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From |
Danielle Koopmans <dpmjkoopmans@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: AW: panel data analysis |

Date |
Tue, 15 Jun 2010 16:49:35 +0200 |

Thanks a lot Steven! I already spent hours in the FAQs, they are very helpful indeed! I'm going to tried out with those spaces problem. I've Stata version 10, anyone knows where I can find the manual of this version? greets On Tue, Jun 15, 2010 at 3:49 PM, Steve Samuels <sjsamuels@gmail.com> wrote: > 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 >>> >> > > -- > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**AW: st: AW: panel data analysis***From:*"Martin Weiss" <martin.weiss1@gmx.de>

**References**:**st: panel data analysis***From:*Danielle Koopmans <dpmjkoopmans@gmail.com>

**Re: st: AW: panel data analysis***From:*Danielle Koopmans <dpmjkoopmans@gmail.com>

**Re: st: AW: panel data analysis***From:*Steve Samuels <sjsamuels@gmail.com>

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