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Re: st: AW: panel data analysis
From
Danielle Koopmans <[email protected]>
To
[email protected]
Subject
Re: st: AW: panel data analysis
Date
Tue, 15 Jun 2010 14:51:00 +0200
Thanks Martin,
I don't have the manual and they don't have it here in the University
Library. I tried -egen, group (variable)- but this did not work.
greets Danielle
On Tue, Jun 15, 2010 at 1:07 PM, Martin Weiss <[email protected]> wrote:
>
> <>
>
> Re your first question, you may want to try -egen, group()-.
>
> Re the second, try the intro in manual [XT], p. 446.
>
>
>
> HTH
> Martin
>
>
> -----Ursprüngliche Nachricht-----
> Von: [email protected]
> [mailto:[email protected]] Im Auftrag von Danielle
> Koopmans
> Gesendet: Dienstag, 15. Juni 2010 12:41
> An: [email protected]
> Betreff: st: panel data analysis
>
> Hello,
>
> it's my first time here and I have some questions. I have a dataset
> with variables of 32 firms over a timespan of 10 years, I am examing
> whether tenure (of a specific person) and other variables has
> influence on the profitability (y) of firm i.
> First I have a question about the xi command because I have some
> categorical variables: I wanted to create dummies for the variable
> years xi i . years and for education xi i . education, I tried this
> command but nothing happenend, not even a note that I did something
> wrong.
>
> Second, because I have a dataset with cross-section data and
> timeseries I ran a paneldata regression (fe, be and re) with i=firms
> and t=years. It look likes this but then with a lot more variables
> like financial variables, education dummy, age etc :
>
> y tenure year t firm i
> 8,45 6,614 1995 1
> 7,39 7,616 1996 1
> 3,10 0,611 1997 1
> 9,93 1,633 1998 1
> 12,39 2,611 1999 1
> 19,24 3,614 2000 1
> 0,49 4,614 2001 1
> 1,13 0,611 2002 1
> 4,69 1,611 2003 1
> 9,14 2,614 2004 1
> 12,64 3,614 2005 1
> 3,69 2,633 1995 2
> 7,43 3,636 1996 2
> 10,30 4,636 1997 2
> 11,64 5,636 1998 2
> 10,01 6,636 1999 2
>
>
> The R^2 differs between the models:
>
> Be
>
> R-sq: within = 0.0298
> between = 0.5908
> overall = 0.2349
>
> Re
>
> R-sq: within = 0.2412
> between = 0.1820
> overall = 0.2260
>
> Fe
>
> R-sq: within = 0.2611
> between = 0.0194
> overall = 0.0007
> It doesn't seem good to me these results but which model should I
> choose and which R^2 do I have to look at: within, between or overall?
> My constant is also negtive at the fe model, how come?
>
> And how to check for heteroskedastiscity, serial correlation
> (Durbin-Watson test?) and collinearity?
>
> Hopefully someone can help me on this. This is all very new to me.
> Danielle
>
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>
>
> *
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>
*
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