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Re: st: Confirming whether a variable is binary or continuous
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: Confirming whether a variable is binary or continuous
Date
Mon, 19 Mar 2012 19:34:17 +0000
I flagged the importance of remembering missings earlier today.
In the same spirit -findname- (SJ, SSC)
findname , type(numeric) all(@ == int(@))
finds all integer-valued variables.
Nick
On Mon, Mar 19, 2012 at 7:24 PM, Seed, Paul <[email protected]> wrote:
> It may be that a binary variable contains missing values.
> For system missing, with 3 possible values [0, 1, .] one can use
> assert var^2 == var
> But this still leaves the possibility of no ones or zeros,
> and does not handle other non-missing values.
>
> A more general solution for any 2 non-missing values is
>
> su var, mean
> assert (var == r(min) | var == r(max) | var >= . ) & r(min) != r(max)
>
> The question asked about binary or continuous; but
> the possibility of categorical must also be considered.
> For this there is a simple test; provided your continuous variable
> is not rounded to the nearest integer & your categorical variables
> do not include fractions.
> assert var == int(var)
>
>
> Paul T Seed, Senior Lecturer in Medical Statistics,
> Division of Women’s Health, King’s College London
> Women’s Health Academic Centre, KHP
> (+44) (0) 20 7188 3642.
>
>
>
>
>
>> Date: Sat, 17 Mar 2012 07:05:00 +0000
>> From: Nick Cox <[email protected]>
>> Subject: Re: st: Confirming whether a variable is binary or continuous
>>
>> Variations on this are often used inside Stata commands
>>
>> sort var
>> assert var == var[1] | var == var[_N]
>>
>> Here -var- must be one of two distinct values, but nothing specifies
>> what they are precisely.
>>
>> Nick
>>
>> On Fri, Mar 16, 2012 at 11:39 PM, daniel klein
>> <[email protected]> wrote:
>> > Nick,
>> >
>> > very smart solution, thanks. Seems it is often the simple solutions
>> > that are so hard to find.
>> >
>> > The difference to the "-tabulate- solution" is that <var> is allowed
>> > to be a constant here, which is perfectly alright for a binary
>> > variable. It is for Bert to decide whether the indicators are allowed
>> > to be constant or have to vary.
>> >
>> > Daniel
>> >
>> > --
>> > You can also do this by e.g.
>> >
>> > assert inlist(var, 0. 1)
>> *
>> * 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/
>>
>> ------------------------------
>>
>> Date: Sat, 17 Mar 2012 07:46:20 +0000
>> From: Nick Cox <[email protected]>
>> Subject: Re: st: Confirming whether a variable is binary or continuous
>>
>> My wording was sloppy. That test is satisfied also by one distinct
>> value. For there to be precisely two distinct values, it is also
>> necessary for -var[1]- to differ from -var[_N]-.
>>
>> Similarly the test -inlist(var, 0, 1)- is satisfied if -var- is always
>> 0 or if -var- is always 1.
>>
>> Nick
>>
>> On Sat, Mar 17, 2012 at 7:05 AM, Nick Cox <[email protected]> wrote:
>> > Variations on this are often used inside Stata commands
>> >
>> > sort var
>> > assert var == var[1] | var == var[_N]
>> >
>> > Here -var- must be one of two distinct values, but nothing specifies
>> > what they are precisely.
>> >
>> > Nick
>> >
>> > On Fri, Mar 16, 2012 at 11:39 PM, daniel klein
>> > <[email protected]> wrote:
>> >> Nick,
>> >>
>> >> very smart solution, thanks. Seems it is often the simple solutions
>> >> that are so hard to find.
>> >>
>> >> The difference to the "-tabulate- solution" is that <var> is allowed
>> >> to be a constant here, which is perfectly alright for a binary
>> >> variable. It is for Bert to decide whether the indicators are
>> allowed
>> >> to be constant or have to vary.
>> >>
>> >> Daniel
>> >>
>> >> --
>> >> You can also do this by e.g.
