Good day!

A treatment was implemented in two steps, represented by dummies euxeupsd2 and euxeupsd2xnpsd2. I want to know the effect of each of these over my sample. I have panel data from 8 countries spanning 12 years. Besides the two indicator treatment variables, I control for other seven variables, all time-fixed.

Since the outcome is count data, I tried using xtpoisson, xtnbreg and ppml.

I ask:
  • Which of the three specifications would be more adequate in this case?
  • Should i perform the Reset test?
  • I keep having collinearity issues with sandbox, which is a dummy control variable. Why is it so?


The specifications I have tried:
Code:
xtpoisson piauth internet lngdp lnpop cell dobusiness payments cardsissued euxeupsd2 euxeupsd2xnpsd2 sandbox

xtpoisson piauth internet lngdp lnpop cell dobusiness payments cardsissued euxeupsd2 euxeupsd2xnpsd2 sandbox, fe

xtnbreg piauth internet lngdp lnpop cell dobusiness payments cardsissued euxeupsd2 euxeupsd2xnpsd2 sandbox

xtnbreg piauth internet lngdp lnpop cell dobusiness payments cardsissued euxeupsd2 euxeupsd2xnpsd2 sandbox, fe

ppml piauth internet lngdp lnpop cell dobusiness payments cardsissued euxeupsd2 euxeupsd2xnpsd2 sandbox
The dataset:
Code:
* Example generated by -dataex-. For more info, type help dataex
clear
input byte piauth int year long n_country double internet float(lnpop lngdp) double cell int dobusiness double(payments cardsissued) byte(sandbox eu euxeupsd2 euxeupsd2xnpsd2)
 0 2010 1 67.47128452   19.1676 28.240656 95.71653293 124  98.60858060108328 1.6527291103571153 0 0 0 0
 0 2010 2  84.3941537  18.23595  28.98198 128.3570318  22 155.09448924004104 .05670491137920185 0 1 0 0
 0 2010 3  84.6022457  17.66729 27.962833    118.4398  30 231.49567087010473 .08207141435604953 0 1 0 0
 2 2010 4 80.50245972 18.021097 28.630005 110.6100121  32  418.3005110044399 .15092475476434966 0 1 0 0
 0 2010 5   63.077347 17.914799 28.325954 131.2645046  58 148.33144701638525 .04098021082038103 0 1 0 0
 0 2010 6 77.61525651  14.84042   24.7238 168.8207501  11 163.87426063317503 .13072242292715344 1 1 0 0
 0 2010 7 93.19727891 16.668114 27.533464 127.2845209  42  624.0236891221004  .2815434276532711 1 1 0 0
 0 2010 8 93.00626697  16.14624  26.99781 128.4911022  10 53.182645431367966 .29886712816635297 0 1 0 0
 0 2011 1 67.47128452   19.1676 28.240656 95.71653293 124  98.60858060108328 1.6527291103571153 0 0 0 0
 0 2011 2  84.3941537  18.23595  28.98198 128.3570318  22 155.09448924004104 .05670491137920185 0 1 0 0
 0 2011 3  84.6022457  17.66729 27.962833    118.4398  30 231.49567087010473 .08207141435604953 0 1 0 0
 6 2011 4 80.50245972 18.021097 28.630005 110.6100121  32  418.3005110044399 .15092475476434966 0 1 0 0
 0 2011 5   63.077347 17.914799 28.325954 131.2645046  58 148.33144701638525 .04098021082038103 0 1 0 0
10 2011 6 77.61525651  14.84042   24.7238 168.8207501  11 163.87426063317503 .13072242292715344 1 1 0 0
