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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 16:57:06 +0200

<> 

" I've
Stata version 10, anyone knows where I can find the manual of this
version?"


Your local library is your best bet, although in this case, the syntax for
-egen- should be clear from the help file/dialog box.



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 16:50
An: statalist@hsphsun2.harvard.edu
Betreff: Re: st: AW: panel data analysis

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
>>>
>>
>
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