System GMM and AB test for AR(2)

Hi All: I am using system GMM method to estimate my panel data (T=6). I am new to this method. I know that the assumption of system GMM is...

Documentation for non existent function

I was learning string functions in Stata. After obtaining help using help string functions command, one thing that particularly caught my a...

How to declare weekly data as time series data in Stata 15

Dear All I want to use time series data on a weekly basis. When I try, I get the error "repeated time values in sample" I have ...

Creating and storing residuals in a loop

Hi all I am trying to run the following code. The purpose is to capture industry and year wise residuals from the stated model. It works ...

Creating and storing residuals in a loop

Code: forvalues y = 2015/2017 { // Define a for/next loop spanning years in sample forvalues i = 1/45 { // Define a for...

Question about reghdfe

Could you please answer my questions about reghdfe command? 1. When I conducted estimation using reghdfe, the following error messages ...

Can I use tssmooth for a fixed number of periods like a rolling forecast, safe the forecast t+5, then start in t+1, save forecast t+6...

Hello everybody, I'm trying to forecast values for the strategy of companies. I have a panel dataset for companies from 2000 - 2015, b...

Calibration of logistic regression on large dataset.

Evaluating goodness-of-fit for a logistic regression model using the Hosmer-Lemeshow test is not reliable in large datasets. Which method w...

Weak IV test postestimation test when using ivreghdfe command?

Dear STATA community, I am hoping you can help me find a command I am looking for. My coauthor and I ran the following regression (I dropp...

Generate a moving window average

Is there an easy way to generate a moving window average? For instance, for every 5 minutes of Ta_NOAA, I want to generate the average Ta_NO...

Guarantee 3 consecutive observations before and after the event

Dear Stata Users, I need to keep just those firms (gvkey) that have 3 year consecutive observations before and after the event. The event ...

Simple help with global macros

Hello, I believe I incorrectly posted this to the Statalist earlier today. I recognize this question is simple but I need help. I try to d...

LPOLY: How can I change the scale of the axis on the lpoly graph?

Dear Stata users: When I do the lpoly graph, it seems no option allows me to restrict my scale of the axis to a certain range. What should...

How can I make a line graph for data from a certain date range?

Hello! I'm working with daily time series data with the date originally in the format "01/29/19" (string) which I changed to 2...

Missing R-squared from IV regression

Question : How can I display/find the missing "within R-squared" from an IV regression? Example of the problem: Suppose I use ...

Longitudinal data - generating variables dependent on observations within each subject

Hi everyone, I have longitudinal data (see dataex below). I need to censor each id according to a few conditions. Condition 1: if within ...

Residuals in a panel data model

Hi I am running a regression (using panel data) looking at the effect of income on food consumption and controlling for age. I am trying to...

Adding an interaction term into a model or stratifying data , which method is more preferable to analyse interaction terms?

Hi Statlists, Hope this post finds you well. May I know why stratification seems to be less preferable than adding an interaction term int...

Marginal effects Tobit (mfx vs margins)

Hello I'm trying to calculate the marginal effects of a Tobit model using the margins command instead of mfx, because margins is faster...

Help with using expand>2 while replacing values in duplicates generated

Hi, I am trying to use the expand command to create duplicates and replacing one of the variables in the row. For example, expand 2 if ...

Individual Caliper for Variables Nearest-Neighbour Matching (psmatch2)

Dear Community, I aim to apply nearest neighbour matching using the mahalanobis option in the the psmatch2 package and Stata15. Given the ...

A question on macro expression.

If we want to write i = i + 1, we could use ++i. I wonder if there is also a short expression for i = i + 2 (or any number > 2)?

Launching a Free Online Course: Introduction to GIS in R

We’re so excited to announce the launch of our second online course about geospatial data in R. Sign up here. When you hear “geospatial da...

Panel data - dropping cross section based on missing values

In a panel dataset, there are companies with revenues for multiple years. I would like to drop all companies if their revenue information ...

Problems when running optimal k-means cluster solution program

Dear Team, After reading the excellent "Stata tip 110: How to get the optimal k-means cluster solution, Stata Journal (2012) 12, Numb...

Studentized deleted residuals and DFfits after logistic regression in Stata. How to calculate?

How can I calcilate studentized deleted (externally, jackknifed) residuals and dffits after performing logistic regression in Stata? The rst...

Results Interpretation

Hi everyone, Can anyone help me interpret these results, specifically the F-test below. What does this mean? Thank you in advance!

Why do i have large z test statistics when i ran translog model

First i ran frontier model and then i did translog method here i have obtained large wald chisquare and large z test statistics my lnv2sig2v...

