How to use CPI or inflation indices to convert nominal prices with DAILY frequency?

I'm working with some raw financial data from a local business covering about 4 years from 2015-2019. I haven't worked with a daily ...

LD calculation by logit regression

Hello, I would like to know how I can calculate the LD50, LD90 and LD 95 (lethal dose) for bioassays using logit regression? I found pro...

How to solve the problem of endogeneity of a policy (gravity model)?

Hi everyone, I analyze the impact of an agreement concluded between 4 countries on the mobility of people in these 4 countries. The agreeme...

Matching variables in CEM.

Hi all - I am using CEM in stata and have a quick question. I am using four variables in my dataset for matching and using CEM weights in th...

Checking Residuals after running Mswitch

I am working on the Markov Switching Model (using mswitch command), I have calculated standardized residuals. How can I calculate p values o...

Construct matrix counting pairwise agreements

I'm interested in a set of problems in which the data from each individual is a vector of integer-valued responses, and I want to know t...

Rolling standard dev

I have an unbalanced panel dataset with many (15000+) firms and their daily stock returns from 1960-2018. From these daily stock returns I ...

Dropping all panel observations if any one of them have missing value for any one of the variables

Hi there, I have a firm-level data for two years. I want to drop a firm entirely (both years' observations) if there is missing value ...

Creating Mills Ratios

Hi all, This is my first post here so I apologise in advance if I've broken any rules, and I also apologise if this is a very simple q...

How to create variable of relative change?

Dear experts, I have a dataset including monthly observations from June 2017 - June 2019, where I would like to calculate the 12-month rel...

Annualising coefficients in a loop

Hi all, I am currently working on project about volatility timing. The data I am working with is daily and I am not entirely sure what I c...

extract table from multiple pages of the web by Stata ?

Hi , I'm now trying to extract data from web " https://ift.tt/2HE5woy" , there are a lot of pages in web address how can I im...

Binary Variable Graph

Hello all, I simply want to plot a graph with the number of times a binary variable (civil war incidence) = 1 for each year on the y-axis ...

Inclusion of interaction terms and interpretation of margins output in RE xtprobit

Hi all, I am conducting a study into the transmission of time preferences in spouses through their smoking behaviours. I have a balanced d...

How to compare two datasets

Hi, I want to verify / confirm that two datasets are identical. I reproduced my dataset from my colleague's work and want to compare to...

Is there a way to get ey/ex marginal effects after xtreg command with fixed effects?

Hello all, I would like to see the proportional marginal effects (i.e.: ey/ex) after a regression with fixed effects. There is always an e...

Testing for equivalence of marginal effects of the same variable at different '_at'

Hello all, I am trying to test for the equivalence of marginal effects of the same variable at two different indicator variable set points...

Instrument variable TSLS

Dear members, i am just confused about one thing. i want to use lag dependent and lag independent variables as an instruments in IV regres...

"By" and "Margins" command error; alternative approach?

Hi Everyone, I am writing a thesis for my Honours year (Advanced Undergraduate Degree) and I am writing it on adolescent drinking levels w...

Can I use a zero inflated negative binomial regression?

Hello everyone, this is my first post, so please be kind and understanding if I don't meet the forum norms. So my regression equatio...

STATA seems to add spaces into path where there are none although using double quotes

Dear statalist, I am using Stata/SE 15.1 for Mac. I am using a global to specify my path at the beginning of my do file. I write it like t...

Stata seems to add spaces into path where there are none, wich leads to error message

Dear statalist, I am using Stata/SE 15.1 for Mac. I am using a global to specify my path at the beginning of my do file. I write it like t...

event-study (event-study2)

Hi all, I am using Stata 16. My study: I have two periods that I will evaluate; 2008 - 2013 and then 2014 - 2018. I have a total of 63 b...

Linear interpolation

Hi! I have a variable called year in my dataset but this contains just the year 2006, 2009, 2011, 2013, 2015 and 2017. I want to aggregate...

Taking Results from Tab2 and Using them to Generate/Recode a new variable

I have a big dataset (1.7million obs) and I need to create contour plots by a member_id within the dataset. I have the member_id, and each...

