panel data

  1. S

    Regression with two fixed effects in STATA 11

    Hello, I need to run a standard econometric model (a standard panel regression) with two fixed effects in STATA 11. Could you please help me and tell me what is the code that i need to input. The fixed effect variables are country and year. Thank you in advance!
  2. S

    Change score in long format

    Hey guys. So I'm working on data and need to compute a change score. The data is panel data, where ID is country and I have 12 years. Here's my problem. I need to drop all years between 2000 and 2011 and compute a change score between 2000 and 2011. The drop part isn't the problem but the...
  3. kiton

    Addressing omitted variable bias in count panel model

    Hello dear forum members, My study aims to address the question about physician ratings: Do they have an impact on the business value (as proxied with new patient referrals)? The sample is a panel of of U.S. oncologists (N=1,694) observed from 2009 to 2013. The outcome is a count, so for the...
  4. P

    Command for First Differences

    Hello, I have panel data corresponding to 8 years and a number of variables involving a model. What commands do I use to show that Fixed Effects gives the same results as First Differences, when this last estimation is done applying GLS? I obtained the fixed effects part by using the command...
  5. J

    Gravity model with fixed effects - controlling for the heterogeneity

    Hi Stata users, I'm quite new to Stata and econometric packages in general, so I'd like to get some hints on how to specify a gravity model for international trade between different countries. My panel consists of 133 countries over 19 years - thus we have 17556 combinations of importers (ci)...
  6. N

    What to do with non-stationary and not cointegrated panel data?

    Hi, I've been trying to conduct a panel data analysis. I have 3 variables, all of them stationary at I(1). Then I employed both Westerlund and Pedroni panel cointegration tests. Both tests gave the same result, my data are not cointegrated. And now i am lost, don't know what's next? How can...
  7. D

    Bootstrapping wald test scores following SUR with panel data

    Hey everyone. Can anyone help me implement these steps into R code? Using this system: [url=] I found this piece of R code which might be helpful: # Sample Size N <- 2^12; # Linear Model to Boostrap Model2Boot <- lm( mpg ~ wt...
  8. D

    Bootstrapping test statistics with panel data and SUR

    As a newbie to bootstrapping, I'm having some trouble with developing with critical wald test scores for every observation in my panel dataset. I'm using a Seemingly Unrelated Regression to predict residuals, but then I'm unsure how to resample these and develop these critical wald test values...
  9. A

    Panel data correlation

    In a panel dataset of multiple years and multiple countries, what is best practice for running correlations among variables? I know that pooling by both countries and years is not recommended. Is restricting instead by both country and year the preferred method? Or just by either one, country...
  10. G

    Panel Data: Add Fixed Effects Before or After Controls?

    Hi all, I'm using 51 entities with seven independent variables. Is it typically better to add entity/time fixed effects at the beginning or at the end? Essentially, is it best for analysis to include fixed effects in my first model or my last? Thanks in advance for your help!
  11. S

    Stata Unbalanced Panel Data - which ttest should I use to compare means?

    Hi, Apologies if this question is very basic but I have spent hours looking online and in forums such as this one for an answer and I am still unsure. I have an unbalanced panel data set of a few thousand firms, for the years 2002 to 2008. I have looked at the mean values for the audit...
  12. B

    Random Sampling in Mixed Models

    Hi, I have a data set that contains 40 firms over 15 years with firm and individual level data, with the individuals being sample randomly from each firm over 15 years. There are time invariant variables at the firm level and the panel design is unbalanced. How should I be looking to treat my...
  13. D

    Merging three files, building panel data and regression

    I'm not a complete newbie in Stata, but I think I'm probably newbie by the standards of the forum, I think. The thing is, I'm trying to build a panel data and test a difference-in-differences model with fixed effects, but I'm having trouble with the merging of the files that I have. I have...
  14. C

    loop regression based on variable

    Dear statisticians, I'm trying to loop a regression on a panel data set. I have the following variables: iden1: cross sectional variable (non-sequential numerical) year: time series variable SIC2: industry variable (non-sequential numerical) What I would like to do is run a regression...
  15. L

    panel data - within-group estimate - individual fixed effects retrieved

    Hi TalkStats people! I am analyzing panel data. First, I have to decide whether to use a random or fixed effect estimator. The Hausman test suggests to use the fixed effect estimator (also named within group estimator). Thus, this is what I am using. However, this method eliminates the...
  16. M

    Repeated ANOVA controlling for a factor

    I have data for agencies funded consistently from 2003 to 2012. I have 4 agencies in Massachusetts (agencies of interests) and ## controls (other agencies). My data is in long format. I have 4 variables: Year 2204 to 2012 Total_Clients MA= controls and Massachusetts agencies (1 or 0)...
  17. N

    panel data

    can anyone please help me in sas i need a sample panel data and also can someone run it on sas and give me solution here i would realy thnkful to you guys and it helps me to start work on panel data and please solution of sas also provide me please...
  18. L

    hausman vs xtoverid test

    Hi there, I'm a new user to stata so please forgive the really basic question here. I received this output when i keyed in the hausman test: "hausman cannot be used with vce(robust), vce(cluster cvar), or p-weighted data" I have used the robust command for both the fixed effects and...
  19. P

    Reshape to long: how to prepare data?

    Hi, I really need your help. I'm new to Stata so it might be easy to answer for you guys... I have an excel sheet that lists stock prices for specific firms (about 800) on each trading day for 10 years. Firms (coded by their German stock exchange code) are arranged in ROW and dates in COLUMN...
  20. R

    STATA - Splitting panel data into quartiles

    I am new to this stuff so please excuse me if an answer already exists but I certainly can't find it. I have a large panel dataset in STATA and want to know how I can split the data into quantiles (deciles preferably) of a certain variable, but by year. To be more specific, I have data on...