Replacing missing variable with other observations that satisfy certain conditions

Hi all, I am working on a cross-country dataset. The dataset is created when I merge the bilateral trade data with the country characterist...

Collapse different columns differently

In a panel database of companies (bisnode), the revenue information is not always for the full year...sometimes it's quarterly, for exam...

Machine Learning setup

How can I break down my loaded dataset into training set and test set, and develop random forest on the training set, calculating fit for bo...

Wrangling panel data - calculating growth rates and cagr

I am working with bisnode panel data https://www.bisnodegroup.com/solutio.../company-data/ which has ID, year, and company revenue info. ...

Comparing predictions and regression fitted values between two regression models with an additional explanatory varaiable

Dear Statalisters, I am struggling with a task in which I want to investigate how an additional variable (i.e., human rights) affects my r...

Importing previously imputed data using mi import

Hello Stata Users, I have been trying to import previously imputed data (m=0, 1,2,…..20) using mi import command. The data set includes the...

Microsoft Organizational Structure: Divisional Structure with Focus on Innovation

Microsoft organizational structure can be classified as divisional.  In June 2015, the senior management announced a change in Microsoft org...

Microsoft Leadership: A New Era for Multinational Technology Company

Co-founder of the company, Bill Gates was at the helm of Microsoft leadership since its inception in 1972 until 2000, when Steve Ballmer suc...

Scoring measures using STATA

I have dataset that includes items measuring diagnostic criteria for personality disorders. For each criterion there are multiple items. For...

Problem with nlsur command

Dear Stata users, I am currently running the nlsur command to estimate a system of 2 equations using the following syntax: Code: nlsu...

How significance of stata pwcorr is calculated?

When i run pwcorr, with the option sig, how stata test de significance of the correlation coeficient? How its calculated?

Propensity score weighting on samples

I want to weight my sample with propensity scores first, then run OLS with weighted sample. I know PHP Code: teffect  does this job by c...

Statistical comparison between 6 groups with unequal variance and 1 observation.

Dear Statalists, I am analyzing a dataset which includes two variable "tech changing rate" and "Group". "Group...

Looking for US data base for tuition fees

Hi, Im currently working in a research on higher education in the United States. I have searched for a database with the average tuition c...

Error "initial values not feasible" for multiple imputation.

Dear experts, I'd like to ask for your help with syntax. I am doing a multiple imputation as below, but I get an error "initial ...

Geographic Regression discontinuity

Hello guys, I am comparing the economic well-being of some group of people residing on opposite sides of a certain border. I believe there ...

Weighting without knowing psu

Dear Stata users, I want to conduct some cross-sectional analysis with data from the South African NIDS (National Income Dynamics Study)/h...

Way to identify first successful loop iteration?

Hi Stata, I have a loop: forv x = 1/100{ cap{ [stata_commands] [if first successful iteration, execute command x ] } } How can I...

-mimrgns- and -marginsplot-

The help file for mimrgns states that while "[i]n principle, marginsplot works after mimrgns […], the plotted confidence intervals a...

Confusion about how to keep one row of data for each student with the most number of classes taken in a program

I am using Stata 15.1 for Windows. I would like to keep a certain student in the program that he concentrated in the most. If he took 1 cl...

Use past quarter average of data to regress with next quarter data.

Hello all, I am a newbie to STATA and struggling with a peculiar problem. Hoping for some insight from you all. I am looking to see the ...

problems with moving average - panel data

Hi everyone, I am using Italian administrative longitudinal data for 10 years. Since I would like to understand how household income has ev...

Dropping variables in the batch structure

My dataset contains ~4000 variables from a survey that collected data on upto 10 members from the same household. (AGE_01, AGE_02...AGE_10/S...

Principal component regression*using the*multinomial logit model

Hello everybody. I have a few questions on the principal component regression. The latter consists of three steps which are well summarize...

Reshaping multiple variables in one dataset using STATA

Good morning, I would like to reshape my data from wide to long. I have multiple variables within the dataset that I would like to do this...

Preparing household data

Dear Stata list My data has the following format: Code: clear input householdID personID personinHHID personsfatherID 1001 ...

Implement Multinomial Logit Model using ml command

I would like to implement multinomial logit model using maximum likelihood command to generate the same result as mlogit. Pr(y=1) = exp(bet...

panelsubmatrix(): 3301 subscript invalid

I use stata15 and I write Code: xsmle INDEX CREDDEV CHEXCHRATE UNINF, wmat(Z) model(sdm) and I get this error Code: panelsubmatrix(...

How to use "/" in Stata

Hi everyone, I would like to know how to build a code that lets me display the following data: Individual's heights of those individ...