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From |
"Seed, Paul" <[email protected]> |

To |
"[email protected]" <[email protected]> |

Subject |
RE: st: Confirming whether a variable is binary or continuous |

Date |
Mon, 19 Mar 2012 19:24:52 +0000 |

It may be that a binary variable contains missing values. For system missing, with 3 possible values [0, 1, .] one can use assert var^2 == var But this still leaves the possibility of no ones or zeros, and does not handle other non-missing values. A more general solution for any 2 non-missing values is su var, mean assert (var == r(min) | var == r(max) | var >= . ) & r(min) != r(max) The question asked about binary or continuous; but the possibility of categorical must also be considered. For this there is a simple test; provided your continuous variable is not rounded to the nearest integer & your categorical variables do not include fractions. assert var == int(var) Paul T Seed, Senior Lecturer in Medical Statistics, Division of Women’s Health, King’s College London Women’s Health Academic Centre, KHP (+44) (0) 20 7188 3642. > Date: Sat, 17 Mar 2012 07:05:00 +0000 > From: Nick Cox <[email protected]> > Subject: Re: st: Confirming whether a variable is binary or continuous > > Variations on this are often used inside Stata commands > > sort var > assert var == var[1] | var == var[_N] > > Here -var- must be one of two distinct values, but nothing specifies > what they are precisely. > > Nick > > On Fri, Mar 16, 2012 at 11:39 PM, daniel klein > <[email protected]> wrote: > > Nick, > > > > very smart solution, thanks. Seems it is often the simple solutions > > that are so hard to find. > > > > The difference to the "-tabulate- solution" is that <var> is allowed > > to be a constant here, which is perfectly alright for a binary > > variable. It is for Bert to decide whether the indicators are allowed > > to be constant or have to vary. > > > > Daniel > > > > -- > > You can also do this by e.g. > > > > assert inlist(var, 0. 1) > * > * 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/ > > ------------------------------ > > Date: Sat, 17 Mar 2012 07:46:20 +0000 > From: Nick Cox <[email protected]> > Subject: Re: st: Confirming whether a variable is binary or continuous > > My wording was sloppy. That test is satisfied also by one distinct > value. For there to be precisely two distinct values, it is also > necessary for -var[1]- to differ from -var[_N]-. > > Similarly the test -inlist(var, 0, 1)- is satisfied if -var- is always > 0 or if -var- is always 1. > > Nick > > On Sat, Mar 17, 2012 at 7:05 AM, Nick Cox <[email protected]> wrote: > > Variations on this are often used inside Stata commands > > > > sort var > > assert var == var[1] | var == var[_N] > > > > Here -var- must be one of two distinct values, but nothing specifies > > what they are precisely. > > > > Nick > > > > On Fri, Mar 16, 2012 at 11:39 PM, daniel klein > > <[email protected]> wrote: > >> Nick, > >> > >> very smart solution, thanks. Seems it is often the simple solutions > >> that are so hard to find. > >> > >> The difference to the "-tabulate- solution" is that <var> is allowed > >> to be a constant here, which is perfectly alright for a binary > >> variable. It is for Bert to decide whether the indicators are > allowed > >> to be constant or have to vary. > >> > >> Daniel > >> > >> -- > >> You can also do this by e.g. > >> > >> assert inlist(var, 0. 1) > * > * 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/ > > ------------------------------ > > Date: Sat, 17 Mar 2012 09:03:04 +0000 (GMT) > From: olorunfemi sola <[email protected]> > Subject: st: working with panel data in Stata > > Dear All, > > Am working with panel data. The data are as follows: > id time ep dep lr > lagos 2000 10 11 12 > lagos 2001 8 12 13 > lagos 2002 9 9 9 > lagos 2003 7 10 12 > ondo 2000 10 8 10 > ondo 2001 8 12 13 > ondo 2002 10 11 14 > ondo 2003 7 10 11 > ife 2000 9 11 12 > ife 2001 8 8 11 > ife 2002 9 10 12 > ife 2003 10 9 12 > But when i give this command --------" tsset id time " it gave the > following error: > tsset id time > varlist: id: string variable not allowed > r(109) > Expecting your assistance. > > > *********************************************************************** > SOLA OLORUNFEMI Ph.D > SENIOR LECTURER > DEAPARTMENT OF ECONOMICS > ADEKUNLE AJASIN UNIVERSITY > AKUNGBA AKOKO > ONDO STATE NIGERIA > official e-mail: [email protected] > TEL NO +234 803 581 0893 > > ********************************************************************** > > > ________________________________ > From: Nick Cox <[email protected]> > To: [email protected] > Sent: Friday, 16 March 2012, 23:46 > Subject: Re: st: Confirming whether a variable is binary or continuous > > My wording was sloppy. That test is satisfied also by one distinct > value. For there to be precisely two distinct values, it is also > necessary for -var[1]- to differ from -var[_N]-. > > Similarly the test -inlist(var, 0, 1)- is satisfied if -var- is always > 0 or if -var- is always 1. > > Nick > > On Sat, Mar 17, 2012 at 7:05 AM, Nick Cox <[email protected]> wrote: > > Variations on this are often used inside Stata commands > > > > sort var > > assert var == var[1] | var == var[_N] > > > > Here -var- must be one of two distinct values, but nothing specifies > > what they are precisely. > > > > Nick > > > > On Fri, Mar 16, 2012 at 11:39 PM, daniel klein > > <[email protected]> wrote: > >> Nick, > >> > >> very smart solution, thanks. Seems it is often the simple solutions > >> that are so hard to find. > >> > >> The difference to the "-tabulate- solution" is that <var> is allowed > >> to be a constant here, which is perfectly alright for a binary > >> variable. It is for Bert to decide whether the indicators are > allowed > >> to be constant or have to vary. > >> > >> Daniel > >> > >> -- > >> You can also do this by e.g. > >> > >> assert inlist(var, 0. 1) > * > * 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/ > > ------------------------------ > > Date: Sat, 17 Mar 2012 18:26:17 +0900 > From: "Joseph Coveney" <[email protected]> > Subject: st: Re: working with panel data in Stata > > Try: > > encode id, generate(ID) label(IDs) > tsset ID time, yearly > > Joseph Coveney > > P.S. You might want to re-read Section 2.3 ("How do I send questions > to > Statalist?") of the list's FAQ (URL below). > > - -----Original Message----- > > Am working with panel data. The data are as follows: > id time ep dep lr > lagos 2000 10 11 12 > lagos 2001 8 12 13 > lagos 2002 9 9 9 > lagos 2003 7 10 12 > ondo 2000 10 8 10 > ondo 2001 8 12 13 > ondo 2002 10 11 14 > ondo 2003 7 10 11 > ife 2000 9 11 12 > ife 2001 8 8 11 > ife 2002 9 10 12 > ife 2003 10 9 12 > But when i give this command --------" tsset id time " it gave the > following > error: > tsset id time > varlist: id: string variable not allowed > r(109) > Expecting your assistance. > > > * > * 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/ > > ------------------------------ > > Date: Sat, 17 Mar 2012 18:32:24 +0900 > From: "Joseph Coveney" <[email protected]> > Subject: st: Re: Re: working with panel data in Stata > > Make that Section 2.2. Sorry. > > Joseph Coveney > > > > * > * 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/ > > ------------------------------ > > Date: Sat, 17 Mar 2012 09:46:04 +0000 > From: Nick Cox <[email protected]> > Subject: Re: st: Re: Re: working with panel data in Stata > > I think Joseph has in mind > > "please do not start a new thread by replying to a previous posting. > Again, even if you delete the previous posting’s contents and change > its title, such practice also messes up archiving." > > > On Sat, Mar 17, 2012 at 9:32 AM, Joseph Coveney > <[email protected]> wrote: > > Make that Section 2.2. Sorry. > > > > Joseph Coveney > > > > > > > > * > > * 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/ > > ------------------------------ > > Date: Sat, 17 Mar 2012 07:23:17 -0230 > From: Matthew Kerby <[email protected]> > Subject: st: Parsing words on allcaps > > Dear Statalist > > Perhaps somebody can advise on how to solve this problem. > > I have a dataset which consists of a single string variable. The each > observation consists of a sentence which in turn contains a name in all > caps. I would like to create a new variable which contains only those > words which appear in all caps. eg. in example below I would like to > extract the name of the hockey player. > > > clear > input str244 string > "GRETZKY W. likes hamburgers" > "Hotdogs are preferred by LEMIEUX M." > "All things being equal, CROSBY S. will eat doughnuts" > end > > I would like to end up with a string variable (player) which looks like > the following: > > player > "GRETZKY W." > "LEMIEUX M." > "CROSBY S." > > Any help on how to parse a string variable on allcaps is greatly > appreciated. > Cheers, > M. > > > > - -- > Matthew Kerby, PhD > > Assistant Professor > Department of Political Science > Memorial University of Newfoundland > St. John's, Newfoundland, A1B 3X9, Canada > > email: kerbym(at)mun.ca > web: matthewkerby.net > twitter: matthewkerby > Tel: (709) 864-3093 > Fax: (709) 864-4000 > > > This electronic communication is governed by the terms and conditions > at > http://www.mun.ca/cc/policies/electronic_communications_disclaimer_2011 > .php > > * > * 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/ > > ------------------------------ > > Date: Sat, 17 Mar 2012 09:55:33 +0000 (GMT) > From: olorunfemi sola <[email protected]> > Subject: Re: st: Re: Re: working with panel data in Stata > > Nick, > Â Sorry, it was a costly mistake from me. I will not repeat it. Am > sorry. > > Â > *********************************************************************** > SOLA OLORUNFEMIÂ Â Ph.D > SENIOR LECTURERÂ Â > Â DEAPARTMENT OF ECONOMICS > ADEKUNLE AJASIN UNIVERSITY > AKUNGBA AKOKO > ONDO STATE NIGERIA > official e-mail: [email protected] > TEL NO +234 803 581 0893 > ********************************************************************** > > > - ----- Original Message ----- > From: Nick Cox <[email protected]> > To: [email protected] > Cc: > Sent: Saturday, 17 March 2012, 1:46 > Subject: Re: st: Re: Re: working with panel data in Stata > > I think Joseph has in mind > > "please do not start a new thread by replying to a previous posting. > Again, even if you delete the previous postingâ€™s contents and change > its title, such practice also messes up archiving." > > > On Sat, Mar 17, 2012 at 9:32 AM, Joseph Coveney > <[email protected]> wrote: > > Make that Section 2.2. Â Sorry. > > > > Joseph Coveney > > > > > > > > * > > * Â For searches and help try: > > * Â http://www.stata.com/help.cgi?search > > * Â http://www.stata.com/support/statalist/faq > > * Â http://www.ats.ucla.edu/stat/stata/ > > * > *Â For searches and help try: > *Â http://www.stata.com/help.cgi?search > *Â http://www.stata.com/support/statalist/faq > *Â 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/ > > ------------------------------ > > Date: Sat, 17 Mar 2012 10:05:33 +0000 (GMT) > From: olorunfemi sola <[email protected]> > Subject: Re: st: Re: working with panel data in Stata > > Joseph, > Thank you. Your suggestion worked perfectly. > > > *********************************************************************** > SOLA OLORUNFEMI Ph.D > SENIOR LECTURER > DEAPARTMENT OF ECONOMICS > ADEKUNLE AJASIN UNIVERSITY > AKUNGBA AKOKO > ONDO STATE NIGERIA > official e-mail: [email protected] > TEL NO +234 803 581 0893 > ********************************************************************** > > > - ----- Original Message ----- > From: Joseph Coveney <[email protected]> > To: [email protected] > Cc: > Sent: Saturday, 17 March 2012, 1:26 > Subject: st: Re: working with panel data in Stata > > Try: > > encode id, generate(ID) label(IDs) > tsset ID time, yearly > > Joseph Coveney > > P.S. You might want to re-read Section 2.3 ("How do I send questions > to > Statalist?") of the list's FAQ (URL below). > > - -----Original Message----- > > Am working with panel data. The data are as follows: > id time ep dep lr > lagos 2000 10 11 12 > lagos 2001 8 12 13 > lagos 2002 9 9 9 > lagos 2003 7 10 12 > ondo 2000 10 8 10 > ondo 2001 8 12 13 > ondo 2002 10 11 14 > ondo 2003 7 10 11 > ife 2000 9 11 12 > ife 2001 8 8 11 > ife 2002 9 10 12 > ife 2003 10 9 12 > But when i give this command --------" tsset id time " it gave the > following > error: > tsset id time > varlist: id: string variable not allowed > r(109) > Expecting your assistance. > > > * > * 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/ > > ------------------------------ > > Date: Sat, 17 Mar 2012 10:38:01 +0000 > From: Nick Cox <[email protected]> > Subject: Re: st: Parsing words on allcaps > > - -moss- (SSC) should help. > > Nick > > On 17 Mar 2012, at 09:53, Matthew Kerby <[email protected]> wrote: > > > Dear Statalist > > > > Perhaps somebody can advise on how to solve this problem. > > > > I have a dataset which consists of a single string variable. The each > > observation consists of a sentence which in turn contains a name in > > all caps. I would like to create a new variable which contains only > > those words which appear in all caps. eg. in example below I would > > like to extract the name of the hockey player. > > > > > > clear > > input str244 string > > "GRETZKY W. likes hamburgers" > > "Hotdogs are preferred by LEMIEUX