>> >>
>> >> assert inlist(var, 0. 1)
>> *
>> * 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/
>>
>> ------------------------------
>>
>> Date: Sat, 17 Mar 2012 09:03:04 +0000 (GMT)
>> From: olorunfemi sola <[email protected]>
>> Subject: st: working with panel data in Stata
>>
>> Dear All,
>>
>> Am working with panel data. The data are as follows:
>> id time ep dep lr
>> lagos 2000 10 11 12
>> lagos 2001 8 12 13
>> lagos 2002 9 9 9
>> lagos 2003 7 10 12
>> ondo 2000 10 8 10
>> ondo 2001 8 12 13
>> ondo 2002 10 11 14
>> ondo 2003 7 10 11
>> ife 2000 9 11 12
>> ife 2001 8 8 11
>> ife 2002 9 10 12
>> ife 2003 10 9 12
>> But when i give this command --------" tsset id time " it gave the
>> following error:
>> tsset id time
>> varlist: id: string variable not allowed
>> r(109)
>> Expecting your assistance.
>>
>>
>> ***********************************************************************
>> SOLA OLORUNFEMI Ph.D
>> SENIOR LECTURER
>> DEAPARTMENT OF ECONOMICS
>> ADEKUNLE AJASIN UNIVERSITY
>> AKUNGBA AKOKO
>> ONDO STATE NIGERIA
>> official e-mail: [email protected]
>> TEL NO +234 803 581 0893
>>
>> **********************************************************************
>>
>>
>> ________________________________
>> From: Nick Cox <[email protected]>
>> To: [email protected]
>> Sent: Friday, 16 March 2012, 23:46
>> Subject: Re: st: Confirming whether a variable is binary or continuous
>>
>> My wording was sloppy. That test is satisfied also by one distinct
>> value. For there to be precisely two distinct values, it is also
>> necessary for -var[1]- to differ from -var[_N]-.
>>
>> Similarly the test -inlist(var, 0, 1)- is satisfied if -var- is always
>> 0 or if -var- is always 1.
>>
>> Nick
>>
>> On Sat, Mar 17, 2012 at 7:05 AM, Nick Cox <[email protected]> wrote:
>> > Variations on this are often used inside Stata commands
>> >
>> > sort var
>> > assert var == var[1] | var == var[_N]
>> >
>> > Here -var- must be one of two distinct values, but nothing specifies
>> > what they are precisely.
>> >
>> > Nick
>> >
>> > On Fri, Mar 16, 2012 at 11:39 PM, daniel klein
>> > <[email protected]> wrote:
>> >> Nick,
>> >>
>> >> very smart solution, thanks. Seems it is often the simple solutions
>> >> that are so hard to find.
>> >>
>> >> The difference to the "-tabulate- solution" is that <var> is allowed
>> >> to be a constant here, which is perfectly alright for a binary
>> >> variable. It is for Bert to decide whether the indicators are
>> allowed
>> >> to be constant or have to vary.
>> >>
>> >> Daniel
>> >>
>> >> --
>> >> You can also do this by e.g.
>> >>
>> >> assert inlist(var, 0. 1)
>> *
>> * 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/
>>
>> ------------------------------
>>
>> Date: Sat, 17 Mar 2012 18:26:17 +0900
>> From: "Joseph Coveney" <[email protected]>
>> Subject: st: Re: working with panel data in Stata
>>
>> Try:
>>
>> encode id, generate(ID) label(IDs)
>> tsset ID time, yearly
>>
>> Joseph Coveney
>>
>> P.S. You might want to re-read Section 2.3 ("How do I send questions
>> to
>> Statalist?") of the list's FAQ (URL below).
>>
>> - -----Original Message-----
>>
>> Am working with panel data. The data are as follows:
>> id time ep dep lr
>> lagos 2000 10 11 12
>> lagos 2001 8 12 13
>> lagos 2002 9 9 9
>> lagos 2003 7 10 12
>> ondo 2000 10 8 10
>> ondo 2001 8 12 13
>> ondo 2002 10 11 14
>> ondo 2003 7 10 11
>> ife 2000 9 11 12
>> ife 2001 8 8 11
>> ife 2002 9 10 12
>> ife 2003 10 9 12
>> But when i give this command --------" tsset id time " it gave the
>> following
>> error:
>> tsset id time
>> varlist: id: string variable not allowed
>> r(109)
>> Expecting your assistance.
>>
>>
>> *
>> * 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/
>>
>> ------------------------------
>>
>> Date: Sat, 17 Mar 2012 18:32:24 +0900
>> From: "Joseph Coveney" <[email protected]>
>> Subject: st: Re: Re: working with panel data in Stata
>>
>> Make that Section 2.2. Sorry.
