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Re: st: Apologies for request


From   Ricardo Ovaldia <ovaldia@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Apologies for request
Date   Tue, 15 Mar 2005 15:34:14 -0800 (PST)

Scott,

I want to second both Mark and Nicks comment that you
need to consult a book on Statistic and if possible a
statistician at the University. I also want to add
that there must be Stata manuals at the University's
library or in the department of statistics. That said,
the manuals will inform you on how to use the commands
and teach you something about the methods, but their
dept do not match the knowledge that you will requirer
to defend your dissertation. You are going to have to
do some home work on this.

In addition, you say this is for your dissertation but
yet you write "my work is to finished very soon". I
would be very concern about doing something for my
dissertation at the last minute which I did not fully
understand. It may be difficult to defend to your
committee. (Please do not take offense, is just my
thought).

Regards,
Ricardo.




--- Mark Schaffer <M.E.Schaffer@hw.ac.uk> wrote:
> Scott,
> 
> I think you might have misunderstood Nick's point. 
> When he says that most
> of your questions require recourse to a standard
> text, he probably means,
> not a Stata text or the manuals, but a standard
> econometrics or statistics
> textbook (e.g., on how to calculate Newey-West-style
> standard errors - their
> procedure is not a test).
> 
> BTW, if you believe you have autocorrelation,
> heteroskedasticity, and
> multicollinearity problems, it's possible that your
> omitted variable test
> isn't valid (isn't robust in the presence of the
> problems).
> 
> --Mark
> 
> Quoting Goodall S <S.Goodall@rhul.ac.uk>:
> 
> > Unfortunately, although I have spent just about
> every waking minute
> > for the
> > past week in front of a screen with Stata 8.2
> imprinted on it I
> > haven't been
> > able to grasp its capabilities very well. I have
> not found
> > information on
> > the net or in the textbooks conclusive or
> straghtforward.
> > Furthermore, I do
> > not have a copy of the Stata manual nor have time
> enough to wait for
> > it to
> > arrive as my work is to finished very soon. I'm
> sorry to have
> > bothered you
> > all for some simple advice, I did not realize it
> would cause such a
> > problem
> > 
> > Scott
> > 
> > Nick Cox
> > 
> > Please don't send formatted text to Statalist
> > Please do use sensible titles. These points,
> > and other well-meant advice, are explained
> > in the Statalist FAQ, the URL of which is
> > at the bottom of every Statalist posting.
> > 
> > There is a Newey-West command in Stata: its
> > help is accessible at -whelp newey-
> > and there is more in the manuals at [TS] newey.
> > 
> > Most of your other questions seem to require
> > recourse to a standard text, at least in
> > the first instance.
> > 
> > Nick
> > n.j.cox@durham.ac.uk
> > 
> > Scott Goodall
> > 
> > I am attempting to develop a model for my
> dissertation.
> > I would like to develop a very simple model with
> house prices
> > as my left-hand side variable and rent, income,
> mortgage rent,
> > and CPI as my right hand-side variables. I have
> collected my data,
> > formatted my data (including putting several
> variables in real
> > terms)
> > and found that I have the best model available to
> me (in terms of
> > ommited variables at least). I have come to the
> conclusion that my
> > model has no ommitted variables and is normal, but
> does suffer
> > from
> > autocorrelation, heteroscedasticity, and
> multicollinearity. Is it
> > true
> > that I can correct for autocorrelation and
> heteroscedasticity using
> > a
> > Newey West test? If so, would you be so kind as to
> give me
> > specific
> > details of how to perform this test and how to
> interpret its
> > results?
> > Also, any other suggestions or help would be much
> appreciated.
> > 
> > *
> > *   For searches and help try:
> > *  
> http://www.stata.com/support/faqs/res/findit.html
> > *   http://www.stata.com/support/statalist/faq
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> >  
> > *
> > *   For searches and help try:
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> > *   http://www.stata.com/support/statalist/faq
> > *   http://www.ats.ucla.edu/stat/stata/
> > 
> 
> 
> 
> Prof. Mark Schaffer
> Director, CERT
> Department of Economics
> School of Management & Languages
> Heriot-Watt University, Edinburgh EH14 4AS
> tel +44-131-451-3494 / fax +44-131-451-3294
> email: m.e.schaffer@hw.ac.uk
> web: http://www.sml.hw.ac.uk/ecomes
> 
>
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