Variance inflation factor problem
Hello everyone, I am facing a problem with -estat vif- after an OLS regression which includes continous, categorical and factor variables. I never had any problems with computing the vif of a model...
View ArticleConvert matrix to var in stata: problematic svmat
After using svmat command to save the beta coefficients of my regression as variables, I could not find a way to use them, for instance to generate new variables since they are only saved in one...
View ArticleProblems when using -weakiv after -xtabond2 because of the...
Hello all, I have a sample with over 4,000 firms I am using Arellano and Bond GMM estimator. Also, I am interested in testing for weak instruments with the user written command -weakiv. -weakiv works...
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Singleton dummy variable
Hi all, Running xtivreg2 I get the foloowing error message regaring the Hansen's J statstic: Code: Warning: estimated covariance matrix of moment conditions not of full rank. model tests should be...
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type mismatch error
Dear Experts, I would like to generate a date variable called "tmp" from a date variable called "dobe". I wrote: gen tmp=date(dobe, "DMY", 2015 and came back with error message "type mismatch" r(109)"....
View ArticleMerging two time series data sets
Hi there, I am struggle to merge two time series data sets. I know the combine dataset command but it doesn't work in my case as I have one dataset with flows of trade between countries (with the first...
View ArticleARFIMA Intervention Analysis
Hello all, I am currently using an ARFIMA model to examine Conservative Party vote share. The model fits the theory well (I am using aggregated data on voting intensions), and upon inspection is a good...
View ArticleADF-MAX and ADF-WS unit root tests
sorry, i wrote the post wrong place and i can't delete.
View ArticleSame coefficients from Fixed Effect, Random Effect and OLS estimation
I have a panel data on nonperforming loans from 1990q1 till 2014q4 with 30 banks, 100 units of observation per bank. I would like to estimate the impact of real gdp growth, unemployment, exchange rate,...
View ArticleADF-MAX and ADF-WS unit root tests
Hi. Does anybody know how to implement ADF-WS and ADF-MAX tests using Stata? I couldn't find any codes.
View ArticleExport tabstat to excel
I have a large dataset looking at educational data by grade (7 grades), test (3 different exams), demographics (20 populations), and school (600+). I'm looking at the number of students scoring at...
View ArticleLrtest after xtscc in panel data
Hi, I tried to run lrtest after xtscc command (for panel data). Unfortunately, I got the next error message: "MODEL does not contain scalar e(ll) r(498)". Is there a way to overcome this error and to...
View Articleprogram define
Dear Statalisters, I saw another programmer's stata do file that has : Code: set more 1 capture log close capture program drop _all clear program define Reg01 My first question is about the line Code:...
View ArticleRestricting y axis range with LOWESS curve fit over scatterplot
I am constructing scatterplots with LOWESS curves fit over them. I have done this successfully with several groups of data, but one set is giving me problems. The LOWESS curve extends beyond the y...
View ArticleDealing with heteroskedasticity, autocorrelation, non-normal residuals in...
Dear Stata experts, I’m new to stata and I’m working on an assignment with Panel data. I’m using a fixed-effect model after doing a hausman test. I have the following three questions, they are...
View ArticleDummy base level changes significance of explanotry variable in an interaction
Hi all, Noticed something quite strange working on my data, that I was also able to replicate using built in datasets in stata. say I want to estimate the effect of tenure on wages, with other covars...
View ArticleInterpretation of Stata output
Hello, I am working on a project in economics and used STATA for my alalysis. I am facing difficulties interpreting stata out put. Is there anyone to help? I have attached my out put file here. Plz...
View ArticlePooled p-value without raw data
Hello, This is a general statistical question rather than a software issue. I am part of a study where prevalence estimates of breastfeeding are being collected from the literature in different...
View ArticleHow to deal with autocorrelation and nonnormality in panel data?
Dear Stata experts, I’m new to stata and I’m working on an assignment with Panel data. I’m using a fixed-effect model after doing a hausman test. I have the following three questions, they are...
View ArticleProblem with quadratic term in a fixed effects regression
Hi Everyone! I am running a regression with firm fixed effects using the xtreg, fe command. As my underlying theory suggests a quadratic relationship (inverted u-shape) between my variables, I am...
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