Notice: On March 31, it was **announced** that Statalist is moving from an email list to a **forum**. The old list will shut down at the end of May, and its replacement, **statalist.org** is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
tazz_ben <tazz_ben@wsu.edu> |

To |
Christopher Baum <kit.baum@bc.edu>, "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: FE over two columns |

Date |
Mon, 24 Oct 2011 17:31:14 +0000 |

Hi Christopher, If you are running time series panel data what you said makes a lot of sense. But in my case, I'm running a model that occurs in a single year. You might say that's dumb (and I actually don't disagree), but it is a homework assignment (not my own research) I don't get to change the model. So, if I were to apply fixed effects in the way you are describing to my data, each row would have its own fixed effect; which obviously isn't what I want. So, what I'm wanting to do is not combine the two columns as you described with Group, but in fact there should be two 1 valued fixed effects on each row. So, to your example, for UK->US trade data row, there should be the US Fixed Effect, and UK Fixed Effect. For the US->Mexico trade data row, it should have 1 values for the US Fixed Effect and Mexico Fixed Effect. Ben --- <> This is probably a stupid question that can easily be done within Stata. So I have a gravity model with two columns containing the country names (obviously). I want to apply country fixed effects: which means the index of the FE model is over two columns (ie. a country specific dummy should be set to one regardless of whether it appears in column one or column two). I only have about 50 countries, so I can easily do this manually with excel then push it into stata; but I thought I should learn how to do this if Stata can do it internally. If the two columns are labeled exporter and importer (as is usual in analyzing trade data) you can't specify country fixed effects based on a country being either an X or an M, as the dummies would not be mutually exclusive (e.g. both US->UK and UK->US contain each of those countries). Usually with this sort of data you create fixed effects for all combinations, e.g. egen exorem = group(exporter importer) tsset exorem year (or whatever is your time unit) exorem will take on different values for each trade linkage. Kit Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html * * 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**:**st: Re: FE over two columns***From:*Christopher Baum <kit.baum@bc.edu>

- Prev by Date:
**st: RE: using encode to order string distances** - Next by Date:
**RE: st: R: variable not found?** - Previous by thread:
**st: MLE for Tobit I** - Next by thread:
**st: Re: FE over two columns** - Index(es):