M." > > "All things being equal, CROSBY S. will eat doughnuts" > > end > > > > I would like to end up with a string variable (player) which looks > > like the following: > > > > player > > "GRETZKY W." > > "LEMIEUX M." > > "CROSBY S." > > > > Any help on how to parse a string variable on allcaps is greatly > > appreciated. > > Cheers, > > M > * > * 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/ > > ------------------------------ > > Date: Sat, 17 Mar 2012 08:58:12 -0230 > From: Matthew Kerby <[email protected]> > Subject: Re: st: Parsing words on allcaps > > Thanks! Worked. > > > On 2012-03-17, at 8:08 AM, Nick Cox wrote: > > > -moss- (SSC) should help. > > > > Nick > > > > On 17 Mar 2012, at 09:53, Matthew Kerby <[email protected]> wrote: > > > >> Dear Statalist > >> > >> Perhaps somebody can advise on how to solve this problem. > >> > >> I have a dataset which consists of a single string variable. The > each observation consists of a sentence which in turn contains a name > in all caps. I would like to create a new variable which contains only > those words which appear in all caps. eg. in example below I would like > to extract the name of the hockey player. > >> > >> > >> clear > >> input str244 string > >> "GRETZKY W. likes hamburgers" > >> "Hotdogs are preferred by LEMIEUX M." > >> "All things being equal, CROSBY S. will eat doughnuts" > >> end > >> > >> I would like to end up with a string variable (player) which looks > like the following: > >> > >> player > >> "GRETZKY W." > >> "LEMIEUX M." > >> "CROSBY S." > >> > >> Any help on how to parse a string variable on allcaps is greatly > appreciated. > >> Cheers, > >> M > > * > > * 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/ > > > This electronic communication is governed by the terms and conditions > at > http://www.mun.ca/cc/policies/electronic_communications_disclaimer_2011 > .php > > * > * 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/ > > ------------------------------ > > Date: Sat, 17 Mar 2012 12:12:02 +0000 > From: "Ploy T." <[email protected]> > Subject: st: Two Way Fixed Effect on Unbalanced Panel Data > > Hi Statalist > > > I have questions regarding two-way fixed effect on large unbalanced > panel. Here is my model: > > > ln Xijt = â0 + aij + qt + â1 lnGDPit + â2 lnGDPjt + â3 lnPOPit + â4 > lnPOPjt + â5 FTAijt + åijt > > > > My LHS variable is bilateral export from country i to country j. The > explanatory variables are GDP and population of both countries, and a > dummy variable that takes value 1 if both countries are member of an > FTA. I would like to run the model for > 1.) one way fixed country effect > 2.) one way fixed time effect and > 3.) two way fixed effect. > > I have unbalanced panel data for approximately 2,200 country pairs with > 6 time periods. I'm a new STATA user. So, as far as I know, there is no > problem on running unbalanced panel data on one-way fixed effect > (correct me if I'm wromg). But there's no direct method on estimating > two-way fixed effects on large unbalanced panel data. Is there any way > or commands that help me get through such problem? > > Moreover, if I change my model such that: > > > ln Xijt = â0 + aij + â1 lnGDPit + â2 lnGDPjt + â3 lnPOPit + â4 lnPOPjt > + â5 FTAijt - lnPit - lnPjt+ åijt > > > > That is, country-fixed effect and country-and-time fixed effects > (estimating aij together with lnPit and lnPjt) are estimated together. > Is there any method to get estimation of such model? > > Thanks very much in advance. > Ploy T. > > * > * 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/ > > ------------------------------ > > Date: Sat, 17 Mar 2012 09:36:59 -0400 > From: David Hoaglin <[email protected]> > Subject: Re: st: Two Way Fixed Effect on Unbalanced Panel Data > > Hi, Ploy. > > As a start, you could separate the effect aij into the "main effects" > for the two countries and the interaction (e.g., replace aij with ci + > cj + dij). > > In the second version of your model, you may want to keep the "main > effect" for time (qt in the first version). > > You could fit both models by ordinary regression, accompanied by > plotting and diagnosis, to see how the data behave. (The number of > predictors, however, may be too large for some flavors of Stata.) > > That regression approach does not take into account the correlation > structure. If you regard the panel as consisting of pairs of > countries, a fixed-effects analysis with aij as the pair effect