On the blog, computing the test is described as follows:
- Compute the panel-level average of your time-varying covariates.
- Use a random-effects estimator to regress your covariates and the panel-level means generated in (1) against your outcome.
- Test that the panel-level means generated in (1) are jointly zero.
Code:
capture drop mean_psum_y bysort id: egen mean_psum_y = mean(psum_unemployed_total_cont_y) (108 missing values generated) capture drop mean_age_y bysort id: egen mean_age_y = mean(age_y) (183 missing values generated) capture drop mean_year bysort id: egen mean_year = mean(year) capture drop mean_current_county_y1 bysort id: egen mean_current_county_y1 = mean(current_county_y1) capture drop mean_own_education_y bysort id: egen mean_own_education_y = mean(own_education_y) (90 missing values generated)
Code:
. xtreg binary_health_y psum_unemployed_total_cont_y calt3_other_children_y0 i.year i.current_county_y1 i.own_education_y
> age_y mean_current_county_y1 mean_own_education_y mean_year mean_age_y mean_psum_y if has_y0_questionnaire==1 & has_y5
> _questionnaire==1 | has_y0_questionnaire==1 & has_y10_questionnaire==1 | has_y0_questionnaire==1 & has_y5_questionnaire
> ==1 & has_y10_questionnaire==1 | has_y0_questionnaire==1 & cbmi_y5 !=. & has_y5_questionnaire==0 | has_y0_questionnaire
> ==1 & cbmi_y10 !=. & has_y10_questionnaire==0 | has_y0_questionnaire==1 & cbmi_y5 !=. & has_y5_questionnaire==0 & cbmi_
> y10 !=. & has_y10_questionnaire==0 | has_y0_questionnaire==1 & cbmi_y5 !=. & has_y5_questionnaire==1 | has_y0_questionn
> aire==1 & cbmi_y10 !=. & has_y10_questionnaire==1 | has_y0_questionnaire==1 & cbmi_y5 !=. & has_y5_questionnaire==1 & c
> bmi_y10 !=. & has_y10_questionnaire==1, cluster (current_county_y1) re
note: mean_current_county_y1 omitted because of collinearity
note: mean_own_education_y omitted because of collinearity
note: mean_year omitted because of collinearity
note: mean_age_y omitted because of collinearity
note: mean_psum_y omitted because of collinearity
Random-effects GLS regression Number of obs = 1,578
Group variable: id Number of groups = 635
R-sq: Obs per group:
within = 0.0063 min = 1
between = 0.0892 avg = 2.5
overall = 0.0585 max = 3
Wald chi2(9) = .
corr(u_i, X) = 0 (assumed) Prob > chi2 = .
(Std. Err. adjusted for 29 clusters in current_county_y1)
------------------------------------------------------------------------------------------------------------------------
| Robust
binary_health_y | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------------------------------------------------+----------------------------------------------------------------
psum_unemployed_total_cont_y | -.011246 .0042776 -2.63 0.009 -.01963 -.002862
calt3_other_children_y0 | -.0132467 .0144022 -0.92 0.358 -.0414744 .014981
|
year |
5 | -.0797771 .026846 -2.97 0.003 -.1323944 -.0271598
10 | .0380614 .0343703 1.11 0.268 -.029303 .1054259
|
current_county_y1 |
Cavan | .3497291 .0472267 7.41 0.000 .2571665 .4422917
Clare | -.0653339 .0108904 -6.00 0.000 -.0866788 -.0439891
Cork | -.1672661 .0185473 -9.02 0.000 -.2036181 -.1309142
Donegal | .2440473 .0409964 5.95 0.000 .1636959 .3243987
Dublin City | -.0319963 .0105698 -3.03 0.002 -.0527128 -.0112799
Dún Laoghaire-Rathdown | -.0261354 .023202 -1.13 0.260 -.0716106 .0193397
Fingal | .0898723 .0135182 6.65 0.000 .0633771 .1163674
Galway | -.0208434 .0111599 -1.87 0.062 -.0427165 .0010297
Galway City | .0171861 .0085169 2.02 0.044 .0004932 .033879
Kerry | .1631191 .0171811 9.49 0.000 .1294448 .1967933
Kildare | -.052603 .0137643 -3.82 0.000 -.0795805 -.0256256
Kilkenny | -.054465 .0247041 -2.20 0.027 -.1028841 -.0060459
Laois | -.1723436 .0261493 -6.59 0.000 -.2235953 -.1210919
Limerick | .1516061 .0256513 5.91 0.000 .1013305 .2018817
Longford | .3243542 .0275731 11.76 0.000 .270312 .3783964
Louth | .2935245 .0208773 14.06 0.000 .2526058 .3344432
Mayo | -.0083414 .0164228 -0.51 0.612 -.0405295 .0238468
Meath | -.0115489 .0164661 -0.70 0.483 -.0438219 .0207242
Monaghan | -.393205 .0254279 -15.46 0.000 -.4430427 -.3433672
Offaly | -.117562 .0079983 -14.70 0.000 -.1332383 -.1018857
Roscommon | .1387658 .0161138 8.61 0.000 .1071833 .1703483
Sligo | -.8495427 .023403 -36.30 0.000 -.8954118 -.8036736
South Dublin | -.1471678 .0090874 -16.19 0.000 -.1649788 -.1293568
Tipperary North | .1399979 .0234896 5.96 0.000 .0939591 .1860366
Waterford | -.0394648 .0214446 -1.84 0.066 -.0814955 .0025659
Westmeath | -.0384343 .0119437 -3.22 0.001 -.0618435 -.0150252
Wexford | .0530227 .0179453 2.95 0.003 .0178506 .0881948
Wicklow | -.0002635 .0148818 -0.02 0.986 -.0294314 .0289043
|
own_education_y |
No schooling | 0 (empty)
Primary school education | .4571419 .2121907 2.15 0.031 .0412558 .8730279
Some secondary school | .6485139 .0774671 8.37 0.000 .4966812 .8003467
Complete secondary education | .6711843 .1152782 5.82 0.000 .4452432 .8971255
Some third level education at college, university, .. | .7155908 .125676 5.69 0.000 .4692704 .9619112
Complete third level education at college, universi.. | .8162614 .1183988 6.89 0.000 .5842041 1.048319
|
age_y | .0049239 .0039453 1.25 0.212 -.0028088 .0126565
mean_current_county_y1 | 0 (omitted)
mean_own_education_y | 0 (omitted)
mean_year | 0 (omitted)
mean_age_y | 0 (omitted)
mean_psum_y | 0 (omitted)
_cons | 0 (omitted)
-------------------------------------------------------+----------------------------------------------------------------
sigma_u | .25259967
sigma_e | .35438184
rho | .33690033 (fraction of variance due to u_i)
------------------------------------------------------------------------------------------------------------------------
.
. capture drop mundlak
. estimates store mundlak
Code:
. test mean_psum_y mean_age_y mean_year mean_current_county_y1 mean_own_education_y
( 1) o.mean_psum_y = 0
( 2) o.mean_age_y = 0
( 3) o.mean_year = 0
( 4) o.mean_current_county_y1 = 0
( 5) o.mean_own_education_y = 0
Constraint 1 dropped
Constraint 2 dropped
Constraint 3 dropped
Constraint 4 dropped
Constraint 5 dropped
chi2( 0) = .
Prob > chi2 = .
Previously I had included more controls (which I now exclude due to endogeneity fears) and had gotten output from this test. Can anyone advise me why I am getting no results now and how to remedy this?
Best,
John
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