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From |
Maarten Buis <maartenlbuis@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Leamer's Extreme Bound Analysis and Fixed Effect |

Date |
Wed, 8 Jun 2011 14:02:00 +0200 |

On Wed, Jun 8, 2011 at 1:31 PM, pl344 wrote: > I know the the built in Leamer's Extreme Bounds Analysis is designed to run > OLS regressions. Does anyone know if there is a way to run fixed effect > panel regression using Leamer's EBA on Stata. There is no built in Leamer's Extreme Bounds Analysis, there is a user written -eba- command available on SSC. I assume you mean that. All EBA is fitting many models and finding the minimum and maximum effect size of variable. If existing programs don't do what you want you can easily do it yourself, by looping over all possible combinations of a set of control variables, for each such combination estimate your model with that combination of control variables and store the coefficient of interest. In the example below I only focused on the the maximum and minimum coefficient and I used -regress-, you can adept that in whatever way you like, e.g. you can use -xtreg- instead of -reg- or you can use -post- (see: help post-) to store all coefficients and look at the complete distribution of coefficients instead of only the min and the max(For more on examples I sent to the Statalist see: http://www.maartenbuis.nl/example_faq ). To get the list all possible combinations of control variables I used Nick Cox's -tuples- which you can get by typing in Stata -ssc install tuples-. *----------------- begin example ---------------- sysuse auto, clear reg price mpg tempname maxb maxse minb minse scalar `maxb' = _b[mpg] scalar `maxse' = _se[mpg] scalar `minb' = _b[mpg] scalar `minse' = _se[mpg] tuples headroom trunk weight length turn forvalues i = 1/`ntuples' { qui reg price mpg `tuple`i'' if _b[mpg] > `maxb' { scalar `maxb' = _b[mpg] scalar `maxse' = _se[mpg] } if _b[mpg] < `minb' { scalar `minb' = _b[mpg] scalar `minse' = _se[mpg] } } di `maxb' " " `maxse' di `minb' " " `minse' *---------------- end example ----------------------- (For more on examples I sent to the Statalist see: http://www.maartenbuis.nl/example_faq ) Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * 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**:**Re: st: Leamer's Extreme Bound Analysis and Fixed Effect***From:*"P. Lopes-Monteiro" <pl344@cam.ac.uk>

**References**:**st: Leamer's Extreme Bound Analysis and Fixed Effect***From:*pl344 <pl344@cam.ac.uk>

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