>>
>> Joseph Coveney
>>
>>
>>
>> *
>> * 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/
>>
>> ------------------------------
>>
>> Date: Sat, 17 Mar 2012 09:46:04 +0000
>> From: Nick Cox <[email protected]>
>> Subject: Re: st: Re: Re: working with panel data in Stata
>>
>> I think Joseph has in mind
>>
>> "please do not start a new thread by replying to a previous posting.
>> Again, even if you delete the previous posting’s contents and change
>> its title, such practice also messes up archiving."
>>
>>
>> On Sat, Mar 17, 2012 at 9:32 AM, Joseph Coveney
>> <[email protected]> wrote:
>> > Make that Section 2.2. Sorry.
>> >
>> > Joseph Coveney
>> >
>> >
>> >
>> > *
>> > * 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/
>>
>> ------------------------------
>>
>> Date: Sat, 17 Mar 2012 07:23:17 -0230
>> From: Matthew Kerby <[email protected]>
>> Subject: st: Parsing words on allcaps
>>
>> Dear Statalist
>>
>> Perhaps somebody can advise on how to solve this problem.
>>
>> I have a dataset which consists of a single string variable. The each
>> observation consists of a sentence which in turn contains a name in all
>> caps. I would like to create a new variable which contains only those
>> words which appear in all caps. eg. in example below I would like to
>> extract the name of the hockey player.
>>
>>
>> clear
>> input str244 string
>> "GRETZKY W. likes hamburgers"
>> "Hotdogs are preferred by LEMIEUX M."
>> "All things being equal, CROSBY S. will eat doughnuts"
>> end
>>
>> I would like to end up with a string variable (player) which looks like
>> the following:
>>
>> player
>> "GRETZKY W."
>> "LEMIEUX M."
>> "CROSBY S."
>>
>> Any help on how to parse a string variable on allcaps is greatly
>> appreciated.
>> Cheers,
>> M.
>>
>>
>>
>> - --
>> Matthew Kerby, PhD
>>
>> Assistant Professor
>> Department of Political Science
>> Memorial University of Newfoundland
>> St. John's, Newfoundland, A1B 3X9, Canada
>>
>> email: kerbym(at)mun.ca
>> web: matthewkerby.net
>> twitter: matthewkerby
>> Tel: (709) 864-3093
>> Fax: (709) 864-4000
>>
>>
>> This electronic communication is governed by the terms and conditions
>> at
>> http://www.mun.ca/cc/policies/electronic_communications_disclaimer_2011
>> .php
>>
>> *
>> * 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/
>>
>> ------------------------------
>>
>> Date: Sat, 17 Mar 2012 09:55:33 +0000 (GMT)
>> From: olorunfemi sola <[email protected]>
>> Subject: Re: st: Re: Re: working with panel data in Stata
>>
>> Nick,
>> Â Sorry, it was a costly mistake from me. I will not repeat it. Am
>> sorry.
>>
>> Â
>> ***********************************************************************
>> SOLA OLORUNFEMIÂ Â Ph.D
>> SENIOR LECTURERÂ Â
>> Â DEAPARTMENT OF ECONOMICS
>> ADEKUNLE AJASIN UNIVERSITY
>> AKUNGBA AKOKO
>> ONDO STATE NIGERIA
>> official e-mail: [email protected]
>> TEL NO +234 803 581 0893
>> **********************************************************************
>>
>>
>> - ----- Original Message -----
>> From: Nick Cox <[email protected]>
>> To: [email protected]
>> Cc:
>> Sent: Saturday, 17 March 2012, 1:46
>> Subject: Re: st: Re: Re: working with panel data in Stata
>>
>> I think Joseph has in mind
>>
>> "please do not start a new thread by replying to a previous posting.
>> Again, even if you delete the previous posting’s contents and change
>> its title, such practice also messes up archiving."
>>
>>
>> On Sat, Mar 17, 2012 at 9:32 AM, Joseph Coveney
>> <[email protected]> wrote:
>> > Make that Section 2.2. Â Sorry.
>> >
>> > Joseph Coveney
>> >
>> >
>> >
>> > *
>> > * Â For searches and help try:
>> > * Â http://www.stata.com/help.cgi?search
>> > * Â http://www.stata.com/support/statalist/faq
>> > * Â http://www.ats.ucla.edu/stat/stata/
>>
>> *
>> *Â For searches and help try:
>> *Â http://www.stata.com/help.cgi?search
>> *Â http://www.stata.com/support/statalist/faq
>> *Â 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/
>>
>> ------------------------------
>>
>> Date: Sat, 17 Mar 2012 10:05:33 +0000 (GMT)
>> From: olorunfemi sola <[email protected]>
>> Subject: Re: st: Re: working with panel data in Stata
>>
>> Joseph,
>> Thank you. Your suggestion worked perfectly.
