Generate mean of variable within a time interval
Hello, I have panel data with many price observations with the exact date and time over a year. three variables are of interest: Day Time Price I generated the variable Time in the form HH:MM Now, I...
View Articlemelogit vs gllamm for weighted multilevel models
Dear all, I am new in Stata and try to decide whether it`s better to use gllamm or melogit for the following problem: My issue is to analyse the influence of the variables sex and age on a binary...
View ArticleTop minus Bottom Quintile Portfolio Returns with Newey West Adjusted Standard...
Dear all, I have a panel of monthly stock market return (by firm and month) from the year 1953 to 2016. I sorted the data into Quintiles according to the variable called ST each month. (high ST = 5 to...
View Articlehow can test joint significant Test B1+B3 ?
i have one dependent variable, 3 independent variable accruals quality (B1) ,overfirm(B2) and interaction(B3) variable between accruals quality and overfirm , and I have 13 control variable. SO, how...
View ArticleRegression with high dimension fixed effects
Hi All, I am in the midst of running a regression with many fixed effects. As such, I am using the reghdfe command. My specific question is as follows: I am estimating an equation of employer wages as...
View Article2SLS with different levels of first and second stages
I am running a 2SLS regressions where the first and second stages have different units of observation. Here are the variables I am using: 1- The dependent variable Y, which varies at the firm-year...
View ArticleCompare regression coefficients across different subsamples
Dear Statalisters, I am new to this forum and I looking for help because after hours of searching the internet I am confused about a question that I will now expose. I am running a regression in order...
View ArticleThreshold regression
Hello all, I am trying to use threshold comment. My data is strongly balanced. But I only get the error message "gaps are not allowed". It seems like my data are panel that's why it doesn't run. Is...
View ArticleHow to change the legend in a graph by STATA?
I am plotting a graph, the code is below Btw, x,w,z are continues variables Code: /* determined high and low values for x */ sum x global Hx=r(mean)+r(sd) global Lx=r(mean)-r(sd) /* determined high and...
View ArticleLooping through filenames - debugging
Hey. I'm trying to loop through various csv files, but for some reason the various codes I've found on Statalist haven't worked. I've tried: Code: local mylist "12_13_14_15_weather_1"...
View ArticleCreating lagged variables for panel data with multiple imputations
Hi, I have panel data set by countrycode and year, with multiple imputations. When I try to sort data and command: Code: sort countrycode year for some reason the imputed dataset loses variability,...
View ArticleHow to perform an average in a panel data with a IF condition dependent on a...
Hello everybody! I am writing you to kindly aski you some help. I have a panel data containing the name of firms (Name), their relative size (Size), and a dummy denoting if firms have more than 1000...
View ArticleDefining an Id nr for each row in a subset of a table defined by a...
Dear all I have a table containing several variables, say X, Y, Z.... For each combination of X and Y, I have several observations - the number of observations in each subset can vary from 1 to several...
View ArticleTrying to do psmatch with non-integer treatment variable
Hello (already saying sorry in case I don't include something essential) - it's my first post! I'm trying to run a psmatch to try and get a notion of endogeneity in my model, using: teffects psmatch...
View ArticleCounting the number of objects by several categories
Hi, I'm trying to count the number of unique rows which comply with three categories simultaneously, in this case, the categories are chain barcode and sunstart (got this from a great post by Nick...
View ArticleScatter plot with additional lines
Hi, Can someone quickly help me on an issue I'm having with scatter plots , fit lines and xline in the same plot? Here's my code- twoway (scatter WIPPartRate MonthRange) || lfit WIPPartRate MonthRange...
View ArticleAdjusting for multiple comparison following fisher's exact test and t-test
Hi Stata and Stats experts, I am conducting analyses between two control groups and one treatment in 1:1:1 parallel trial. Say I have C1, C2 and T for the two control and one treatment. So my...
View ArticleWhat is join.ado?
I was starting to install Sergio Correa's -ftools- package. But I was given a warning that the file join.ado already exists and is different. Sure enough: Code: . which join c:\ado\plus\j\join.ado *!...
View ArticleFractional Regression Model versus Probit/Logit
I amhaving a conceptual difficulty in distinguishing between binary choice model and the Fractional Response Model ala Wooldridge and Papke(1996). I understand that in fracreg models the end points...
View Articleareg with more than one fixed effect vars.
Hi, I just wondering how to make 'areg' allows more than one fixed effect var in the option -absorb(). For example, I am running the regression like this: y_{i,c,t} = x_{i,c,t} + I_{i} + C_{c} + T_{t}...
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