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Re: st: AW: panel data analysis


From   Steve Samuels <sjsamuels@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: AW: panel data analysis
Date   Tue, 15 Jun 2010 09:49:33 -0400

Danielle, welcome to Statalist!  The FAQ are essential reading, and
they will tell you to show _exactly_ what commands you have written
and what Stata said .  Neither of the commands you have shown, "egen ,
group (variable)" "xi i . years",  is valid, because of the spaces.
For examples of using a command, scroll through -help-- screen (e.g.
"help egen"); that's what I do.   Also, because you have not stated
the version of Stata you are using, responders will assume that you
have the latest  version, 11.1.   (Factor variables, mentioned by
Neil, require Version 11)   If you do have Version 11, then the entire
pdf  manual can be accessed from the Help Menu.

Steve

Steven Samuels
sjsamuels@gmail.com
18 Cantine's Island
Saugerties NY 12477
USA
Voice: 845-246-0774
Fax:    206-202-4783



On Tue, Jun 15, 2010 at 8:51 AM, Danielle Koopmans
<dpmjkoopmans@gmail.com> wrote:
> Thanks Martin,
>
> I don't have the manual and they don't have it here in the University
> Library.  I tried -egen, group (variable)- but this did not work.
>
> greets Danielle
>
> On Tue, Jun 15, 2010 at 1:07 PM, Martin Weiss <martin.weiss1@gmx.de> wrote:
>>
>> <>
>>
>> Re your first question, you may want to try -egen, group()-.
>>
>> Re the second, try the intro in manual [XT], p. 446.
>>
>>
>>
>> HTH
>> Martin
>>
>>
>> -----Ursprüngliche Nachricht-----
>> Von: owner-statalist@hsphsun2.harvard.edu
>> [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Danielle
>> Koopmans
>> Gesendet: Dienstag, 15. Juni 2010 12:41
>> An: statalist@hsphsun2.harvard.edu
>> Betreff: st: panel data analysis
>>
>> Hello,
>>
>> it's my first time here and I have some questions. I have a dataset
>> with variables of 32 firms over a timespan of 10 years, I am examing
>> whether tenure (of a specific person) and other variables has
>> influence on the profitability (y) of firm i.
>> First I have a question about the xi command because I have some
>> categorical variables: I wanted to create dummies for the variable
>> years xi i . years and for education, I tried this
>> command but nothing happenend, not even a note that I did something
>> wrong.
>>
>> Second, because I have a dataset with cross-section data and
>> timeseries I ran a paneldata regression (fe, be and re) with i=firms
>> and t=years. It look likes this but then with a lot more variables
>> like financial variables, education dummy, age etc  :
>>
>> y           tenure        year t      firm i
>> 8,45        6,614        1995         1
>> 7,39        7,616        1996         1
>> 3,10        0,611        1997         1
>> 9,93        1,633        1998         1
>> 12,39      2,611        1999         1
>> 19,24      3,614         2000        1
>> 0,49        4,614         2001        1
>> 1,13        0,611         2002        1
>> 4,69        1,611         2003        1
>> 9,14        2,614         2004        1
>> 12,64      3,614         2005        1
>> 3,69        2,633        1995         2
>> 7,43        3,636        1996         2
>> 10,30      4,636        1997         2
>> 11,64      5,636        1998         2
>> 10,01      6,636        1999         2
>>
>>
>> The R^2 differs between the models:
>>
>> Be
>>
>> R-sq:  within  = 0.0298
>>        between = 0.5908
>>        overall = 0.2349
>>
>> Re
>>
>> R-sq:  within  = 0.2412
>>        between = 0.1820
>>        overall = 0.2260
>>
>> Fe
>>
>> R-sq:  within  = 0.2611
>>        between = 0.0194
>>        overall = 0.0007
>>  It doesn't seem good to me these results but which model should I
>> choose and which R^2 do I have to look at: within, between or overall?
>> My constant is also negtive at the fe model, how come?
>>
>> And how to check for heteroskedastiscity, serial correlation
>> (Durbin-Watson test?) and collinearity?
>>
>> Hopefully someone can help me on this. This is all very new to me.
>> Danielle
>>
>

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