Combining time variables in panel data for forecasting

Hi, This is my first time here on statalist, I am trying to do a portfolio analysis in Stata and ran into some problems. I am hoping one o...

Sargan Test is too sensitive

Hello Dear Stata Forum Users, I have a panel dataset (14,545 observations) and been using Arellano-Bover/Blundell-Bond estimation with xtd...

Bootstrap for outerweights in PLSSEM

Hi, I'm trying to get pvalues for the outer weights of the formative part of my measurement model in PLSSEM. PLSSEM provides pvalues fo...

Correlation categorical and continuous variable

Hi everyone and happy new Year, I would like to show in a plot that a categorical variable (a dummy specifically) and a continuous variabl...

robust standard error for IV panel regression

Hi I have been running panel data random effect 2sls (G2SLS) and i want to robust to heteroskedasticity and autocorrelation any advice on h...

Creating a new continuous variable

Hi everybody, Could anyone help me out with creating a new continuous variable? My main dataset does not contain price information and I...

Addition by SIC

Hi, Can you please help with the below. I need to add values by SIC code in the below example. (similar to using a pivot table in excel or...