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From |
Vikram Finavker <vikramfinavker@gmail.com> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

Subject |
Re: st: RE: Difference Model |

Date |
Wed, 2 Nov 2011 08:32:54 +0000 |

Hi, Thanks Nick. I couldn't say thanks earlier as earlier I couldn't reply to my post as my email was not registered for statalist. I am really very much thankful to you and all others who have helped me. Regards, Vikram Finavker On 2 Nov 2011, at 08:22 AM, Nick Cox <njcoxstata@gmail.com> wrote: > That establishes that my comments on selecting observations may be > pertinent. But on the other hand if you look at only those > observations, you lose any dynamics and appear to assume instantaneous > effects within the time resolution of the data. > > But you need economists working in this area to comment on which > models might make sense -- and with annual data??? I am not an > economist, so bail out at this point. > > Nick > > On Wed, Nov 2, 2011 at 8:00 AM, Vikram Finavker > <vikramfinavker@gmail.com> wrote: >> Hi, >> >> Sorry for not explaining why I want to use the model. Actually, I want >> to examine the effects of hedging on risk measures when a firm either >> starts hedging or stops hedging i.e. when h1 changes from 0 to 1 or >> from 1 to 0. Hope this makes it clear now. >> >> Regards, >> >> Vikram Finavker >> >> On 1 Nov 2011, at 11:48 PM, Nick Cox <n.j.cox@durham.ac.uk> wrote: >> >>> I don't see how you think we can help. There is no context here and no explanation of why any model might make sense for whatever is your research problem. >>> >>> If you are saying that you want to select times at which -h1- differs from its previous value then >>> >>> ... if h1 != h1[_n-1] >>> >>> selects such observations. >>> >>> Nick >>> n.j.cox@durham.ac.uk >>> >>> vikramfinavker >>> >>> I have a data like this... >>> >>> year firmid h1 x1 x2 x3 x4 x5 >>> 1998 1 0 1 10 >>> 1999 1 0 1 11 >>> 2000 1 0 1 12 >>> 2001 1 0 1 12 >>> 2002 1 1 1 13 >>> 2003 1 1 1 18 >>> 2004 1 1 1 17 >>> 2005 1 1 1 16 >>> 2006 1 1 1 15 >>> 2007 1 1 1 14 >>> 1998 2 0 1 10 >>> 1999 2 0 1 11 >>> 2000 2 0 1 12 >>> 2001 2 0 1 12 >>> 2002 2 0 1 13 >>> 2003 2 0 1 18 >>> 2004 2 1 1 17 >>> 2005 2 1 1 16 >>> 2006 2 1 1 15 >>> 2007 2 1 1 14 >>> >>> Now i want to run regression using following way; >>> reg x3 h1 x2 >>> >>> but i want to use only those observations where variables "h1" changes to >>> either "1" or "0". can i use first difference model.? Does it help me in >>> this case? can i run regression like: >>> >>> reg x3 d.h1 x2 >>> >>> or do i have to run it like this >>> >>> reg d.x3 d.h1 d.x2 >>> >>> Please let me know if you can help. >>> > > * > * 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/

**References**:**st: Difference Model***From:*vikramfinavker <vikramfinavker@gmail.com>

**st: RE: Difference Model***From:*Nick Cox <n.j.cox@durham.ac.uk>

**Re: st: RE: Difference Model***From:*Vikram Finavker <vikramfinavker@gmail.com>

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