 0 2011 7 93.19727891 16.668114 27.533464 127.2845209  42  624.0236891221004  .2815434276532711 1 1 0 0
 0 2011 8 93.00626697  16.14624  26.99781 128.4911022  10 53.182645431367966 .29886712816635297 0 1 0 0
 0 2012 1 67.47128452   19.1676 28.240656 95.71653293 124  98.60858060108328 1.6527291103571153 0 0 0 0
 0 2012 2  84.3941537  18.23595  28.98198 128.3570318  22 155.09448924004104 .05670491137920185 0 1 0 0
 0 2012 3  84.6022457  17.66729 27.962833    118.4398  30 231.49567087010473 .08207141435604953 0 1 0 0
 3 2012 4 80.50245972 18.021097 28.630005 110.6100121  32  418.3005110044399 .15092475476434966 0 1 0 0
 0 2012 5   63.077347 17.914799 28.325954 131.2645046  58 148.33144701638525 .04098021082038103 0 1 0 0
 7 2012 6 77.61525651  14.84042   24.7238 168.8207501  11 163.87426063317503 .13072242292715344 1 1 0 0
 0 2012 7 93.19727891 16.668114 27.533464 127.2845209  42  624.0236891221004  .2815434276532711 1 1 0 0
 0 2012 8 93.00626697  16.14624  26.99781 128.4911022  10 53.182645431367966 .29886712816635297 0 1 0 0
 0 2013 1 67.47128452   19.1676 28.240656 95.71653293 124  98.60858060108328 1.6527291103571153 0 0 0 0
 0 2013 2  84.3941537  18.23595  28.98198 128.3570318  22 155.09448924004104 .05670491137920185 0 1 0 0
 0 2013 3  84.6022457  17.66729 27.962833    118.4398  30 231.49567087010473 .08207141435604953 0 1 0 0
 2 2013 4 80.50245972 18.021097 28.630005 110.6100121  32  418.3005110044399 .15092475476434966 0 1 0 0
 0 2013 5   63.077347 17.914799 28.325954 131.2645046  58 148.33144701638525 .04098021082038103 0 1 0 0
 1 2013 6 77.61525651  14.84042   24.7238 168.8207501  11 163.87426063317503 .13072242292715344 1 1 0 0
 0 2013 7 93.19727891 16.668114 27.533464 127.2845209  42  624.0236891221004  .2815434276532711 1 1 0 0
 0 2013 8 93.00626697  16.14624  26.99781 128.4911022  10 53.182645431367966 .29886712816635297 0 1 0 0
 0 2014 1 67.47128452   19.1676 28.240656 95.71653293 124  98.60858060108328 1.6527291103571153 0 0 0 0
 0 2014 2  84.3941537  18.23595  28.98198 128.3570318  22 155.09448924004104 .05670491137920185 0 1 0 0
 0 2014 3  84.6022457  17.66729 27.962833    118.4398  30 231.49567087010473 .08207141435604953 0 1 0 0
18 2014 4 80.50245972 18.021097 28.630005 110.6100121  32  418.3005110044399 .15092475476434966 0 1 0 0
 0 2014 5   63.077347 17.914799 28.325954 131.2645046  58 148.33144701638525 .04098021082038103 0 1 0 0
 1 2014 6 77.61525651  14.84042   24.7238 168.8207501  11 163.87426063317503 .13072242292715344 1 1 0 0
 0 2014 7 93.19727891 16.668114 27.533464 127.2845209  42  624.0236891221004  .2815434276532711 1 1 0 0
 0 2014 8 93.00626697  16.14624  26.99781 128.4911022  10 53.182645431367966 .29886712816635297 0 1 0 0
 0 2015 1 67.47128452   19.1676 28.240656 95.71653293 124  98.60858060108328 1.6527291103571153 0 0 0 0
 0 2015 2  84.3941537  18.23595  28.98198 128.3570318  22 155.09448924004104 .05670491137920185 0 1 0 0
 0 2015 3  84.6022457  17.66729 27.962833    118.4398  30 231.49567087010473 .08207141435604953 0 1 0 0
