time-dummy increases R-squared

Hi, I am currently working with a pseudo-panel and to counter autocorrelation i am using a year-dummy. However including the yeardummy inc...

How to add star to show the statistical significance of coefficient in regression matrix output

Hi, Statalists, I have got a question on adding star after coefficient in the matrix output of a regression. Below are the code and output...

How to add star to show the significance of standard error in regression matrix output

Hi, Statalists, I have got a question on adding star after coefficient in the matrix output of a regression. Below are the code and output...

Egen mean using only one value per subgroup?

Hi! I want to use the egen command to create group means, using the by() command. Basically, "egen MEAN = mean(YearlyVariable), by(c...

Generating current quarter forecasts using only past data when the number of variables is very large

Hi I have several variables at each week of the quarter (12 weeks per quarter in a stylized calendar). I want to run a lasso or ridge reg...

Dropping groups of observations conditioned on an "if" statement.

Hello, I am trying to get rid of observations from gvkey where fyear does not include either 2014 or 2015. This happens at gvkey: "01...

Estamating standard errors in Finance Panel Data Sets

Dear Stata users, I'm dealing with an unbalanced panel dataset of many individuals over two years, my purpose is to study the determina...