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Re: st: LEVINSHON-PETRIN COMMANDS


From   Neil Shephard <[email protected]>
To   [email protected]
Subject   Re: st: LEVINSHON-PETRIN COMMANDS
Date   Tue, 22 Feb 2011 11:44:27 +0000

On Tue, Feb 22, 2011 at 10:38 AM, [email protected] <[email protected]> wrote:
> Hi everybody,
>
> I need to run a regression using Levinshon&Petrin
> estimators.

I'm not familiar with this method at all.  The Statalist FAQ (linked
from the bottom of every post) requests that full citations are
provided for those not familiar with the work you are citing.

> I have a panel of data for about 20.000 italian industries
> divided in three samples (North, South, Middle). I have also created a
> dummy variable for each year and I would like to run a regression for
> each sample (using Lev-Pet) with the dummy-year variable. I would like
> to know the stata commands to do that.
> Alternatively, is it possible
> to run a regression (using Lev-Pet) year by year in order to see how
> the coefficients vary across the years??

-findit petrin- returns one hit that may be of interest to you which
is a package that was published in the Stata Journal...

Petrin, A., B. P. Poi, and J. Levinsohn. Production function
estimation in Stata using inputs to control for unobservables. Stata
Journal 4(2):113-123.

Neil
-- 
“Truth in science can be defined as the working hypothesis best suited
to open the way to the next better one.” - Konrad Lorenz

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