# econometrics

1. ### Difference-in-differences in Health Economics Research

Hi, I'm doing a difference-in-differences analysis of a health policy intervention. Health clinics are paid for the percentage of eligible patients who they give the right treatment to. The clinics are measured/paid separately for each type of treatment indicator. One year, some of the...
2. ### Help interpreting my OLS results, hypothesis

Hi statistics ppl! I am happy to join the forum. I am doing my thesis atm and I would like someone to help me interpret my model results. I have performed both pooled OLS and RE. The RE estimates are more significant, although not in accordance with hypothesis., I submit just my baseline OLS...
3. ### Calculating F-Value in multiple regression model

Dear all, I am currently studying for my exam econometrics and i cant find a formula on how to calculate an F value. This is the question: Suppose someone is interested in the relationship between the UK real consumption growth (∆Ct), real income growth (∆Yt) and the growth in real investment...
4. ### Economics - Instrumental Variable: Does including past values of regressors into the IV cause exogeneity assumption to fail?

Setup: Annual panel of 125 countries. I am interested in the effect of x on y. As an instrument z I use an interaction of the variables gamma and delta. gamma fulfils the conditions of relevance and exogeneity. delta is the country’s propensity to receive x, which is an indicator variable based...
5. ### predictor and instrument in IV

I have data about a certain trait X for a small sample of countries and I'm interested in the relationship of X on income per capita Y. I also have a strong predictor Z of X. I have data of Z for a large number of countries so I used it to predict X for all the countries then I regressed Y on...
6. ### Data Panel In R Commander

Here is an example of three different methods (fixed effects, random effects) for analyzing Models in R Commander
7. ### Guidance for using propensity score matching in R

I am new to programming as well as econometrics and would like to ask some guidance for learning. I am planning to calculate the effectiveness of a public works scheme in country A. By effectiveness I mean the rate of success by which participants were able to return to the open labour market...
8. ### Derivation of an equation of Influential Analysis in OLS

Hi to everyone, I'm new to this forum and I'm very pleased for the existence of this forum, since the fact that forums in these times are in decay. I'm not a native English speaker so I ask for a little of patience lol I'm studying Ordinary Least Squares, and in the section of Influential...
9. ### How to run AIC and Logit on Panel Data?

I've data for 10 banks over a period of last 10 years. I've financial ratios for each bank corresponding to each financial year. There are 20 such ratios. I would like to run AIC on these ratios to find 7 or 8 most significant ratios and then run binary logit on the panel data of these...

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11. ### Difference between a VAR and a VECM

Hello, I am performing cointegration analysis using Eviews and the DOLS estimator in the cointegrating equation. After saving the residuals of this equation (they are stationary then the variables are cointegrated), I estimated the short run equation including the lagged error term, one lag...
12. ### Breusch-Godfrey

I am using the Breusch-Godfrey for autocorrelation, but I dont know how many lags should I use? I am testing seasonality of funds returns with the following OLS model: Rt=B0+B1Dmt+Ut Rt is the return on funds; B0 is the intercept; Dmt is the dummy variable. The value 1 corresponding to...
13. ### Newey West autocorrelation

May I use Newey West procedures when exists only autocorrelation? or I just can use Newey West when exists both autocorrelation and heteroscedasticity? Any feedback you could give me would be greatly appreciated.

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15. ### Finite mixture bivariate probit model

Hello, all, I would like to model my data using a bivariate probit model but would like to explain unobserved heterogeneity of the coefficients in the model using finite mixture. That is, I would like to explain the characteristics of the segments (sub groups) when I estimate my bivariate...
16. ### Somewhat long introduction/explanation

I wanted to stop by and intro myself with a sort of long introduction so that if you think I might be asking a lot of questions, here's why. I'm in the middle of this doctoral dissertation and I have a lot of PTSD and grief wrapped up in it. It's a complicated story so I'm going to try and...
17. ### T series stationarity

hay guys, i'm working on garch models, but a cant turn my returns stationary. how can i do it? i've tried whit log return (logxt - logxt-1) but it doesn't work. r function: log.return<-dff(log(x)) i've implemented some test and these are the results: #######KPSS Test for Trend...
18. ### rollapply with Arima model: testing for stability of coefficients

Hi everyone, I am trying to fit an arima model on a rolling window using rollapply.My aim is to plot a graph of the evolution of the coefficient, plot the error and the standard deviation. well i encountered the following problems: 1) each window in the roll apply have different set of...
19. ### individual-level random effects and the idiosyncratic error

Can anyone explain how some of the explanatory variables could be correlated with individual-level random effects, but that none of the explanatory variables are correlated with the idiosyncratic error? How does that work? Could someone please provide an example? "The estimators implemented in...
20. ### A survey where participants circled at least one answer as the question asked

I have surveys I am working on. One of the questions asks the participants to circle religious themes that appeals to them and also that they should circle all that apply. So some of the participants circled at least 2 options just because the question asked them to do so. How do i record this...