Quick questions about the interaction methods

Dear Researchers, Greetings, I have quick questions about interaction variables, please. At first, I am going to examine the effect of ...

Creating first-order difference variables in repeated cross-sectional (i.e. pseudo panel) data

Greetings, I'm running Stata 15.1 on OSX. I've created a repeated cross-sectional dataset to assess variations in attitudes toward...

No observations r(2000) with Regress and SEM

Hello all. I am working with a dataset that contains many categorical variables with values that are still in written word format, which I a...

One-sided test of coefficients obtained by mixed

Dear all, I ran mixed 'outcome' 'treatment' 'binary_covariates' 'metric_covaraites' [fweight=w] || block: ....

Looping in Stata to extract values from one file to another

Hi all! So I am a bit stuck on something I have to do. 1. I have a dataset which is multi level, and includes several individual observa...

rho value in heckman model

Hello dear proffessor; could you help me please in one small issue; i have panel data with n=7 t=8 ,, I use bootstrap methode with Heckman ...

Problem with estimation of coefficient in panel regression

My aim is to estimate the association between a country's real per capita growth (realgthpc) and exported-weighted real per capita growt...

Redistributing a Group's percentiles in panel data

Hi, this is my first post in Statalist and I'm hoping you can help me. I am using a panel data set with really good coverage 2001-2018...

Geonear producing unstable results

I'm trying to use geonear to identify the nearest neighbors within a dataset at the household-day level. I've got longitude with a...

Generating mean returns, based on xtile returns

Hi comminuty, I seem to have problems with calculating mean returns (ret_sup in my data). My dataset has weekly obeservations for returns(...

Misstable

Hello, Looking to do misstable summarize. I have a variable split into cases and controls. Then I have another variable that I want to see...

Age and Gender

Bonjour, First and foremost, I have to warn you that Im such a beginner on STATA & statistics overall ... But with regards to my mast...

event study - eventstudy2

I am a postgraduate student writing my thesis. I am somewhat a novice in the field I have chosen to study, however this has undoubtedly broa...

Dummy Variable??

Hi All, I have tried to find this answer in the forum but cant seem to. I have a set of panel data for 15 countries over 10 years and wan...

Suest - Can I cluster just 1 model?

Dear all, I'm trying to compare the coefficients of an OLS regression with a multilevel regression. I tried to use the Hausman command...

Adjusted variable and deviation

Hi, I want to generate a new variable (RC) with the sum of industry-year (-Risky_Ind- and -year-) adjusted -INV- and -REC- as a percentage...

Error in converting time (hourly) variable

Hi. I have hourly level data with the format, "2010123123" representing "23:00 Dec 31, 2010". I can convert it into time...

taking a number from a returned matrix?

Dear All, I run the following xthreg (please search xthreg, and install) command Code: xthreg i q1 q2 q3 d1 qd1, rx(cf1) qx(d1) thnum(1) ...

Sub-group meta-analysis in Stata

I have two question: 1: Does Stata allow sub-group meta-analysis using mixed effects ? If there is a code available, Please share. 2. How...

Reshaping Datastream Data (Currency) for Stata

I have been trying to transpose Datastream data by date. I know how to do this in SAS but I am having trouble replicating this on STATA. I h...

Productivity effects

Dear Statalist users, I am trying to examine the impact of export participation of the firm on firm productivity. To this end, I want to e...

Univariate analysis

Hello, So I want to apply this univariate test, subdividing my sample into high and low groups by the mean values of independent variables...

Is it okay to use multiple imputation to create imputed values in a second dataset?

Say I have two datasets A & B . They have the same variables in each except that set A has one additional variable. Would it be vali...

Using outreg2 to export Heckman results to LaTeX

Hi, I'm having problems using outreg2 to export the results from a Heckman model to LaTeX (same problem occurs when exporting to a .doc ...

Creating Lead variables with respect to month (1, 3, 6) when I have daily data

hello. I'm working on the U.S. stock market. I have entire stock market data ( thousands of stocks). It's panel data( sorted by fi...