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Re: st: Programming Stata
From
natasha agarwal <[email protected]>
To
[email protected]
Subject
Re: st: Programming Stata
Date
Wed, 17 Aug 2011 14:52:46 +0100
In addition,
This is the summary statistics for lfp.dta in the zip file link
id: 1, 2, ..., 5663 n = 5663
period: 1, 2, ..., 5 T = 5
Delta(period) = 1 unit
Span(period) = 5 periods
(id*period uniquely identifies each observation)
Distribution of T_i: min 5% 25% 50% 75% 95% max
5 5 5 5 5 5 5
Freq. Percent Cum. | Pattern
---------------------------+---------
5663 100.00 100.00 | 11111
---------------------------+---------
5663 100.00 | XXXXX
And below is the summary statistics for meap
On Wed, Aug 17, 2011 at 2:45 PM, natasha agarwal
<[email protected]> wrote:
> Yes!
>
> Search for 'unbalanced' in the link below
>
> http://www.cemmap.ac.uk/resources/imbens_wooldridge/lecture_6.pdf
>
> Natasha
>
>
>
> On Wed, Aug 17, 2011 at 1:12 PM, Austin Nichols <[email protected]> wrote:
>> natasha agarwal <[email protected]>
>> Seriously?
>> Search for "balanced" in the first link provided:
>> http://stata.com/meeting/chicago11/materials/chi11_wooldridge.pdf
>>
>> On Wed, Aug 17, 2011 at 5:57 AM, natasha agarwal
>> <[email protected]> wrote:
>>> Hi Austin,
>>>
>>> You are absolutely right. This has got to do with Woolridge's APE stuff.
>>>
>>> I had a look at the links you posted (thanks for that) and it has got
>>> me a little confused.
>>>
>>> Is the APE calculation meant only for balanced panel (as his data is balanced)?
>>>
>>> Thanks
>>> Natasha
>>>
>>>
>>>
>>> On Tue, Aug 16, 2011 at 3:57 PM, Austin Nichols <[email protected]> wrote:
>>>> natasha agarwal <[email protected]>:
>>>> I am guessing this is related to Wooldridge's APE stuff:
>>>> http://stata.com/meeting/chicago11/materials/chi11_wooldridge.pdf
>>>> http://ideas.repec.org/p/boc/nsug08/17.html
>>>> http://stata.com/meeting/snasug08/abstracts.html#wooldridge
>>>>
>>>> I have some programs from 2007 or 2008 to calculate the APE, but I
>>>> never released them, as I was working on a large-grain parallelized
>>>> bootstrap to speed up the SE calculations that I never finished. I
>>>> guess I should revisit those programs, since there seems to be an
>>>> ongoing demand, but there is more than enough Stata code in
>>>> Wooldridge's presentations to help you write your own program for a
>>>> specific application.
>>>>
>>>> One thing--in your program below you put -xb- as an option to -gen-
>>>> when you mean -predict-. Whenever you write a -program-, start by
>>>> running the commands interactively first, to debug your code.
>>>>
>>>> On Tue, Aug 16, 2011 at 10:17 AM, Nick Cox <[email protected]> wrote:
>>>>> In addition to Neil's comments,
>>>>>
>>>>> 1. There is no obvious gain from writing this as a program.
>>>>> You might as well just run these commands in a do-file. Of course, this may be under development.
>>>>>
>>>>> 2. The line
>>>>>
>>>>> xtprobit expdum 'x', re
>>>>>
>>>>> will not work as the same character ' is used for both delimiters. You need
>>>>>
>>>>> xtprobit expdum `x', re
>>>>>
>>>>> Nick
>>>>> [email protected]
>>>>>
>>>>> Neil Shephard
>>>>>
>>>>> If you are going to write it as a program then you should save it as
>>>>> [filename].ado (not [filename].do as you are implying) and place it in
>>>>> one of your systems -adopath-'s (to see what these are simply type
>>>>> -adopath- in Stata.
>>>>>
>>>>> See [U] 16-18 for greater details on "Do-Files" (Chapter 16)
>>>>> "Ado-Files (Chapter 17) and "Programming Stata (Chapter 18).
>>>>>
>>>>> On 16 August 2011 13:41, natasha agarwal <[email protected]> wrote:
>>>>>
>>>>>> I am trying to write and run a program in Stata. The program I define
>>>>>> is as follows and I save it in the do-file
>>>>>>
>>>>>> capture program drop fdi
>>>>>> program fdi, rclass
>>>>>> local x " lnvfdi mfdi"
>>>>>> xtprobit expdum 'x', re
>>>>>> gen double x1b1hat, xb
>>>>>> gen double scale = normalden(x1bhat1)
>>>>>> gen double pe1=scale*_b[lnvfdi]
>>>>>> summarize pe1, meanonly
>>>>>> return scalar ape1=r(mean)
>>>>>> drop x1b1hat scale pe1
>>>>>> end
>>>>>>
>>>>>> When I type fdi, I get an error invalid file name.
>>>>>>
>>>>>> Can anyone please help me?
>>
>> *
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>>
>
*
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