Two issues regarding degrees of freedom in a fixed effects framework
Dear all, I have two questions: 1. I am conducting a Fixed Effects Regression the appropriateness of which I want to test for using the Ramsey RESET test. There are two previous posts on this topic...
View ArticleHow to count values the matrix way
Hi I have to share the following code with you. I like oneliners or almost oneliner functions in coding. And I like trying doing it using matrix code. So here is how to generate a count table in Mata...
View ArticleIn xtreg, is "rho" correctly computed?
Dear Statalists, A perhaps very simple, basic question: when using "xtreg y x, fe", shouldn't the intra-class correlation coefficient (rho) be simply: (sigma_u^2 / sigma_e^2) and NOT sigma_u^2 /...
View ArticleIdentify observations with consecutive days
I'd like to create a grouping variables to identify observations with consecutive days. For instance: id startdate 1 9-Apr-12 1 10-Apr-12 1 29-Apr-12 1 30-Apr-12 1 1-May-12 1 2-May-12 1 3-May-12 1...
View ArticleSurvey logistic regression output
Good evening I am using the following commands svy linearized, subpop(if year==1): logistic caes1 ib2.bmi_new4 , cformat(%9.3f) pformat(%5.3f) sformat(%8.3f) and svy linearized : mlogit place_del1...
View ArticleLag values
Hi guys a friend of mine has an issue. she needs to do a serial correlation test for a fixed effects model. Please can I get help with the command
View Articletest - Quickest way to calculate many Ginis
I am working with CPS data on Stata13 (with OSX Yosemite 10.10.2, 2.3 GHz Intel Core i7, 16 GB 1600 MHz DDR3). For each year 1962-2014, I want to calculate the Gini of each age group between 20 and 80...
View ArticleOption to say thank you
As many others Ive profited greatly from many people´s advice in the forum. A Thank-Button which I´ve seen in other boards as well would be a convenient way to express one´s appreciation (in a way that...
View ArticleDavies-Bouldin Index - Determining the Optimal Number of Cluster in a Cluster...
Hello, I would like to use the Davies-Bouldin Index to determine the optimal number of clusters in a cluster analysis I am doing. Does anyone know if there is a command to implement this particular...
View ArticleHausman test/ IIA
Good Morning all, I'm performing the IIA test for the first time. Obviously Im using a multinomial logit regression with 3 categories for the dependent variable. The default outcome base is 3. After...
View ArticleAssigning Maximum Value
Hello, I have looked into forum but could not find any information on this. Thanks for your help in advance. I work with household survey, and want to define a primary earner among partners (i.e. the...
View ArticleIteratively generating synthetic time series using saved residuals as forcing...
I have run a 6 variable VAR(1) with a 7th variable which is exogenous and saved the residuals as well as the coefficient estimates. I then drew a sample of these residuals with replacement and would...
View ArticleQuickest way to calculate many Ginis
I am working with CPS data on Stata13. For each year from 1962 to 2014, I want to calculate the Gini of each age group between 20 and 80 (so 3720 different Ginis). The entire dataset has ~5m...
View ArticleNot sure what statistical test to use; McNemar versus Kappa
I am discussing with some friends a paper which is very interesting for me due that I am doing a similar study. They have used McNemar to get the p-values in Table 6 [ McNemar exact test (2-sided...
View ArticleComparing estimated coefficients from different moments within panel data...
Dear statalisters, I hope you can help me out with this one. I have a panel data from 1998 to 2007. My equation to be estimated includes one dependent variable, four independent and two control...
View ArticleProblem when trying to connect with odbc command with SQL
Hello, I am experiencing a problem when trying to use odbc command to connect Stata 13 with SQL. Stata can load small datasets from SQL but when trying to load bigger ones it crashes and returns the...
View ArticleNote: variables in tvc equation interacted with ln(_t)
Dear forumists, I have run a Cox regression analysis using the "stcox" command and "tvc" and "texp" options. I got this note: "variables in tvc equation interacted with ln(_t)". What do these...
View ArticleMultilevel with plausible value
Hi everyone. I need to help. I am trying run a multilevel model with five plausible value using the database called Terce-Unesco. But, I have read that when someone has five plausible value is...
View ArticleComparison of independent fixed effect regression models
Good evening! I have five multiple fixed effect regression models: the first model takes into account all data, while the other four are focused on indipendent subsamples. I would like to know, if...
View Articlefixed effects regression with correlated error terms
Dear all, I have a panel data and I'm interested in running R_(i,t) = y_intercept + fixed_effect_(i) - beta*IndustrySize_(t) - gamma*SectorSize_(i,t) + error_term_(t) + error_term_(i,t), where i is...
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