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Re: st: dummy variable for panel cointegration
From
varuna dreepaul <[email protected]>
To
[email protected]
Subject
Re: st: dummy variable for panel cointegration
Date
Sun, 24 Jun 2012 20:32:42 +0400
Thank you for your response. I have used the following commands.
To specify the dummy variable.
Developing countries: 0
Developed countries: 1
. tabulate dummy, generate (dum)
dummy | Freq. Percent Cum.
------------+-----------------------------------
0 | 667 50.00 50.00
1 | 667 50.00 100.00
------------+-----------------------------------
Total | 1,334 100.00
Then i ran the regression with fixed effect, but the dummies have dropped
xtreg carbon gdp squaregdp gs trade fdi energy polity dum1 dum2, fe
Fixed-effects (within) regression Number of obs = 950
Group variable: countries Number of groups = 44
R-sq: within = 0.4664 Obs per group: min = 2
between = 0.8431 avg = 21.6
overall = 0.8786 max = 27
F(6,900) = 131.09
corr(u_i, Xb) = 0.7548 Prob > F = 0.0000
------------------------------------------------------------------------------
carbon | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
gdp | (dropped)
squaregdp | -.1840739 .0221407 -8.31 0.000 -.2275273 -.1406205
gs | .1325515 .0386822 3.43 0.001 .0566337 .2084693
trade | .1630736 .0301755 5.40 0.000 .103851 .2222961
fdi | .0068717 .0051202 1.34 0.180 -.0031772 .0169205
energy | .8923361 .0518257 17.22 0.000 .7906228 .9940494
polity | -.0247151 .0254183 -0.97 0.331 -.0746011 .025171
dum1 | (dropped)
dum2 | (dropped)
_cons | 6.022789 .2686363 22.42 0.000 5.495562 6.550015
-------------+----------------------------------------------------------------
sigma_u | .85699844
sigma_e | .14137961
On 6/24/12, Ronnie Babigumira <[email protected]> wrote:
> Always helps to "tell and show" what you did
> http://www.stata.com/support/faqs/resources/statalist-faq/#question
>
> 3.3 Stata references in your question
> Say exactly what you typed and exactly what Stata typed (or did) in
> response. N.B. exactly! If you can, reproduce the error with one of Stata's
> provided datasets or a simple concocted dataset that you include in your
> posting.
>
> Anyway, here is an example using the auto data and as you can see, it works
> as expected.
>
> sysuse auto
> tab for, gen(source)
> l foreign source1 source2 in 50/55, nolabel
>
>
>
> --
> 010100100110111101101110011011100110100101100101
>
>
>
>
> On Sunday, June 24, 2012 at 6:15 PM, varuna dreepaul wrote:
>
>> Dear all,
>>
>> I have 2 set of countries developed and developing countries. I wish
>> to run a panel co-integration regression in which i want to use dummy
>> variable for the developed or developing countries.
>>
>> I have used tabulate and generate function, but it says unrecognized.
>>
>> Can anybody please help me.....for the commands.
>>
>> Thanking you,
>> Varuna
>> *
>> * 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/