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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 16:49:35 +0200
Thanks a lot Steven! I already spent hours in the FAQs, they are very
helpful indeed! I'm going to tried out with those spaces problem. I've
Stata version 10, anyone knows where I can find the manual of this
version?
greets
On Tue, Jun 15, 2010 at 3:49 PM, Steve Samuels <[email protected]> wrote:
> 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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