>>
>>
>> ***********************************************************************
>> SOLA OLORUNFEMI Ph.D
>> SENIOR LECTURER
>> DEAPARTMENT OF ECONOMICS
>> ADEKUNLE AJASIN UNIVERSITY
>> AKUNGBA AKOKO
>> ONDO STATE NIGERIA
>> official e-mail: [email protected]
>> TEL NO +234 803 581 0893
>> **********************************************************************
>>
>>
>> - ----- Original Message -----
>> From: Joseph Coveney <[email protected]>
>> To: [email protected]
>> Cc:
>> Sent: Saturday, 17 March 2012, 1:26
>> Subject: st: Re: working with panel data in Stata
>>
>> Try:
>>
>> encode id, generate(ID) label(IDs)
>> tsset ID time, yearly
>>
>> Joseph Coveney
>>
>> P.S. You might want to re-read Section 2.3 ("How do I send questions
>> to
>> Statalist?") of the list's FAQ (URL below).
>>
>> - -----Original Message-----
>>
>> Am working with panel data. The data are as follows:
>> id time ep dep lr
>> lagos 2000 10 11 12
>> lagos 2001 8 12 13
>> lagos 2002 9 9 9
>> lagos 2003 7 10 12
>> ondo 2000 10 8 10
>> ondo 2001 8 12 13
>> ondo 2002 10 11 14
>> ondo 2003 7 10 11
>> ife 2000 9 11 12
>> ife 2001 8 8 11
>> ife 2002 9 10 12
>> ife 2003 10 9 12
>> But when i give this command --------" tsset id time " it gave the
>> following
>> error:
>> tsset id time
>> varlist: id: string variable not allowed
>> r(109)
>> Expecting your assistance.
>>
>>
>> *
>> * 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/
>>
>> ------------------------------
>>
>> Date: Sat, 17 Mar 2012 10:38:01 +0000
>> From: Nick Cox <[email protected]>
>> Subject: Re: st: Parsing words on allcaps
>>
>> - -moss- (SSC) should help.
>>
>> Nick
>>
>> On 17 Mar 2012, at 09:53, Matthew Kerby <[email protected]> wrote:
>>
>> > Dear Statalist
>> >
>> > Perhaps somebody can advise on how to solve this problem.
>> >
>> > I have a dataset which consists of a single string variable. The each
>> > observation consists of a sentence which in turn contains a name in
>> > all caps. I would like to create a new variable which contains only
>> > those words which appear in all caps. eg. in example below I would
>> > like to extract the name of the hockey player.
>> >
>> >
>> > clear
>> > input str244 string
>> > "GRETZKY W. likes hamburgers"
>> > "Hotdogs are preferred by LEMIEUX M."
>> > "All things being equal, CROSBY S. will eat doughnuts"
>> > end
>> >
>> > I would like to end up with a string variable (player) which looks
>> > like the following:
>> >
>> > player
>> > "GRETZKY W."
>> > "LEMIEUX M."
>> > "CROSBY S."
>> >
>> > Any help on how to parse a string variable on allcaps is greatly
>> > appreciated.
>> > Cheers,
>> > M
>> *
>> * 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/
>>
>> ------------------------------
>>
>> Date: Sat, 17 Mar 2012 08:58:12 -0230
>> From: Matthew Kerby <[email protected]>
>> Subject: Re: st: Parsing words on allcaps
>>
>> Thanks! Worked.
>>
>>
>> On 2012-03-17, at 8:08 AM, Nick Cox wrote:
>>
>> > -moss- (SSC) should help.
>> >
>> > Nick
>> >
>> > On 17 Mar 2012, at 09:53, Matthew Kerby <[email protected]> wrote:
>> >
>> >> Dear Statalist
>> >>
>> >> Perhaps somebody can advise on how to solve this problem.
>> >>
>> >> I have a dataset which consists of a single string variable. The
>> each observation consists of a sentence which in turn contains a name
>> in all caps. I would like to create a new variable which contains only
>> those words which appear in all caps. eg. in example below I would like
>> to extract the name of the hockey player.
