Using outreg2 to Generate a Table with Dependent Variables at the Head of...
Hi all, I've recently started using outreg2 to generate publishable tables with my regression output. By default, each row of these tables specifies a different independent variable but what I would...
View ArticleInfer individual behavior with aggregate & individual data? Package...
I'm starting a project to investigate individual investment behavior. For example, let's say my research question is how different income levels would affect individual investor's stock selling...
View ArticleRun a Bayesian Regression
Hi everyone, my goal is to run a bayesian regression on my dataset, but I do not know so good how to do that. I have a strongly balanced panel data with monthly observations("ID" for each firm, and...
View ArticleImport format for date/time variables
I have a large dataset delimited by | that includes date time stamps for several variables that are bar coded data. There are nurses administering medications in a hospital, e.g. time/date var1 is time...
View ArticleOutlier Identification for GLM (poisson)
Hi all, I am using Stata/SE13.1 (Windows). I want to do some regression diagnostics after running a GLM (poisson family). Unfortunately, there seem to be less postestimation commands for glm than for...
View ArticleNo Observations r(2000) Error
Hi there, I have consulted the various forum posts about error r(2000) but none of the fixes have worked. I have: - replaced all missing values with a dot - ensured that all variables are numeric I am...
View ArticlePrecision of Stata calculations
Dear Stata users, I am running the following codeto estimate variable TVmean: gen double TVmean=( BuyTradingValue8000+ SellTradingValue8000)/( BuyTradingValue1000+ SellTradingValue1000+...
View ArticleWild cluster bootstrap and GLM
Hello, I am trying to determine the most appropriate method for improving statistical inference in GLM (generalized linear models) applications with very few clusters (in one study G=29 and in another...
View ArticleHierarchical data - setting the minimum number of observations by group
Hi, I'm working on a hierarchical data set on education where classes are nested into schools. Consider the name of the variable on i) classes: id_cl ; and ii) schools: id_sc What I'm NOT managing to...
View ArticleIdentifying conditional quantiles after running quantile regressions
Hi, I would like to identify the conditional quantiles that individual observations belong to after I have run quantile regressions. I have estimated the impact of treatment on various outcomes and...
View ArticleReplacing hypens in STATA
HI, I have many variables that have a hyphen "-". I would like to replace this to . so STATA can read it as a missing value. Is there any way I can do this without specifiying every variable...
View ArticleRobust Standard Errors vs. Time Dummy Variable
Hello all, I'm currently working on a fixed effects model and have found that there is heterogeneity across years. First, I was wondering that by grouping my "ID" variable into clusters and including...
View ArticleAutoregression + moving average model
Hello, I'm relatively new to Stata and I was wondering how to enter the command to estimate the following model for a variable (AR(2),MA(1,7)). I tried several ways to enter it with the arima command...
View ArticleCreating regression output tables for MS Word
Hello there, I have a question concerning how to create a specific regression output table for Word. My data set contains time series of different financial market data: market return (y), tail risk...
View ArticleUsing the output of AR(3) autoregressive model on a holdout sample
I am trying to use the output of an autoregressive model of order 3 (AR(3)), which was done on an analysis sample, to forecast on a holdout sample (i.e. I am using the split sample technique by...
View Articledo file execute error message r(170)
Dear StataList, I have problem with execute do file i got error message and I get a pop up saying Access to c:\Users\Admin\Appdata\Local\Temp\STD00000000.tmp was denied I've been looking online for...
View ArticleHelp with imputing covariates in survival model
I have data on survival time for breast cancer patients. Some of the covariates are missing. I would like to use multiple imputation. I have read a paper by White and Royston (Imputing missing...
View Articleneed to data.
hi i need a file of data for discriminant linear analysis practice.if u have that please send for me.
View ArticleRecursive 1-step ahead forecasting in a VAR model
Hi, I am currently working to generate a 1-step ahead forecast from recursively estimating a Vector Autoregression Model, similar to a real-time forecast. At present, I am building this using the...
View ArticleCompute number of days between two dates
Dear Statalisters, here is the first few observations of my data: Code: clear input long(datadate gvkey rdq) 19761231 1000 19770301 19771231 1000 19780320 19780331 1000 19780519 19831231 1001 19840301...
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