non-constant variables. Its not as pretty as an automatic command but I think it does the trick. Regards Chris Peter Haan wrote: > hi, > is there a possibility to estimate a model with time and group specific > fixed effects using stata (xtreg...,fe). > yit= axit +Zi+ Kt+ u >...
I have reasons to believe that the model is a fixed effect model. My question is: are there commands to test for, and correct autocorrelation and heteorscedasticity in a fixed-effect model? Furthermore, is the "robust" command in Stata valid for panel data? I keep getting an "invalid ...
I've written asimilar commandin Julia, which is more than 100x faster Canβbe estimated by replacing X with the residuals of X on a factor model? For models with fixed effect, an equivalent way to obtain β is to first demean regressors within groups and then regressyon these residuals in...
To install thefectpackage with Stata v14 or greater . cap ado uninstall fect//in-case already installed. net install fect, from(https://raw.githubusercontent.com/xuyiqing/fect_stata/master/) replace If the above link is unaccessible for your device, use the "Download Zip" button above, un...
The MI Impute chained command in Stata (10 imputations) and MICE package in R (an imputation for each bootstrap iteration) was used to multiply impute missing values on covariates (except age, which had no missing), sleep disturbances, and job insecurity. We did not find significant nor ...
Our alternative estimator is computed by the did_multiplegt Stata command, we refer the reader to the command’s help file for details. Our estimator’s robustness may come at a high price in terms of external validity and statistical precision. For instance, in our application in Section 6,...
We conducted a Confirmatory factor analysis (CFA) using the SEM command in Stata. The model identified and did not require further adjustments to account for the two item factors. In two item factor models, the model may risk being under-identified if the factors are unrelated (or close to ...
Panel Data 3: Conditional Logit/ Fixed Effects Logit Models Page 2 We can use either Stata’s clogit command or the xtlogit, fe command to do a fixed effects logit analysis. Both give the same results. (In fact, I believe xtlogit, fe actually calls clogit.) For now we will use ...
In the above model, _b[avgx1] measures the effect within the cross section, and _b[deltax1] the effect within person. The model constrains the other effects to have the same effect within the cross-section and within-person (the random-effects model). ...
以Stata的操作为例,想要绘制这种图形,需要分2步:1 先通过常规操作方法,完成各变量的亚组分析,然后将各亚组的合并结果提取出来(如图2);2 再进行一次亚组分析,但要在命令中添加 nosubgroup nooverall两个作图参数。数据录入的关键在于“Subgroup”和“group”这两列变量,“group”是亚组的分类变量,“Subgroup”就...