -1...
View ArticleCobb-Douglas production function*
Dear Stata users, I have a problem and and your help would be much appreciated. An looking at the effect of organic vegetable production on farm output using à Cobb-Douglas production function. I want...
View ArticleCalculate differences in medians
Hello everyone, I have two samples each with a list of observations for a single variable, the first sample of observation is from a group of "treated" firms and the second sample is from a group of...
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Unbalanced panel data: How to handle gaps.
I have panel data containing historical firm´s earnings from different quarters. Quarters are unbalanced. For example, both a firm with quarterly data between 1985 & 1996 and a firm that only has...
View ArticleStata2Mplus Error: too many values
Hello all. I am trying to convert an STATA dataset to Mplus, using the program, stata2mplus. When I run it, I get the following error: . stata2mplus using NHIS_April encoding nhishid too many values...
View ArticleImporting series which have different starting points from excel into stata
Hi, I have to download and update data from the Federal Reserve Database (FRED) on a weekly basis. We have some firewall issues at work which prevent me from using the stata software add in called...
View ArticleMarginsplots with MI
I'm trying to get both the margins function and the marginsplot function to work with an MI dataset. I have tried using the approach found here: http://www.statalist.org/forums/foru...action-effects I...
View ArticleHow to interpret year dummies?
Hi I am having some difficulties to interpret my results. Upon using the xtreg command, there is a dot for my f statistic. Please find my commands and let me know how to improve on my commands and any...
View ArticleHistogram error
Hi, I'm trying to make some histograms but Stata keeps me sending the following message: unrecognized command: _fr_runlog Does anybody know what this means? Thank you in advance! Best regards, Briana.
View ArticleRobust standard errors and goodness-of-fit measures
Dear Statalist community, I am using a linear regression model with multiple independent variables. To account for heteroscedasticity in the error term, I use the vce(robust) option after the regress...
View ArticleStata2Mplus Error: variables have a variance greater than the maximum allowed...
Hello, I am trying to convert a dataset from STATA to Mplus. I used the stata2mplus program and converted the data. However, when I read it into Mplus, I get an error: One or more variables have a...
View ArticleXTTOBIT not concave iteration
Dear statalist-ers, Here is the issue I have been having: Code: . xttobit wso3, ll(0) Obtaining starting values for full model: Iteration 0: log likelihood = -3239882.4 Iteration 1: log likelihood =...
View ArticleHosman-Hansen-Holland test (omitted variable biases)
Dear Stata users, I want to check my xtreg FE model for an omitted variable bias with a procedure described by Hosman-Hansen-Holland. (see: The Annals of Applied Statistics 2010, Vol. 4, No. 2, 849–870...
View ArticleTwo Stage models and Robust/clustered Errors
Dear Stata listers, Does anyone know why is it that you cannot use robust nor clustered errors in some two-stage process in Stata like -heckman- and -ivprobit-? Those options seem to be available only...
View ArticleMundlak and Hausman implications
Two questions: 1) I was told that the Mundlak version of the Hausman test is low power, could anyone lend a hand to what can be inferred from this? Is it that its result (whether to use FE or RE is...
View ArticleHistogram with regression output
Hello everyone! I am trying to plot a histogram with the coefficients of different regression models. I tried with the command coefplot, but I don't think it plots histograms with the output from...
View ArticleData manipulation in unbalanced panel data
Dear Statalist Community, I'm working on an unbalanced panel dataset, a toy example is presented below Input Data Year Firm Supplier 2010 A XX 2010 A XY 2010 A XZ 2010 B ZZ 2010 B XX 2011 A XX 2011 A...
View ArticleRobustness/Sensitivity checks after xtmixed?
Hi everyone, nearing the end of my study, i am puzzled to find robustness checks after xtmixed. so I have the following model: Code: xtmixed CorrWBCC c.eCIT##c.mdemoc eGOV cva claw lngdp ||...
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