Hello everyone,
for an important seminar at my University I am running a gravity model of trade (Jan Tinbergen 1962).
Therefore I use an unbalanced Panel (1948-2015) 224 individuals. 15k observations. I want to use a quantile regression though.
The aim is to figure how distance variables matter for separete product aggregates (by considering different export volumes through quantiles).
Modell: log export(odh) = ß0(h) + lnß1Y(od) + ß2lnPCY(od) + ß3lnD + ß4com_lang + ß5contiguity + ß6colony + ß7rta + ß8gatt
o=origin d=destination h=productgroup
Export(odh)= natural logarithm of exports from o to d specific by h
ß0= constant
Y(od)= natural logarithm of product of GDP of o multiplied with d
PCY(od)= natural logarithm of pc GDP of o multiplied with d
D= natural logarithm of real distance between o and d
com_lang= dummy variable for common language; 1 = yes, 0 = no
contiguity= dummy variable for contiguity; 1 = yes, 0 = no
colony= dummy variable for colony; 1 = yes, 0 = no
rta= dummy variable for regional trade agreement; 1 = yes, 0 = no
gatt= dummy variable for GATT/WTO membership; 1 = yes, 0 = no
Also have to find a solution to use time fixed effects and at the same time not loosing the distance variables. Furthermore I have to incorporate individual fixed effects (or probably a ton of specific fixed effects).
I am a noob though, so after specifying all these what would be my first reasonable steps in Stata?
Thanks + Best,
Burz
Related Posts with Panel data + quantile regression
Test for collinearityHi all, I'm trying to estimate the Wald-DID below: Code: svy: ivregress 2sls OUTCOMEVAR i.time…
Using Classes from LCA in another modelDear Statalisters, I am using Stata17. I have run the following LCA model (the analysis try to grou…
Causal Random ForestHi: Is anyone aware or has anyone tried to implement Causal Random Forests to examine heterogeneous…
Creating a variable that corresponds the proportion of observations that the current observation is larger thanHi, I am looking to create a variable that corresponds to the proportion (or percentage) of observat…
Solving Endogeneity in Panel Data Analysis: (R coding)Hi, I need your help in my regression model: I have a panel data for 6 year at state level (50 state…
Subscribe to:
Post Comments (Atom)
0 Response to Panel data + quantile regression
Post a Comment