>> >>
>> >>
>> >> clear
>> >> input str244 string
>> >> "GRETZKY W. likes hamburgers"
>> >> "Hotdogs are preferred by LEMIEUX M."
>> >> "All things being equal, CROSBY S. will eat doughnuts"
>> >> end
>> >>
>> >> I would like to end up with a string variable (player) which looks
>> like the following:
>> >>
>> >> player
>> >> "GRETZKY W."
>> >> "LEMIEUX M."
>> >> "CROSBY S."
>> >>
>> >> Any help on how to parse a string variable on allcaps is greatly
>> appreciated.
>> >> Cheers,
>> >> M
>> > *
>> > * 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/
>>
>>
>> This electronic communication is governed by the terms and conditions
>> at
>> http://www.mun.ca/cc/policies/electronic_communications_disclaimer_2011
>> .php
>>
>> *
>> * 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/
>>
>> ------------------------------
>>
>> Date: Sat, 17 Mar 2012 12:12:02 +0000
>> From: "Ploy T." <[email protected]>
>> Subject: st: Two Way Fixed Effect on Unbalanced Panel Data
>>
>> Hi Statalist
>>
>>
>> I have questions regarding two-way fixed effect on large unbalanced
>> panel. Here is my model:
>>
>>
>> ln Xijt = â0 + aij + qt + â1 lnGDPit + â2 lnGDPjt + â3 lnPOPit + â4
>> lnPOPjt + â5 FTAijt + åijt
>>
>>
>>
>> My LHS variable is bilateral export from country i to country j. The
>> explanatory variables are GDP and population of both countries, and a
>> dummy variable that takes value 1 if both countries are member of an
>> FTA. I would like to run the model for
>> 1.) one way fixed country effect
>> 2.) one way fixed time effect and
>> 3.) two way fixed effect.
>>
>> I have unbalanced panel data for approximately 2,200 country pairs with
>> 6 time periods. I'm a new STATA user. So, as far as I know, there is no
>> problem on running unbalanced panel data on one-way fixed effect
>> (correct me if I'm wromg). But there's no direct method on estimating
>> two-way fixed effects on large unbalanced panel data. Is there any way
>> or commands that help me get through such problem?
>>
>> Moreover, if I change my model such that:
>>
>>
>> ln Xijt = â0 + aij + â1 lnGDPit + â2 lnGDPjt + â3 lnPOPit + â4 lnPOPjt
>> + â5 FTAijt - lnPit - lnPjt+ åijt
>>
>>
>>
>> That is, country-fixed effect and country-and-time fixed effects
>> (estimating aij together with lnPit and lnPjt) are estimated together.
>> Is there any method to get estimation of such model?
>>
>> Thanks very much in advance.
>> Ploy T.
>>
>> *
>> * 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/
>>
>> ------------------------------
>>
>> Date: Sat, 17 Mar 2012 09:36:59 -0400
>> From: David Hoaglin <[email protected]>
>> Subject: Re: st: Two Way Fixed Effect on Unbalanced Panel Data
>>
>> Hi, Ploy.
>>
>> As a start, you could separate the effect aij into the "main effects"
>> for the two countries and the interaction (e.g., replace aij with ci +
>> cj + dij).
>>
>> In the second version of your model, you may want to keep the "main
>> effect" for time (qt in the first version).
>>
>> You could fit both models by ordinary regression, accompanied by
>> plotting and diagnosis, to see how the data behave. (The number of
>> predictors, however, may be too large for some flavors of Stata.)
>>
>> That regression approach does not take into account the correlation
>> structure. If you regard the panel as consisting of pairs of
>> countries, a fixed-effects analysis with aij as the pair effect seems
>> all right. Those fixed effects for the pairs would account for
>> structure in the data that does not change over time, and that would
>> include the country-specific effects ci and cj that I introduced above.
>> At the moment, I don't see how to separate aij into ci + cj + dij
>> within a fixed-effects model, but I have not tried to search for work
>> on panels of pairs.
>>
>> I hope this discussion helps.
>>
>> David Hoaglin
>>
>> 2012/3/17 Ploy T. <[email protected]>:
>> > Hi Statalist
>> >
>> >
>> > I have questions regarding two-way fixed effect on large unbalanced
>> > panel. Here is my model:
>> >
>> >
>> > ln Xijt = â0 + aij + qt + â1 lnGDPit + â2 lnGDPjt + â3 lnPOPit + â4
>> > lnPOPjt + â5 FTAijt + åijt
>> >
>> >
>> >
>> > My LHS variable is bilateral export from country i to country j. The
>> > explanatory variables are GDP and population of both countries, and a
>> > dummy variable that takes value 1 if both countries are member of an
>> > FTA. I would like to run the model for
>> > 1.) one way fixed country effect
>> > 2.) one way fixed time effect and
>> > 3.) two way fixed effect.