 2 2015 4 80.50245972 18.021097 28.630005 110.6100121  32  418.3005110044399 .15092475476434966 0 1 0 0
 0 2015 5   63.077347 17.914799 28.325954 131.2645046  58 148.33144701638525 .04098021082038103 0 1 0 0
 0 2015 6 77.61525651  14.84042   24.7238 168.8207501  11 163.87426063317503 .13072242292715344 1 1 0 0
 0 2015 7 93.19727891 16.668114 27.533464 127.2845209  42  624.0236891221004  .2815434276532711 1 1 0 0
 0 2015 8 93.00626697  16.14624  26.99781 128.4911022  10 53.182645431367966 .29886712816635297 0 1 0 0
 1 2016 1 67.47128452   19.1676 28.240656 95.71653293 124  98.60858060108328 1.6527291103571153 0 0 0 0
 0 2016 2  84.3941537  18.23595  28.98198 128.3570318  22 155.09448924004104 .05670491137920185 0 1 1 0
 0 2016 3  84.6022457  17.66729 27.962833    118.4398  30 231.49567087010473 .08207141435604953 0 1 1 0
 3 2016 4 80.50245972 18.021097 28.630005 110.6100121  32  418.3005110044399 .15092475476434966 0 1 1 0
 0 2016 5   63.077347 17.914799 28.325954 131.2645046  58 148.33144701638525 .04098021082038103 0 1 1 0
 1 2016 6 77.61525651  14.84042   24.7238 168.8207501  11 163.87426063317503 .13072242292715344 1 1 1 0
 0 2016 7 93.19727891 16.668114 27.533464 127.2845209  42  624.0236891221004  .2815434276532711 1 1 1 0
 0 2016 8 93.00626697  16.14624  26.99781 128.4911022  10 53.182645431367966 .29886712816635297 0 1 1 0
 5 2017 1 67.47128452   19.1676 28.240656 95.71653293 124  98.60858060108328 1.6527291103571153 0 0 0 0
 0 2017 2  84.3941537  18.23595  28.98198 128.3570318  22 155.09448924004104 .05670491137920185 0 1 1 0
 0 2017 3  84.6022457  17.66729 27.962833    118.4398  30 231.49567087010473 .08207141435604953 0 1 1 0
 3 2017 4 80.50245972 18.021097 28.630005 110.6100121  32  418.3005110044399 .15092475476434966 0 1 1 0
 0 2017 5   63.077347 17.914799 28.325954 131.2645046  58 148.33144701638525 .04098021082038103 0 1 1 0
 2 2017 6 77.61525651  14.84042   24.7238 168.8207501  11 163.87426063317503 .13072242292715344 1 1 1 0
 0 2017 7 93.19727891 16.668114 27.533464 127.2845209  42  624.0236891221004  .2815434276532711 1 1 1 0
 0 2017 8 93.00626697  16.14624  26.99781 128.4911022  10 53.182645431367966 .29886712816635297 0 1 1 0
 4 2018 1 67.47128452   19.1676 28.240656 95.71653293 124  98.60858060108328 1.6527291103571153 0 0 0 0
36 2018 2  84.3941537  18.23595  28.98198 128.3570318  22 155.09448924004104 .05670491137920185 0 1 1 1
 0 2018 3  84.6022457  17.66729 27.962833    118.4398  30 231.49567087010473 .08207141435604953 0 1 1 0
 7 2018 4 80.50245972 18.021097 28.630005 110.6100121  32  418.3005110044399 .15092475476434966 0 1 1 1
32 2018 5   63.077347 17.914799 28.325954 131.2645046  58 148.33144701638525 .04098021082038103 0 1 1 1
 6 2018 6 77.61525651  14.84042   24.7238 168.8207501  11 163.87426063317503 .13072242292715344 1 1 1 1
 0 2018 7 93.19727891 16.668114 27.533464 127.2845209  42  624.0236891221004  .2815434276532711 1 1 1 0
