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st: Re: Panel Data Analysis


From   "Scott Merryman" <[email protected]>
To   <[email protected]>
Subject   st: Re: Panel Data Analysis
Date   Thu, 15 Apr 2004 21:10:43 -0500

----- Original Message ----- 
From: "Sukhdev Kumar" <[email protected]>
To: <[email protected]>
Sent: Thursday, April 15, 2004 1:36 PM
Subject: st: Panel Data Analysis


> Hi all,
>
> I'm pretty new to Stata and I was hoping someone might be able to help me
> with a few queries (apologies for the length of the message). I have a
> balanced panel of 78 countries with data for 2 time periods, 1999 and
2001.
> I wanted to run the regression whereby the dependent variable is gdp
growth,
> and the independent variables are aids deaths, literacy rate, productivity
> growth and population growth.
<snip>

Dev,

One possibility would be to use quantile regression (-qreg-) to examine how
the explanatory variables affect of the distribution growth rates.  For
example, one could examine if AIDS deaths affect fast growth countries
differently than slow growing countries.

A recent paper you might find interesting is:

Barreto, Raul A. & Hughes, Anthony W. (2004) "Under Performers and Over
Achievers: A Quantile Regression Analysis of Growth."  The Economic Record
80 (248), 17-35.

Abstract: Numerous papers have searched for empirical linkages between long
run economic growth and a myriad of economic, socio-political and
environmental factors. Most of these studies use ordinary least-squares
regression or panel regression analysis on a sample of countries and
therefore consider the behaviour of growth around the mean of the
conditional distribution. We extend the literature by using quantile
regression to analyse long-term growth at a variety of points in the
conditional distribution. By using this approach, we identify the
determinants of growth for under performing countries relative to those for
over achieving countries.

Hope this helps,
Scott


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