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From | Markus Eberhardt <markus.eberhardt@economics.ox.ac.uk> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: LEVINSHON-PETRIN COMMANDS |
Date | Tue, 22 Feb 2011 11:53:20 +0000 |
The canned levpet command for Levinsohn & Petrin (2003, REStud) is relatively restrictive in what you can and cannot include in the estimation equation (e.g. you are still looking at a Cobb-Douglas form). You can of course code the estimator yourself, but this may be a bridge too far for many Stata users. Together with my buddy Christian Helmers I've written a detailed introduction to these production function estimators ("Untested Assumptions and Data Slicing", see: https://sites.google.com/site/medevecon/publications-and-working-papers#TOC-Working-Papers-and-Work-in-Progress) for which we're also disseminating the Stata code... just not yet (we need to clean the code and especially the ACF needs to be implemented much more efficiently). I think it'd be better to familiarise yourself with the literature on these estimators before rushing in and running some pre-coded estimation command... Markus Eberhardt ESRC Post-doctoral Research Fellow, Centre for the Study of African Economies, Department of Economics, University of Oxford Stipendiary Lecturer, St Catherine's College, Oxford web: http://sites.google.com/site/medevecon/home email: markus.eberhardt@economics.ox.ac.uk twitter: http://twitter.com/sjoh2052 mail: Centre for the Study of African Economies, Department of Economics, Manor Rd, Oxford OX1 3UQ, England On 22 February 2011 11:44, Neil Shephard <nshephard@gmail.com> wrote: > On Tue, Feb 22, 2011 at 10:38 AM, peppebruni@tin.it <peppebruni@tin.it> wrote: >> Hi everybody, >> >> I need to run a regression using Levinshon&Petrin >> estimators. > > I'm not familiar with this method at all. The Statalist FAQ (linked > from the bottom of every post) requests that full citations are > provided for those not familiar with the work you are citing. > >> I have a panel of data for about 20.000 italian industries >> divided in three samples (North, South, Middle). I have also created a >> dummy variable for each year and I would like to run a regression for >> each sample (using Lev-Pet) with the dummy-year variable. I would like >> to know the stata commands to do that. >> Alternatively, is it possible >> to run a regression (using Lev-Pet) year by year in order to see how >> the coefficients vary across the years?? > > -findit petrin- returns one hit that may be of interest to you which > is a package that was published in the Stata Journal... > > Petrin, A., B. P. Poi, and J. Levinsohn. Production function > estimation in Stata using inputs to control for unobservables. Stata > Journal 4(2):113-123. > > Neil > -- > “Truth in science can be defined as the working hypothesis best suited > to open the way to the next better one.” - Konrad Lorenz > > Email - nshephard@gmail.com > Website - http://kimura.no-ip.org/ > Photos - http://www.flickr.com/photos/slackline/ > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/