Spatial dynamic panel
Hi all, I am trying to estimate a dynamic panel model with spatial effects. Kukenova and Monteiro (2009) extended the System-GMM to account for spatial effects. Zheng et al. (2013 - Identifying the...
View ArticleWeighted average sum of observations repeated observations in panel data
Hello all I am trying to clean up data so that it can be used in a panel regression. I would like the identifier to be postcode, but some postcodes have multiple suburbs. For example: Postcode Suburb...
View ArticleLogistic regression and instrumental variables
I need to conduct a logistic regression with instrumental variables. I found the codes for probit with instrumental variable ( ivprobit), but I cannot find command for logit with instrumental...
View ArticleHow to apply Fitted/predicted Probabilities
Dear Statalist I would like to know if fitted/predicted probabilities can be applied to panel data analysis (Random and Fixed effect). Can I use the normal command: predict pOLS,xb. Thank you
View ArticleNonbipartite matching in Stata
Hello everytbody, I was wondering if there is a user-written command in Stata executing the nonbipartite matching required for dose-response analysis of Joffe & Rosenbaum (1999) & Lu et al...
View ArticleRolling Regresssion for factor loadings
Hey everybody, I have to calculate the factor loading (coefficients) of the Carhart model for my master thesis. I want to do an "out-of-sample" rolling regression. My data consists of monthly data for...
View ArticleGraphing Over-Time Trajectories without Excluding Cases that Have Only a...
Dear Listserv— I’m using Stata 13. My cases are country-years nested within countries. My number of observations (or country-years) per country varies between one and eight. I’m trying to create a...
View ArticleRepeated cross-sectional data analyses: when independence is violated
Dear All, We conducted an intervention at 5 sites and has an additional 5 sites as control. Due to the nature of the sites, we opted not to collect identifying information on the respondents;...
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Summing length of employment spells from a specific format
Hi, I am using the UKHLS dataset to find out the total time an individual has worked part-time(PT) and full-time(FT) in their lives. The dataset opens like so in Stata: Person Identifier Employment...
View ArticleFavorite ("best" in your opinion) current Stata programming...
Listers, I'm a relative Stata noob (2 to 3 years of regularly frequent use). I'm looking for recommendations for a programming (not just general use) book or books to purchase. I had a copy of...
View Articleitsa
Running the following single group time series: Code: . tsset qtr2, quarterly time variable: qtr2, 1991q1 to 2013q4 delta: 1 quarter . itsa x, single trperiod(200) lag(1) posttrend fig time variable:...
View ArticleLooping over csv files
Hi everyone, I am trying to loop over a bunch of csv files, make some changes and save them as csv files. Currently I have this code: local files : dir "C:\Users\mydir" files "*.csv" cd...
View ArticleCan Stata choose the knot in -mkspline-?
I have data that behave differently before and after a kink. The nonlinearity at hand appears to be good fodder for a bilinear spline estimation, so my first thoughts turn to -mkspline-. However, since...
View ArticleRegression discontinuity - Issue with optimal bandwidth estimation after a...
Dear all, I am having issues with the estimation of an optimal bandwidth using the –rd- command (I am using Stata 14.1). For a current research project I am using the –rd- command to estimate the...
View ArticleReasons for dropping observations with missing values
Hello, I'm in dire need of your help if you are reading this. I just made a profile today and have a project due monday. The class is econometrics and we are working with Stata. I have a general...
View Articledynamic panel, sargan test
Dear Stata users, I would like to ask you if you deem my reasoning behind my sargan test results sensible? When I test for validity of instruments after incorporating one lag of the dependant variable...
View Articleusing year dummies
Hi, I am running a regression on the relationship between insider's sale and future crash risk. My data set includes 20000 observations over 15 years with around 1000 company. My current model is:...
View ArticlePerform same arithmetic function on multiple sets of variables
I am new to Stata (though have a lot of experience using SAS), so I apologize if this question is pretty pedestrian. I have a wide data file with about 100 sets of related variables that I want to use...
View ArticleMediation with bootstrap standard errors and confidence intervals
Hello- I am trying to use the program indireff.ado to get bootstrap CIs for the indirect effects in a mediation analysis using SEM. I cannot get it to run and keep getting the error message, "type...
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brewscheme release candidate
A few folks have provided some very helpful feedback that led to changing some documentation and developing a bit more information about installation. Additionally, I've updated some of the project...
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