Weight variable
I dont know how to generate sample weight. I saw some website, and one example from DHS program (http://dhsprogram.com/data/using-datasets-for-analysis.cfm) generates sample weight by dividing variable...
View ArticleDiagnostic tests with value as fraction of the sample
Hello, I use Stata 13.1 and am trying to perform diagnostic tests to get sensitivity, specificity, and positive and negative predictive values. I have the usual 2x2 table with true positives, false...
View ArticleOmitted because of collinearity
Hi, Stata users! I want to determine the economic effects on individual happiness, more specifically, if individuals in a specific country are happier because that country has a better economic...
View Articlehow to make xtdpdsys and xtabond2 equivalent?
I am trying to receive the same results using xtdpdsys and xtabond2 unsuccessfully. Could you please guide me how to do it? Here is the xtdpdsys code that I try to replicate with xtabond2: xtdpdsys SR...
View ArticleStandard Errors for Standardized Regression Coefficients (Beta)
This might sound a stupid question so I apologize in advance. When I report regression results with standardized coefficients, is it always advisable to include the standard errors in the table? To get...
View ArticleHeckman correction procedure "if option"
Hi there, I got a dataset with 4 groups of observations. Male/Female and Working fulltime/Not working fulltime. I want to perform seperate regressions for gender. In both regressions all regressors are...
View ArticleHow do generate variables using variables in different observations?
Hi, statalists, I have been thinking about this for a long time, and eventually think I should really get some help. my problem looks like this: var1 var2 var3 var4 var5 01 M 2 5 (15) 01 M 3 5 (15) 01...
View ArticleDo I need to stsplit my data or can i run poisson/negative binomial...
Dear List This is a statistics question more than a stata question. I have a count data set of 98525 observations entered into an event-database, covering 4122 unique IDs covering two groups. I want to...
View ArticleWhy constant is not zero when standardizing both Y and X in regression? And...
I have a multiple regression and before running it I standardize my dependent variable Y and my predictors X1, X2, X3. I use the commands: : egen zY = std(Y) egen zX1 = std(X1) egen zX2 = std(X2) egen...
View ArticleStore estimation coefficients from several regressions
Hi, I was wondering if any of you know of an easy way to store estimates from several regressions. The thing is, I would like to estimate a certain regression more than 40 times for different...
View ArticleHow to create a syntax to obtain certain values from multiple regression outputs
Currently I am trying to use the CAPM model to calculate systematic risk (beta coefficient) and idiosyncratic risk (sd of residuals of CAPM regression). My data contains daily stock return data on...
View ArticleVariable not found error
Hello everyone, I am performing a test in Stata using the command "utest var1 var2", prior to performing the test i run a regression using var1 as the dependent variable and var2 as one of the...
View ArticleRight skewed 5-point Likert item: Transform or median split?
Hello, I am interested in your opinion regarding the following: I have a 5-point Likert item which is left skewed. Using ladder and gladder indicates a cubic transformation as the prime choice....
View Articleforecast with ARDL model , AR(q) et VAR(q)
hello, i need help i need to forecast the GDP in the next 3 years with 3 models (ARDL, AR, VAR) i don't how to do in Stata. i do this but it isn't work: reg dgdp L(1/2).dgdp dinvest tsappend, add(12)...
View ArticleMata in different versions of Stata
Hi I've made a Stata command that works from Stata 13 onwards because it uses xl(). I would like to extend the command to version 12. And therefore I've made mata function string_matrix2csv. My problem...
View ArticleMultiple failure-time data – time varying independent variable
Hi, I would like to analyze multiple failure data with time-varying independent variable. I know how to analyze and set up the data for single failure event data with time-varying independent variable,...
View Articleself-selection
I have two groups of firms, one discloses some financial information while the other does not. The disclosure dummy is labeled "Z" below. My primary research question is to examine the effect of Z on...
View ArticleChoosing the right model to measure the duration a president is in office
Hi, I want to analyse the time a president or prime minister stay’s in office with a survival model and encountered some problems and hope that you could help me. The basic idea is to use duration...
View Articletest
\begin{equation} Y_{it}= \alpha _{i}+\beta _{1}GPD_{it} +\beta _{2}CPI_{it}+\beta _{3}NEER_{it} +\beta _{4}S_{it}+\beta _{5}FTA_{t}+\theta _{t}T_{t}+\tau _{i}T_{t}+\varepsilon _{it} \end{equation}
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