Notice: On March 31, it was **announced** that Statalist is moving from an email list to a **forum**. The old list will shut down on April 23, and its replacement, **statalist.org** is already up and running.

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

From |
Christopher Baum <kit.baum@bc.edu> |

To |
tazz_ben <tazz_ben@wsu.edu> |

Subject |
st: Re: FE over two columns |

Date |
Mon, 24 Oct 2011 13:41:38 -0400 |

Then something like foreach c in US UK MX { g `c'dum = expt=="`c'" | impt=="`c'" } will work to generate the set of country dummies. You could use the levelsof command to get the list of all the countries in your data. I imagined that as you were speaking of FEs you meant you had panel data, as that term is usually used in the context of panel data. 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 On Oct 24, 2011, at 1:31 PM, tazz_ben wrote: > 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/

**References**:**st: RE: FE over two columns***From:*tazz_ben <tazz_ben@wsu.edu>

- Prev by Date:
**Re: re:Re: st: Multiple endogenous regressors** - Next by Date:
**Re: st: R: variable not found?** - Previous by thread:
**st: RE: FE over two columns** - Index(es):