seems > all right. Those fixed effects for the pairs would account for > structure in the data that does not change over time, and that would > include the country-specific effects ci and cj that I introduced above. > At the moment, I don't see how to separate aij into ci + cj + dij > within a fixed-effects model, but I have not tried to search for work > on panels of pairs. > > I hope this discussion helps. > > David Hoaglin > > 2012/3/17 Ploy T. <[email protected]>: > > Hi Statalist > > > > > > I have questions regarding two-way fixed effect on large unbalanced > > panel. Here is my model: > > > > > > ln Xijt = â0 + aij + qt + â1 lnGDPit + â2 lnGDPjt + â3 lnPOPit + â4 > > lnPOPjt + â5 FTAijt + åijt > > > > > > > > My LHS variable is bilateral export from country i to country j. The > > explanatory variables are GDP and population of both countries, and a > > dummy variable that takes value 1 if both countries are member of an > > FTA. I would like to run the model for > > 1.) one way fixed country effect > > 2.) one way fixed time effect and > > 3.) two way fixed effect. > > > > I have unbalanced panel data for approximately 2,200 country pairs > > with 6 time periods. I'm a new STATA user. So, as far as I know, > there > > is no problem on running unbalanced panel data on one-way fixed > effect > > (correct me if I'm wromg). But there's no direct method on estimating > > two-way fixed effects on large unbalanced panel data. Is there any > way > > or commands that help me get through such problem? > > > > Moreover, if I change my model such that: > > > > > > ln Xijt = â0 + aij + â1 lnGDPit + â2 lnGDPjt + â3 lnPOPit + â4 > > lnPOPjt + â5 FTAijt - lnPit - lnPjt+ åijt > > > > > > > > That is, country-fixed effect and country-and-time fixed effects > > (estimating aij together with lnPit and lnPjt) are estimated > together. > > Is there any method to get estimation of such model? > > * > * 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/ > > ------------------------------ > > Date: Sat, 17 Mar 2012 14:31:52 +0000 > From: "Nakelse, Tebila (AfricaRice)" <[email protected]> > Subject: st: depvar name in b an V matrix > > Dear Statalisters, > I am using regress command in Stata and I would like to know if it is > possible to add the depvar name in b an V matrix as it is done in logit > command. > For logit when I do : > Logit y x > > e(b)[1,2] > y: y: > x _cons > y1 -.35129185 -2.9228238 > > when I do > regress y x, > I will have > > e(b)[1,2] > x _cons > y1 -.00809294 .045464 > > without y in e(b) column names what I want to do > > I know I can pass through a regular matrix and used matrix functions > such as coleq, roweq, colnames or rownames and after repost in e and V. > > I will appreciate any help > Tebila > > > > * > * 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/ > > ------------------------------ > > Date: Sat, 17 Mar 2012 16:23:13 +0000 > From: Andrea Rispoli <[email protected]> > Subject: st: Variable autocorrelation > > Dear Statalisters, > > I have a panel dataset and I would like to see whether certain > variables are autocorrelated to see to what extent they are > slow-moving versus fast-moving. What kind of test/ command can I > run?This is perhaps a question with a well known answer but I could > not find an answer after searching for a while so if someone my give > me a suggestion I would really appreciate it! > Thank you in advance. > * > * 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/ > > ------------------------------ > > Date: Sat, 17 Mar 2012 18:02:51 -0400 > From: Amanda Fu <[email protected]> > Subject: st:AR(1) error notice: sample may not include multiple panels > > Dear Statalists, > > Sorry for bothering you with a question about a simple AR(1) > estimation. I searched related discussion in the archives , but still > cannot figure out why the error message comes out. Any suggestions > will be helpful. > > I want to estimate a univarate AR(1) model (without any controls). The > data set is a panel data, including 1000 observations for 5 years > (200 variables. The one I am interested is enroll taking values 0,1) . > . tsset id years > . arima enrollment,ar(1) > "sample may not include multiple panels" > > I must have missed something here. Can someone give me some hints? > In addition, instead of using ARIMA, may I know if there is any easy > alternative to do the AR(1) ? > > Thank you very much! > > Amanda > * > * 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/ > > ------------------------------ > > Date: Sun, 18 Mar 2012 01:06:57 +0000 > From: Clive Nicholas <[email protected]> > Subject: Re: st:AR(1) error notice: sample may not include multiple > panels > > Amanda Fu wrote: > > > Sorry for bothering you with a question about a simple AR(1) > > estimation. I searched related discussion in the archives , but still > > cannot figure out why the error message comes out. Any suggestions > > will be helpful. > > > > I want to estimate a univarate AR(1) model (without any controls). > The > > data set is a panel data, including 1000 observations for 5 years > > (200 variables. The one I am interested is enroll taking values 0,1) > . > > . tsset id years > > . arima enrollment,ar(1) > > "sample may not include multiple panels" > > > > I must have missed something here. Can someone give me some hints? > > In addition, instead of using ARIMA, may I know if there is any easy > > alternative to do the AR(1) ? > > ARIMA models are designed for _single_ time series, not panel data. > Since you're looking to specify AR(1) effects, that also rules out > fixed- and random-effect models under -xtreg-, since parameter > estimates are almost always biased and inconsistent in the presence of > AR(1). Your only real alternative is investigate instrumental variable > models, particularly IV-2SLS (-h xtivreg-), assuming you can find > suitable variables to 'instrument' with the lagged variable. That's > where the fun starts, although I use the word 'fun' advisedly. > > - -- > Clive Nicholas > > [Please DO NOT mail me personally here, but at > <[email protected]>. Please respond to contributions I make in > a list thread here. Thanks!] > > "My colleagues in the social sciences talk a great deal about > methodology. I prefer to call it style." -- Freeman J. Dyson > > * > * 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/ > > ------------------------------ > > Date: Sat, 17 Mar 2012 21:13:21 -0400 > From: Richard Herron <[email protected]> > Subject: Re: st:AR(1) error notice: sample may not include multiple > panels > > This question came up yesterday, too. Here was my response: > > Panels require strict exogeneity for consistency, so you can't have > lagged dependent variables on the right hand side (i.e., dynamic > panels aren't allowed). > > If you think about the within estimator for panel data, then you have > y_{i, t-1} - mean(y_i) on the right hand side, which is not orthogonal > to e_{i,t} because mean(y_i) contains y_{i,t} from the left hand side. > > There are some solutions to this in -xtabond-, which does the Arellano > and Bond estimator. Arellano and Bond correct the endogeneity by > estimating the dynamic panel in first differences and using lags as > instruments and GMM to take care of over-identification. > > Chapter 9 in Cameron and Trivedi's "Microeconometrics Using Stata" > provides a handful of techniques for estimating dynamic panel models. > Chapters 21 and 22 in their Microeconometrics textbook provides more > theory. HTH. > > On Sat, Mar 17, 2012 at 18:02, Amanda Fu <[email protected]> wrote: > > Dear Statalists, > > > > Sorry for bothering you with a question about a simple AR(1) > > estimation. I searched related discussion in the archives , but still > > cannot figure out why the error message comes out. Any suggestions > > will be helpful. > > > > I want to estimate a univarate AR(1) model (without any controls). > The > > data set is a panel data, including 1000 observations for 5 years > > (200 variables. The one I am interested is enroll taking values 0,1) > . > > . tsset id years > > . arima enrollment,ar(1) > > "sample may not include multiple panels" > > > > I must have missed something here. Can someone give me some hints? > > In addition, instead of using ARIMA, may I know if there is any easy > > alternative to do the AR(1) ? > > > > Thank you very much! > > > > Amanda > > * > > * 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/ > > ------------------------------ > > Date: Sat, 17 Mar 2012 21:34:48 -0400 > From: David Hoaglin <[email protected]> > Subject: Re: st: ztnb model: why are some results omitted? > > Dear Ekaterina, > > How are you interpreting the constant term in the model? Because the > four income categories are exhaustive, they need only three parameters > in addition to the constant term. It seems likely that ztnb is > treating the highest quartile of income as the reference category. > > I