>> >
>> > I have unbalanced panel data for approximately 2,200 country pairs
>> > with 6 time periods. I'm a new STATA user. So, as far as I know,
>> there
>> > is no problem on running unbalanced panel data on one-way fixed
>> effect
>> > (correct me if I'm wromg). But there's no direct method on estimating
>> > two-way fixed effects on large unbalanced panel data. Is there any
>> way
>> > or commands that help me get through such problem?
>> >
>> > Moreover, if I change my model such that:
>> >
>> >
>> > ln Xijt = â0 + aij + â1 lnGDPit + â2 lnGDPjt + â3 lnPOPit + â4
>> > lnPOPjt + â5 FTAijt - lnPit - lnPjt+ åijt
>> >
>> >
>> >
>> > That is, country-fixed effect and country-and-time fixed effects
>> > (estimating aij together with lnPit and lnPjt) are estimated
>> together.
>> > Is there any method to get estimation of such model?
>>
>> *
>> * 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/
>>
>> ------------------------------
>>
>> Date: Sat, 17 Mar 2012 14:31:52 +0000
>> From: "Nakelse, Tebila (AfricaRice)" <[email protected]>
>> Subject: st: depvar name in b an V matrix
>>
>> Dear Statalisters,
>> I am using regress command in Stata and I would like to know if it is
>> possible to add the depvar name in b an V matrix as it is done in logit
>> command.
>> For logit when I do :
>> Logit y x
>>
>> e(b)[1,2]
>> y: y:
>> x _cons
>> y1 -.35129185 -2.9228238
>>
>> when I do
>> regress y x,
>> I will have
>>
>> e(b)[1,2]
>> x _cons
>> y1 -.00809294 .045464
>>
>> without y in e(b) column names what I want to do
>>
>> I know I can pass through a regular matrix and used matrix functions
>> such as coleq, roweq, colnames or rownames and after repost in e and V.
>>
>> I will appreciate any help
>> Tebila
>>
>>
>>
>> *
>> * 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/
>>
>> ------------------------------
>>
>> Date: Sat, 17 Mar 2012 16:23:13 +0000
>> From: Andrea Rispoli <[email protected]>
>> Subject: st: Variable autocorrelation
>>
>> Dear Statalisters,
>>
>> I have a panel dataset and I would like to see whether certain
>> variables are autocorrelated to see to what extent they are
>> slow-moving versus fast-moving. What kind of test/ command can I
>> run?This is perhaps a question with a well known answer but I could
>> not find an answer after searching for a while so if someone my give
>> me a suggestion I would really appreciate it!
>> Thank you in advance.
>> *
>> * 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/
>>
>> ------------------------------
>>
>> Date: Sat, 17 Mar 2012 18:02:51 -0400
>> From: Amanda Fu <[email protected]>
>> Subject: st:AR(1) error notice: sample may not include multiple panels
>>
>> Dear Statalists,
>>
>> Sorry for bothering you with a question about a simple AR(1)
>> estimation. I searched related discussion in the archives , but still
>> cannot figure out why the error message comes out. Any suggestions
>> will be helpful.
>>
>> I want to estimate a univarate AR(1) model (without any controls). The
>> data set is a panel data, including 1000 observations for 5 years
>> (200 variables. The one I am interested is enroll taking values 0,1) .
>> . tsset id years
>> . arima enrollment,ar(1)
>> "sample may not include multiple panels"
>>
>> I must have missed something here. Can someone give me some hints?
>> In addition, instead of using ARIMA, may I know if there is any easy
>> alternative to do the AR(1) ?
>>
>> Thank you very much!
>>
>> Amanda
>> *
>> * 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/
>>
>> ------------------------------
>>
>> Date: Sun, 18 Mar 2012 01:06:57 +0000
>> From: Clive Nicholas <[email protected]>
>> Subject: Re: st:AR(1) error notice: sample may not include multiple
>> panels
>>
>> Amanda Fu wrote:
>>
>> > Sorry for bothering you with a question about a simple AR(1)
>> > estimation. I searched related discussion in the archives , but still
>> > cannot figure out why the error message comes out. Any suggestions
>> > will be helpful.
