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Re: st: AW: panel data analysis
From
Steve Samuels <[email protected]>
To
[email protected]
Subject
Re: st: AW: panel data analysis
Date
Tue, 15 Jun 2010 09:49:33 -0400
Danielle, welcome to Statalist! The FAQ are essential reading, and
they will tell you to show _exactly_ what commands you have written
and what Stata said . Neither of the commands you have shown, "egen ,
group (variable)" "xi i . years", is valid, because of the spaces.
For examples of using a command, scroll through -help-- screen (e.g.
"help egen"); that's what I do. Also, because you have not stated
the version of Stata you are using, responders will assume that you
have the latest version, 11.1. (Factor variables, mentioned by
Neil, require Version 11) If you do have Version 11, then the entire
pdf manual can be accessed from the Help Menu.
Steve
Steven Samuels
[email protected]
18 Cantine's Island
Saugerties NY 12477
USA
Voice: 845-246-0774
Fax: 206-202-4783
On Tue, Jun 15, 2010 at 8:51 AM, Danielle Koopmans
<[email protected]> wrote:
> 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, 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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