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Re: st: Asymetrical dimensions in the RHS and in the LHS
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: Asymetrical dimensions in the RHS and in the LHS
Date
Mon, 28 Mar 2011 09:58:57 +0100
I think your problem is like many others. You can
regress LHS RHS
or whatever else you want
and Stata will be indifferent to whether some of your variables
include blocks of constants except insofar as some variables are
entirely constant. The bigger problem is quite what error structure
would be better than that crude pooled estimation, as clustering by
origin, by destination, by origin-destination pair, by product would
all a priori (your words) seem to be plausible.
But isn't there literature that discusses how to model such data?
Nick
On Mon, Mar 28, 2011 at 9:18 AM, Fabien Bertho
<[email protected]> wrote:
> Thank you very much for your answer.
>
> Actually, I cannot perform cross-tabulations because my dataset is too large. However, I thing that there is variation in all dimensions.
>
> If I understood well, it is something which is not impossible to do a priori?
>
>> From: Charles Koss <[email protected]>
>> I think, you also need to take care of the interpretations from such
>> estimates. Especially if some of your dimensions show no variation.
>> Have you perform cross-tabulations among dependent and independent
>> variables?
>>
>> On Fri, Mar 25, 2011 at 8:30 AM, Fabien Bertho
>> <[email protected]> wrote:
>> > I would like to run various types of estimations, on the one hand OLS and TSLS IV regressions; on the other hand tobit and ivtobit regressions.
>> >> From: Oliver Jones <[email protected]>
>> >> I'm no expert, but I'm sure it depends on how you estimate it...
>> >> Am 25.03.2011 11:29, schrieb Fabien Bertho:
>> >> > I would have a basic question. I am estimating a very basic equation.
>> >> >
>> >> > In this equation, the dependent variable varies by three dimensions (odk) -- i.e. origin country, destination country and product. On the right-hand side, some explicative variables vary by (od), others vary by (k) but none by (odk)
>> >> >
>> >> > Is it correct to estimate such an equation?
>> >> >
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