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From |
Wilson Chong <[email protected]> |

To |
[email protected] |

Subject |
st: panel data regression (and dynamics), how to? |

Date |
Thu, 26 Aug 2004 10:05:20 -0700 (PDT) |

Good day, I'm a newbies to STATA and really need some help in my paper.. With the typical "Gravity Model", where real trade volume is a function of domestic income, foreign income, and distance between 2 countries. X=f(GDPd, GDPf, D) For simplicity and purpose of illustration, let X=f(GDPd, GDPf), therefore, lnX_ijt=a+b(GDP_it)+c(GDP_jt)+u_ijt In my paper, I further divide the Export, GDPd and GDPf into Agri, Manufacturing and Service sectors, so to analyze the effect of the growth of various sectors on trade. Therefore the equation becomes.. |lnX(A)_ijt| |A_i/A_i-1 A_i/M_i A_i/S_i | |lnX(M)_ijt|=a+B'|M_i/A_i M_i/M_i-1 M_i/S_i | |lnX(S)_ijt| |S_i/A_i S_i/M_i S_i/S_i-1| |A_i/A_j A_i/M_j A_i/S_j| + C'|M_i/A_j M_i/M_j M_i/S_j|+other var+u_ijt |S_i/A_j S_i/M_j S_i/S_j| where A_i(j) = growth rate of Agri in country i(j) A_i/A_i-1 = ratio of growth rate of Agri A_i/M_i = ratio of the growth rate of Agri/Manu in country i *ratio of growth rates was used as IV to avoid the correlation between the variables and the error terms I hope my model make sense, if it does, here's my problem.. how to regress it in STATA? 1. do I input all the data (lnX of A, M and S) together and regress it? if so, how can i separate the effects of each one? 2. Or should i regress each (A, M and S) equations separately? when do i need to add dummy variables? I think there's no need of dummy var when using fe or re right? 3. Can anyone suggest me some good readings on panel dynamic estimations? specially on how to operationalize/step wise procedures on those estimation methods. Any suggestions and comments on the model is highly appreciated! Thank you very much! Wilson __________________________________ Do you Yahoo!? New and Improved Yahoo! Mail - 100MB free storage! http://promotions.yahoo.com/new_mail * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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