>> >
>> > I want to estimate a univarate AR(1) model (without any controls).
>> The
>> > data set is a panel data, including 1000 observations for 5 years
>> > (200 variables. The one I am interested is enroll taking values 0,1)
>> .
>> > . tsset id years
>> > . arima enrollment,ar(1)
>> > "sample may not include multiple panels"
>> >
>> > I must have missed something here. Can someone give me some hints?
>> > In addition, instead of using ARIMA, may I know if there is any easy
>> > alternative to do the AR(1) ?
>>
>> ARIMA models are designed for _single_ time series, not panel data.
>> Since you're looking to specify AR(1) effects, that also rules out
>> fixed- and random-effect models under -xtreg-, since parameter
>> estimates are almost always biased and inconsistent in the presence of
>> AR(1). Your only real alternative is investigate instrumental variable
>> models, particularly IV-2SLS (-h xtivreg-), assuming you can find
>> suitable variables to 'instrument' with the lagged variable. That's
>> where the fun starts, although I use the word 'fun' advisedly.
>>
>> - --
>> Clive Nicholas
>>
>> [Please DO NOT mail me personally here, but at
>> <[email protected]>. Please respond to contributions I make in
>> a list thread here. Thanks!]
>>
>> "My colleagues in the social sciences talk a great deal about
>> methodology. I prefer to call it style." -- Freeman J. Dyson
>>
>> *
>> * 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/
>>
>> ------------------------------
>>
>> Date: Sat, 17 Mar 2012 21:13:21 -0400
>> From: Richard Herron <[email protected]>
>> Subject: Re: st:AR(1) error notice: sample may not include multiple
>> panels
>>
>> This question came up yesterday, too. Here was my response:
>>
>> Panels require strict exogeneity for consistency, so you can't have
>> lagged dependent variables on the right hand side (i.e., dynamic
>> panels aren't allowed).
>>
>> If you think about the within estimator for panel data, then you have
>> y_{i, t-1} - mean(y_i) on the right hand side, which is not orthogonal
>> to e_{i,t} because mean(y_i) contains y_{i,t} from the left hand side.
>>
>> There are some solutions to this in -xtabond-, which does the Arellano
>> and Bond estimator. Arellano and Bond correct the endogeneity by
>> estimating the dynamic panel in first differences and using lags as
>> instruments and GMM to take care of over-identification.
>>
>> Chapter 9 in Cameron and Trivedi's "Microeconometrics Using Stata"
>> provides a handful of techniques for estimating dynamic panel models.
>> Chapters 21 and 22 in their Microeconometrics textbook provides more
>> theory. HTH.
>>
>> On Sat, Mar 17, 2012 at 18:02, Amanda Fu <[email protected]> wrote:
>> > Dear Statalists,
>> >
>> > Sorry for bothering you with a question about a simple AR(1)
>> > estimation. I searched related discussion in the archives , but still
>> > cannot figure out why the error message comes out. Any suggestions
>> > will be helpful.
>> >
>> > I want to estimate a univarate AR(1) model (without any controls).
>> The
>> > data set is a panel data, including 1000 observations for 5 years
>> > (200 variables. The one I am interested is enroll taking values 0,1)
>> .
>> > . tsset id years
>> > . arima enrollment,ar(1)
>> > "sample may not include multiple panels"
>> >
>> > I must have missed something here. Can someone give me some hints?
>> > In addition, instead of using ARIMA, may I know if there is any easy
>> > alternative to do the AR(1) ?
>> >
>> > Thank you very much!
>> >
>> > Amanda
>> > *
>> > * 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/
>>
>> ------------------------------
>>
>> Date: Sat, 17 Mar 2012 21:34:48 -0400
>> From: David Hoaglin <[email protected]>
>> Subject: Re: st: ztnb model: why are some results omitted?
>>
>> Dear Ekaterina,
>>
>> How are you interpreting the constant term in the model? Because the
>> four income categories are exhaustive, they need only three parameters
>> in addition to the constant term. It seems likely that ztnb is
>> treating the highest quartile of income as the reference category.
>>
>> I suggest that you merge the four income variables into a single
>> categorical variable (which you might name inccat) and then use
>> inccat##conf_inc as the list of independent variables.
