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From | varuna dreepaul <varunad1208@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: dummy variable for panel cointegration |
Date | Sun, 24 Jun 2012 20:32:42 +0400 |
Thank you for your response. I have used the following commands. To specify the dummy variable. Developing countries: 0 Developed countries: 1 . tabulate dummy, generate (dum) dummy | Freq. Percent Cum. ------------+----------------------------------- 0 | 667 50.00 50.00 1 | 667 50.00 100.00 ------------+----------------------------------- Total | 1,334 100.00 Then i ran the regression with fixed effect, but the dummies have dropped xtreg carbon gdp squaregdp gs trade fdi energy polity dum1 dum2, fe Fixed-effects (within) regression Number of obs = 950 Group variable: countries Number of groups = 44 R-sq: within = 0.4664 Obs per group: min = 2 between = 0.8431 avg = 21.6 overall = 0.8786 max = 27 F(6,900) = 131.09 corr(u_i, Xb) = 0.7548 Prob > F = 0.0000 ------------------------------------------------------------------------------ carbon | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- gdp | (dropped) squaregdp | -.1840739 .0221407 -8.31 0.000 -.2275273 -.1406205 gs | .1325515 .0386822 3.43 0.001 .0566337 .2084693 trade | .1630736 .0301755 5.40 0.000 .103851 .2222961 fdi | .0068717 .0051202 1.34 0.180 -.0031772 .0169205 energy | .8923361 .0518257 17.22 0.000 .7906228 .9940494 polity | -.0247151 .0254183 -0.97 0.331 -.0746011 .025171 dum1 | (dropped) dum2 | (dropped) _cons | 6.022789 .2686363 22.42 0.000 5.495562 6.550015 -------------+---------------------------------------------------------------- sigma_u | .85699844 sigma_e | .14137961 On 6/24/12, Ronnie Babigumira <rb.glists@gmail.com> wrote: > Always helps to "tell and show" what you did > http://www.stata.com/support/faqs/resources/statalist-faq/#question > > 3.3 Stata references in your question > Say exactly what you typed and exactly what Stata typed (or did) in > response. N.B. exactly! If you can, reproduce the error with one of Stata's > provided datasets or a simple concocted dataset that you include in your > posting. > > Anyway, here is an example using the auto data and as you can see, it works > as expected. > > sysuse auto > tab for, gen(source) > l foreign source1 source2 in 50/55, nolabel > > > > -- > 010100100110111101101110011011100110100101100101 > > > > > On Sunday, June 24, 2012 at 6:15 PM, varuna dreepaul wrote: > >> Dear all, >> >> I have 2 set of countries developed and developing countries. I wish >> to run a panel co-integration regression in which i want to use dummy >> variable for the developed or developing countries. >> >> I have used tabulate and generate function, but it says unrecognized. >> >> Can anybody please help me.....for the commands. >> >> Thanking you, >> Varuna >> * >> * 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/