I am trying to simultaneously estimate three equations using dynamic panel data. In each equation, the dependent variable (say, Y(3)) is a function of the two other dependent variables from that same period (say, X(3) and Z(3)), as well as the lagged values of the same dependent...
I want to predict returns of real estate investment trusts (REITs) in excess of the risk-free rate (rf), by using various explanatory variables which are market risk premium, the Fama&French factors and the Carhart momentum factor (MOM). For those not familiar with them; the market risk...
I am trying to run a mixed effect model defined as:
log(volume) = A + B*time + epsilon
A = A0 + A1*T + epsilonA
B = B0 + B1*T + epsilonB
The data is tumor volumes in two groups (T = 0 or T = 1) of mice, and each mouse's log(volume) increases linearly in time, but with slopes and...
My dependent variable is goes to college coded 0=No and 1= Yes. I am not sure how STATA reads/ranks the dependent variable....thus I am not sure if I am interpreting correct.
Predictor variables overeating status 1=does not overeat (reference) 2=sometimes overeat 3= always overeats and...
I am using non-linear regression ('nl' function, with independent variable of age) to estimate coefficient with the least sum of the square value (fitted non-linear curve).
Later, I was using 'predict yhat' to predict the y-value for my samples with different age groups. However, the...
My thesis is about Hybrid choice and multinomial logit. I´m using both commands 'mixlogit' and 'gmnl' in Stata for a dataset that:
- Includes 12 choice tasks per person (a total of 81 respondents).
- 3 different choices for each choice task
- Just one answer must be selected (each...
I am new to programming as well as econometrics and would like to ask some guidance for learning.
I am planning to calculate the effectiveness of a public works scheme in country A. By effectiveness I mean the rate of success by which participants were able to return to the open labour market...
Well, to be honest I do not know how to express my problem so I have uploaded an image.
I need a command for Stata to exclude families that do not have children that are younger than 18.
So, the data set should look like this after the exclusion...
I am using sttocc to created a nested case control study, within an incident epilepsy population. The commands therefore reads as follows:
stset censor, failure(case) enter (time entry) id(patid) scale(365.25)
set seed 9123456
sttocc, match (gender yob entry_year) n(20) nodots...
i am trying to do this in R. it is equivalent to the stata command rowfirst suppose i have four columns as shown below (T1, T2, T3, T4). I want to create a new column (TX) which contains for each row the first element in columns T1:T4.
ID T1 T2 T3 T4
A 0 2 4 5
B . . 6 5
C . 8...
I am currently working on a paper where I run a VECM and get significant values. However, I am not quite sure about how to interpret the output and how take the different values and express them with an equation. I run the test in SATA using the vec command
Attached is a picture of...
I need to control for two variables in my linear regression, the code thus far is;
by dde2: regress sustain
I have two mediator variables or control variables, gender and ses and I need to remove their effects.
Any help greatly appreciated!
this question asks for help for a statistical/econometric problem I can't get the clue:
I have a classic multivariate regression problem, i.e. dependent variables are stored in matrix Y having dimension n x p. So p observations come from the same respondent i and we need to expect correlated...
I am quite familiar with mixed effects (multilevel models) in meta analyses.
Now, I want to do a mixed effects (multilevel) meta analysis structural equation model (MASEM) with STATA and the gsem package because my data format is long.
My data look like:
I am doing a research project on antisocial youth behavior and SES inequality. I am supposed to run two level logistic regression in STATA. There is an advise in conducting this analysis:
"Distinguish between school vs within school differences in bullying, and then perform new descriptive...
My name is Magdalena and I have the following problem; I have daily returns of 60 firms from the year 2000 to 2015. My aim is to test for granger causality between them and to see which firms are leaders or followers over different time periods.
I would like to test for Granger...
Having some issues with Stata when running xtmixed. The main issue being the number of groups (in initial Group Variable table) is not what I expect it to be.
This is a 3-level model. The first is hospital, the second is individuals. As in individuals is the higher level , as they can...
I am doing a Master's and I am at the dissertation stage, and have to write and test a model empirically.
However I am not sure about the functional form:
Y = A(a)^Z + B(b/c)^Y + D(d)^X
I want to estimate the effect of a on y. However I don't think the effect will have an elasticity...
I want to use the movestay command in Stata but my data is complicated and I’m unsure how to proceed. I would like to estimate the treatment effect on sales using endogenous switching regression for consumers who participated in a cashback and those who did not. More specifically, I...
I am a Norwegian phd student exploring the effects of nocturnal road traffic noise exposure in children. One of the research questions is whether noise exposure at different ages (3, 5, 7, 8 years) is associated with body mass index measured at those same four ages (does the association...