suggest that you merge the four income variables into a single > categorical variable (which you might name inccat) and then use > inccat##conf_inc as the list of independent variables. > > Regards, > > David Hoaglin > > On Fri, Mar 16, 2012 at 6:14 PM, Ekaterina Hertog > <[email protected]> wrote: > > Dear all, > > I use Stata 12 and I am trying to analyse how individual relative > income and > > whether the level of income was supported by official documentation > or not > > affects the number of page views an person receives on a dating site. > I am > > particularly interested in the interactions between the relative > income > > variables and the variable for confirmed income. > > I have no information about people who receive no page views so I use > a > > zero-truncated negative binominal model. > > The dependent variable is a count of the number of page views. > > inclow25 = income is in the lowest quartile of incomes in the general > > population > > inc50per = income in the 2nd lowest quartile > > inc75per = income in the 2nd highest quartile > > inchigh25 = income in the highest quartile of earners in the > population > > conf_inc = is a binary variable: 1 meaning that the income level is > > confirmed with appropriate documentation > > I run the model separately for men and the code I use looks as > follows: > > ztnb totpagev inclow25##conf_inc inc50per##conf_inc > inc75per##conf_inc > > inchigh25##conf_inc if gender==1 > > > > * > * 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/ > > ------------------------------ > > Date: Sat, 17 Mar 2012 23:12:14 -0400 > From: Amanda Fu <[email protected]> > Subject: Re: st:AR(1) error notice: sample may not include multiple > panels > > Hello Mr. Nicholas and Mr. Herron, > > Thank you very much for your suggestions. > > After seeing the above suggestions, I checked chapter 9 in Cameron and > Trivedi again and saw there was some useful discussion. I am sorry > that I missed this this morning. I focused on searching stuff related > to "time series" in that book. > > In addition to Arellano-Bond estimator, would it be fine if I use > Cochrane–Orcutt estimation (-prais, cort) to estimate AR(1)? > > Thank you! > Amanda > > On Sat, Mar 17, 2012 at 9:13 PM, Richard Herron > <[email protected]> wrote: > > This question came up yesterday, too. Here was my response: > > > > Panels require strict exogeneity for consistency, so you can't have > > lagged dependent variables on the right hand side (i.e., dynamic > > panels aren't allowed). > > > > If you think about the within estimator for panel data, then you have > > y_{i, t-1} - mean(y_i) on the right hand side, which is not > orthogonal > > to e_{i,t} because mean(y_i) contains y_{i,t} from the left hand > side. > > > > There are some solutions to this in -xtabond-, which does the > Arellano > > and Bond estimator. Arellano and Bond correct the endogeneity by > > estimating the dynamic panel in first differences and using lags as > > instruments and GMM to take care of over-identification. > > > > Chapter 9 in Cameron and Trivedi's "Microeconometrics Using Stata" > > provides a handful of techniques for estimating dynamic panel models. > > Chapters 21 and 22 in their Microeconometrics textbook provides more > > theory. HTH. > > > > On Sat, Mar 17, 2012 at 18:02, Amanda Fu <[email protected]> wrote: > >> Dear Statalists, > >> > >> Sorry for bothering you with a question about a simple AR(1) > >> estimation. I searched related discussion in the archives , but > still > >> cannot figure out why the error message comes out. Any suggestions > >> will be helpful. > >> > >> I want to estimate a univarate AR(1) model (without any controls). > The > >> data set is a panel data, including 1000 observations for 5 years > >> (200 variables. The one I am interested is enroll taking values 0,1) > . > >> . tsset id years > >> . arima enrollment,ar(1) > >> "sample may not include multiple panels" > >> > >> I must have missed something here. Can someone give me some hints? > >> In addition, instead of using ARIMA, may I know if there is any easy > >> alternative to do the AR(1) ? > >> > >> Thank you very much! > >> > >> Amanda > >> * > >> * 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/ > > ------------------------------ > > End of statalist-digest V4 #4460 > ******************************** > > * > * 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/

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