Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: Post again: questions on difference models


From   Carol Bao <yanjunbb@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Post again: questions on difference models
Date   Fri, 14 Jul 2006 15:50:02 -0700 (PDT)

Could you kindly recommend one?  I would really
appreciate it.

Thanks,

Carol

--- Jeph Herrin <junk@spandrel.net> wrote:

> You may want to post this to a statistics list, this
> is a list
> concerning the use of Stata.
> 
> cheers,
> Jeph
> 
> Carol Bao wrote:
> > Hi, there,
> > 
> > I am running a first differencing model and have
> two
> > estimation questions:
> > 
> > 1. For a dichotomous dummy variable, the
> difference
> > can be -1, 0 and 1.  Instead of using this
> directly as
> > a regressor, is it econometrically correct to
> generate
> > three new dummy variables respectively for the
> three
> > categorized difference and use them as regressors
> > instead:
> > 
> > eg. instead of: \delta Y = \beta \delta X,
> > estimate: \delta Y = \beta1 Z2 + \beta2 Z3, where
> Z2=1
> > if \delta X==0 and Z3=1 if \delta X==1 (default is
> if
> > \delta X=-1).
> > 
> > If yes, is there any paper or book chapter that
> can be
> > referred to?
> > 
> > 2. Dealing with age and year dummies.  Since the
> > difference age is the same for all persons, it
> seems
> > meaningless to use (\delta age) as a regress (or
> does
> > it?) Is it correct to use individual age dummies
> to
> > control for cohort effects? Also, should year
> dummies
> > be included as well? Is there any paper or book
> > chapter that can be referred to in this regard?
> > 
> > Any information is highly appreciated.  
> > 
> > Thank you very much in advance,
> > 
> > Carol
> > 
> > __________________________________________________
> > Do You Yahoo!?
> > Tired of spam?  Yahoo! Mail has the best spam
> protection around 
> > http://mail.yahoo.com 
> > *
> > *   For searches and help try:
> > *  
> http://www.stata.com/support/faqs/res/findit.html
> > *   http://www.stata.com/support/statalist/faq
> > *   http://www.ats.ucla.edu/stat/stata/
> > 
> > 
> *
> *   For searches and help try:
> *  
> http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
> 


__________________________________________________
Do You Yahoo!?
Tired of spam?  Yahoo! Mail has the best spam protection around 
http://mail.yahoo.com 
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index