 0 2018 8 93.00626697  16.14624  26.99781 128.4911022  10 53.182645431367966 .29886712816635297 0 1 1 1
 9 2019 1 67.47128452   19.1676 28.240656 95.71653293 124  98.60858060108328 1.6527291103571153 0 0 0 0
24 2019 2  84.3941537  18.23595  28.98198 128.3570318  22 155.09448924004104 .05670491137920185 0 1 1 1
46 2019 3  84.6022457  17.66729 27.962833    118.4398  30 231.49567087010473 .08207141435604953 0 1 1 1
12 2019 4 80.50245972 18.021097 28.630005 110.6100121  32  418.3005110044399 .15092475476434966 0 1 1 1
 3 2019 5   63.077347 17.914799 28.325954 131.2645046  58 148.33144701638525 .04098021082038103 0 1 1 1
 6 2019 6 77.61525651  14.84042   24.7238 168.8207501  11 163.87426063317503 .13072242292715344 1 1 1 1
47 2019 7 93.19727891 16.668114 27.533464 127.2845209  42  624.0236891221004  .2815434276532711 1 1 1 1
38 2019 8 93.00626697  16.14624  26.99781 128.4911022  10 53.182645431367966 .29886712816635297 0 1 1 1
 7 2020 1 67.47128452   19.1676 28.240656 95.71653293 124  98.60858060108328 1.6527291103571153 0 0 0 0
 7 2020 2  84.3941537  18.23595  28.98198 128.3570318  22 155.09448924004104 .05670491137920185 0 1 1 1
 6 2020 3  84.6022457  17.66729 27.962833    118.4398  30 231.49567087010473 .08207141435604953 0 1 1 1
 4 2020 4 80.50245972 18.021097 28.630005 110.6100121  32  418.3005110044399 .15092475476434966 0 1 1 1
 5 2020 5   63.077347 17.914799 28.325954 131.2645046  58 148.33144701638525 .04098021082038103 0 1 1 1
 5 2020 6 77.61525651  14.84042   24.7238 168.8207501  11 163.87426063317503 .13072242292715344 1 1 1 1
12 2020 7 93.19727891 16.668114 27.533464 127.2845209  42  624.0236891221004  .2815434276532711 1 1 1 1
 7 2020 8 93.00626697  16.14624  26.99781 128.4911022  10 53.182645431367966 .29886712816635297 0 1 1 1
 2 2021 1 67.47128452   19.1676 28.240656 95.71653293 124  98.60858060108328 1.6527291103571153 0 0 0 0
 2 2021 2  84.3941537  18.23595  28.98198 128.3570318  22 155.09448924004104 .05670491137920185 0 1 1 1
 1 2021 3  84.6022457  17.66729 27.962833    118.4398  30 231.49567087010473 .08207141435604953 0 1 1 1
 0 2021 4 80.50245972 18.021097 28.630005 110.6100121  32  418.3005110044399 .15092475476434966 0 1 1 1
 1 2021 5   63.077347 17.914799 28.325954 131.2645046  58 148.33144701638525 .04098021082038103 0 1 1 1
 0 2021 6 77.61525651  14.84042   24.7238 168.8207501  11 163.87426063317503 .13072242292715344 1 1 1 1
 3 2021 7 93.19727891 16.668114 27.533464 127.2845209  42  624.0236891221004  .2815434276532711 1 1 1 1
 3 2021 8 93.00626697  16.14624  26.99781 128.4911022  10 53.182645431367966 .29886712816635297 0 1 1 1
end
label values n_country n_country
label def n_country 1 "br", modify
label def n_country 2 "de", modify
label def n_country 3 "es", modify
label def n_country 4 "fr", modify
label def n_country 5 "it", modify
label def n_country 6 "lt", modify
label def n_country 7 "nl", modify
label def n_country 8 "sv", modify


Thanks,

Marcel Beer Kremnitzer
Stata/SE 16.1