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AW: st: AW: panel data analysis


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   AW: st: AW: panel data analysis
Date   Tue, 15 Jun 2010 16:48:02 +0200

<> 


No need for the manual, though. The help file for -egen- shows you the
syntax, and the dialog box guides you to proper commands.



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 14:51
An: statalist@hsphsun2.harvard.edu
Betreff: Re: st: AW: panel data analysis

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 xi i . 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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>
>
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>

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