>>
>> Regards,
>>
>> David Hoaglin
>>
>> On Fri, Mar 16, 2012 at 6:14 PM, Ekaterina Hertog
>> <[email protected]> wrote:
>> > Dear all,
>> > I use Stata 12 and I am trying to analyse how individual relative
>> income and
>> > whether the level of income was supported by official documentation
>> or not
>> > affects the number of page views an person receives on a dating site.
>> I am
>> > particularly interested in the interactions between the relative
>> income
>> > variables and the variable for confirmed income.
>> > I have no information about people who receive no page views so I use
>> a
>> > zero-truncated negative binominal model.
>> > The dependent variable is a count of the number of page views.
>> > inclow25 = income is in the lowest quartile of incomes in the general
>> > population
>> > inc50per = income in the 2nd lowest quartile
>> > inc75per = income in the 2nd highest quartile
>> > inchigh25 = income in the highest quartile of earners in the
>> population
>> > conf_inc = is a binary variable: 1 meaning that the income level is
>> > confirmed with appropriate documentation
>> > I run the model separately for men and the code I use looks as
>> follows:
>> > ztnb totpagev inclow25##conf_inc inc50per##conf_inc
>> inc75per##conf_inc
>> > inchigh25##conf_inc if gender==1
>> >
>>
>> *
>> * 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/
>>
>> ------------------------------
>>
>> Date: Sat, 17 Mar 2012 23:12:14 -0400
>> From: Amanda Fu <[email protected]>
>> Subject: Re: st:AR(1) error notice: sample may not include multiple
>> panels
>>
>> Hello Mr. Nicholas and Mr. Herron,
>>
>> Thank you very much for your suggestions.
>>
>> After seeing the above suggestions, I checked chapter 9 in Cameron and
>> Trivedi again and saw there was some useful discussion. I am sorry
>> that I missed this this morning. I focused on searching stuff related
>> to "time series" in that book.
>>
>> In addition to Arellano-Bond estimator, would it be fine if I use
>> Cochrane–Orcutt estimation (-prais, cort) to estimate AR(1)?
>>
>> Thank you!
>> Amanda
>>
>> On Sat, Mar 17, 2012 at 9:13 PM, Richard Herron
>> <[email protected]> wrote:
>> > This question came up yesterday, too. Here was my response:
>> >
>> > Panels require strict exogeneity for consistency, so you can't have
>> > lagged dependent variables on the right hand side (i.e., dynamic
>> > panels aren't allowed).
>> >
>> > If you think about the within estimator for panel data, then you have
>> > y_{i, t-1} - mean(y_i) on the right hand side, which is not
>> orthogonal
>> > to e_{i,t} because mean(y_i) contains y_{i,t} from the left hand
>> side.
>> >
>> > There are some solutions to this in -xtabond-, which does the
>> Arellano
>> > and Bond estimator. Arellano and Bond correct the endogeneity by
>> > estimating the dynamic panel in first differences and using lags as
>> > instruments and GMM to take care of over-identification.
>> >
>> > Chapter 9 in Cameron and Trivedi's "Microeconometrics Using Stata"
>> > provides a handful of techniques for estimating dynamic panel models.
>> > Chapters 21 and 22 in their Microeconometrics textbook provides more
>> > theory. HTH.
>> >
>> > On Sat, Mar 17, 2012 at 18:02, Amanda Fu <[email protected]> wrote:
>> >> Dear Statalists,
>> >>
>> >> Sorry for bothering you with a question about a simple AR(1)
>> >> estimation. I searched related discussion in the archives , but
>> still
>> >> cannot figure out why the error message comes out. Any suggestions
>> >> will be helpful.
>> >>
>> >> I want to estimate a univarate AR(1) model (without any controls).
>> The
>> >> data set is a panel data, including 1000 observations for 5 years
>> >> (200 variables. The one I am interested is enroll taking values 0,1)
>> .
>> >> . tsset id years
>> >> . arima enrollment,ar(1)
>> >> "sample may not include multiple panels"
>> >>
>> >> I must have missed something here. Can someone give me some hints?
>> >> In addition, instead of using ARIMA, may I know if there is any easy
>> >> alternative to do the AR(1) ?
>> >>
>> >> Thank you very much!
>> >>
>> >> Amanda
>> >> *
>> >> * 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/
>>
>> *
>> * 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/
>>
>> ------------------------------
>>
>> End of statalist-digest V4 #4460
>> ********************************
>>
>> *
>> * 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/
*
* 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/