Bookmark and Share

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]

Re: st: 3sls-fe regression for panel data


From   John Antonakis <John.Antonakis@unil.ch>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: 3sls-fe regression for panel data
Date   Tue, 01 Nov 2011 09:58:04 +0100

But of course...........if you just want to remove the fixed-effects of firm and year (that's the panel structure you have here), you just take them out with "i.firm and i.year".

You can't use reg3 if you want to model random effects. That's what probably someone mentioned when talking about panel. If you don't want to model random effects than just do what I suggested.

Best,
J.

__________________________________________

Prof. John Antonakis
Faculty of Business and Economics
Department of Organizational Behavior
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305
http://www.hec.unil.ch/people/jantonakis

Associate Editor
The Leadership Quarterly
__________________________________________


On 01.11.2011 09:53, Daniela A wrote:
> Can I use reg3 for panel data?
> Thanks.
> Best,
> D.
>
> On Mon, Oct 31, 2011 at 10:29 PM, John Antonakis <John.Antonakis@unil.ch> wrote:
>> Hi:
>>
>> So you'd simply estimate:
>>
>> reg3 (V1 A B C D E V2 i.firm i.year) (V2 A B C G V1 i.firm i.year)
>>
>> HTH,
>> John.
>>
>> __________________________________________
>>
>> Prof. John Antonakis
>> Faculty of Business and Economics
>> Department of Organizational Behavior
>> University of Lausanne
>> Internef #618
>> CH-1015 Lausanne-Dorigny
>> Switzerland
>> Tel ++41 (0)21 692-3438
>> Fax ++41 (0)21 692-3305
>> http://www.hec.unil.ch/people/jantonakis
>>
>> Associate Editor
>> The Leadership Quarterly
>> __________________________________________
>>
>>
>> On 31.10.2011 19:24, Daniela A wrote:
>>> Dear Sami,
>>>
>>> My mistake - I am sorry:
>>>
>>> V1 enters the second equation and V2 enters the first equation - the
>>> correct is:
>>>
>>> The system consists of two symultaneous equations.
>>>
>>> The variables are:
>>>
>>> First equation: dependent and endogenous variable is V1;   explanatory
>>> varibales are A, B, C, V2, E;    fixed effect are: firm, year
>>>
>>> Second equation: dependent and endogenous variable is V2; explanatory
>>> varibales are A, B, C, V1, G;    fixed effect are: firm, year
>>>
>>>
>>>
>>> On Mon, Oct 31, 2011 at 7:00 PM, Sami Alameen<samialameen@gmail.com>
>>>  wrote:
>>>> regarding the panel part there are many ways for
>>>> single equation
>>>>
>>>> xtset firm year
>>>> xtreg v1 a b d c e i.year, fe
>>>>
>>>> and so on
>>>>
>>>> for SUR
>>>>
>>>> sureg (v1 a b c d e f i.firm i.year) (v2 a b c f g i.firm i.year)
>>>>
>>>> Correction: the command for SUR model is _sureg_ not sur
>>>>
>>>> Good luck
>>>> *
>>>> *   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/
>> *
>> *   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/

*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index