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From | Danielle Koopmans <dpmjkoopmans@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: AW: panel data analysis |
Date | Tue, 15 Jun 2010 14:51:00 +0200 |
Thanks Martin, I don't have the manual and they don't have it here in the University Library. I tried -egen, group (variable)- but this did not work. greets Danielle On Tue, Jun 15, 2010 at 1:07 PM, Martin Weiss <martin.weiss1@gmx.de> wrote: > > <> > > Re your first question, you may want to try -egen, group()-. > > Re the second, try the intro in manual [XT], p. 446. > > > > HTH > Martin > > > -----Ursprüngliche Nachricht----- > Von: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Danielle > Koopmans > Gesendet: Dienstag, 15. Juni 2010 12:41 > An: statalist@hsphsun2.harvard.edu > Betreff: st: panel data analysis > > Hello, > > it's my first time here and I have some questions. I have a dataset > with variables of 32 firms over a timespan of 10 years, I am examing > whether tenure (of a specific person) and other variables has > influence on the profitability (y) of firm i. > First I have a question about the xi command because I have some > categorical variables: I wanted to create dummies for the variable > years xi i . years and for education xi i . education, I tried this > command but nothing happenend, not even a note that I did something > wrong. > > Second, because I have a dataset with cross-section data and > timeseries I ran a paneldata regression (fe, be and re) with i=firms > and t=years. It look likes this but then with a lot more variables > like financial variables, education dummy, age etc : > > y tenure year t firm i > 8,45 6,614 1995 1 > 7,39 7,616 1996 1 > 3,10 0,611 1997 1 > 9,93 1,633 1998 1 > 12,39 2,611 1999 1 > 19,24 3,614 2000 1 > 0,49 4,614 2001 1 > 1,13 0,611 2002 1 > 4,69 1,611 2003 1 > 9,14 2,614 2004 1 > 12,64 3,614 2005 1 > 3,69 2,633 1995 2 > 7,43 3,636 1996 2 > 10,30 4,636 1997 2 > 11,64 5,636 1998 2 > 10,01 6,636 1999 2 > > > The R^2 differs between the models: > > Be > > R-sq: within = 0.0298 > between = 0.5908 > overall = 0.2349 > > Re > > R-sq: within = 0.2412 > between = 0.1820 > overall = 0.2260 > > Fe > > R-sq: within = 0.2611 > between = 0.0194 > overall = 0.0007 > It doesn't seem good to me these results but which model should I > choose and which R^2 do I have to look at: within, between or overall? > My constant is also negtive at the fe model, how come? > > And how to check for heteroskedastiscity, serial correlation > (Durbin-Watson test?) and collinearity? > > Hopefully someone can help me on this. This is all very new to me. > Danielle > > * > * 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/