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From |
Bert Jung <[email protected]> |

To |
[email protected] |

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

Date |
Mon, 26 Mar 2012 16:18:48 -0400 |

Thanks all. I wanted to apologize for my silence on this thread as I was recovering from a bout of flu. Nick is indeed right and my goal is data management. And Daniel is right that my coding was convoluted. I will ponder more, and read up on Cameron's suggested papers for a related problem I see coming down the road. Bert On Mon, Mar 19, 2012 at 3:34 PM, Nick Cox <[email protected]> wrote: > I flagged the importance of remembering missings earlier today. > > In the same spirit -findname- (SJ, SSC) > > findname , type(numeric) all(@ == int(@)) > > finds all integer-valued variables. > > Nick > > On Mon, Mar 19, 2012 at 7:24 PM, Seed, Paul <[email protected]> wrote: >> 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/ > > * > * 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**:**RE: st: Confirming whether a variable is binary or continuous***From:*"Seed, Paul" <[email protected]>

**Re: st: Confirming whether a variable is binary or continuous***From:*Nick Cox <[email protected]>

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