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เข้าร่วมเมื่อ 4 ส.ค. 2016
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What is Panel Data & Panel Data Analysis Method?
มุมมอง 4.6K11 หลายเดือนก่อน
Full text: phantran.net/choosing-fixed-effects-random-effects-or-pooled-ols-models-in-panel-data-analysis-using-stata/ Database: drive.google.com/file/d/1G3NF-jL6Eoz9zrOjad5dMZrv33-Sp_D2/view?usp=sharing Data in excel: docs.google.com/spreadsheets/d/135p2zph7SL6I5Y5UyCu7eKFzcOitrBLb/edit?usp=sharing&ouid=100029919331612689631&rtpof=true&sd=true In statistics and econometrics, panel data and lon...
The Lagrange Multiplier Test for Random Effects in Panel Data Analysis
มุมมอง 2.4K11 หลายเดือนก่อน
Full text: phantran.net/lagrange-multiplier-test-for-random-effects-in-panel-data-analysis/ Database: drive.google.com/file/d/1G3NF-jL6Eoz9zrOjad5dMZrv33-Sp_D2/view?usp=sharing Data in excel: docs.google.com/spreadsheets/d/135p2zph7SL6I5Y5UyCu7eKFzcOitrBLb/edit?usp=sharing&ouid=100029919331612689631&rtpof=true&sd=true In this video, we will introduce the Lagrange Multiplier Test, which is used ...
The Hausman test in Panel Data Analysis by using STATA
มุมมอง 13Kปีที่แล้ว
Full text: phantran.net/the-hausman-test-how-to-implement-with-stata/ Database: drive.google.com/file/d/1G3NF-jL6Eoz9zrOjad5dMZrv33-Sp_D2/view?usp=sharing Data in excel: docs.google.com/spreadsheets/d/135p2zph7SL6I5Y5UyCu7eKFzcOitrBLb/edit?usp=sharing&ouid=100029919331612689631&rtpof=true&sd=true The Durbin-Wu-Hausman test (also called Hausman specification test) is a statistical hypothesis tes...
Importing data (excel, text) in Stata
มุมมอง 1Kปีที่แล้ว
Full text: phantran.net/opening-and-saving-stata-datasets/ Datasets: phantran.net/wp-content/uploads/2022/09/auto-data.zip One of the easiest ways to get data into Stata is often overlooked: you can copy data from most applications that understand the concept of a table and then paste the data into the Data Editor. This approach works for all spreadsheet applications, many database applications...
Opening and saving Stata datasets
มุมมอง 1.9K2 ปีที่แล้ว
Full text: phantran.net/opening-and-saving-stata-datasets/ Datasets: phantran.net/wp-content/uploads/2022/09/auto-data.zip Opening and saving datasets in Stata works similarly to those tasks in other computer applications. There are a few differences, however. First, it is possible to save and open files from within Stata’s Command window. Second, Stata allows just one dataset to be active at a...
How to Get Help in Stata
มุมมอง 7652 ปีที่แล้ว
Full text: phantran.net/getting-help-in-stata/ Stata’s help system provides a wealth of information to help you learn and use Stata. Let’s illustrate the help system with an example in this video. You will get the most benefit from the example, if you work along at your computer. Follow the above approach: first, Select Help - Search; then, check that the Search all radio button is selected. No...
Choosing Fixed-Effects, Random-Effects or Pooled OLS Models in Panel Data Analysis using Stata
มุมมอง 48K2 ปีที่แล้ว
Full text: phantran.net/choosing-fixed-effects-random-effects-or-pooled-ols-models-in-panel-data-analysis-using-stata/ Database: drive.google.com/file/d/1G3NF-jL6Eoz9zrOjad5dMZrv33-Sp_D2/view?usp=sharing Data in excel: docs.google.com/spreadsheets/d/135p2zph7SL6I5Y5UyCu7eKFzcOitrBLb/edit?usp=sharing&ouid=100029919331612689631&rtpof=true&sd=true In this video, we performed step by step the proce...
Random-Effects Regression in Panel Data Analysis using Stata
มุมมอง 6K2 ปีที่แล้ว
See text: phantran.net/random-effects-regression-in-panel-data-analysis-using-stata/ Database: drive.google.com/file/d/1G3NF-jL6Eoz9zrOjad5dMZrv33-Sp_D2/view?usp=sharing Data in excel: docs.google.com/spreadsheets/d/135p2zph7SL6I5Y5UyCu7eKFzcOitrBLb/edit?usp=sharing&ouid=100029919331612689631&rtpof=true&sd=true The rationale behind random effects model is that: the variation across entities is ...
Fixed-Effects Regression in Panel Data Analysis using Stata
มุมมอง 18K2 ปีที่แล้ว
See text: phantran.net/fixed-effects-regression-in-panel-data-analysis-using-stata/ Database: drive.google.com/file/d/1G3NF-jL6Eoz9zrOjad5dMZrv33-Sp_D2/view?usp=sharing Data in excel: docs.google.com/spreadsheets/d/135p2zph7SL6I5Y5UyCu7eKFzcOitrBLb/edit?usp=sharing&ouid=100029919331612689631&rtpof=true&sd=true Fixed-effects model is used whenever we are only interested in analyzing the impact o...
Find and Install New Commands or Programs in Stata
มุมมอง 5K2 ปีที่แล้ว
Full text: phantran.net/finding-and-installing-new-commands-or-user-written-programs-in-stata/ This video show you how to find, install and updating user-written programs in Stata. There are a tremendous number of user-written programs for Stata available which, once installed, act just like official Stata commands. You are welcome to install any user-written commands you desire to use, even in...
Stata Variable and Properties Windows - Quick Overview
มุมมอง 4K2 ปีที่แล้ว
Full text: phantran.net/quick-overview-of-stata-user-interface/ In research, Stata is a popular statistical software package created in 1985 by StataCorp. It has five main windows, and in this video, I introduce the two important ones of Variable & Properties ones; that are always used in data management in Stata. Firstly, The Variables window shows the list of variables in the dataset, along w...
Stata Toolbar - Quick Overview
มุมมอง 6062 ปีที่แล้ว
Full text: phantran.net/quick-overview-of-stata-user-interface/ This toolbar contains buttons that provide quick access to Stata’s more commonly used features. If you forget what a button does, hold the mouse pointer over the button for a moment, and a tooltip will appear with a description of that button. Buttons that include both an icon and an arrow display a menu if you click on the arrow. ...
Stata Menus and Dialogs - Quick Overview
มุมมอง 9102 ปีที่แล้ว
Full text: phantran.net/quick-overview-of-stata-user-interface/ For making analysis, there are two ways by which you can tell Stata what you would like it to do: you can use menus and dialogs, or you can use the Command window. I will discuss the menus and dialogs here. Here, the most important menus include Data, Graphics, and Statistics, that point-and-click access to almost every command in ...
Stata Command and Results Windows - A Quick Overview
มุมมอง 1.4K2 ปีที่แล้ว
Stata Command and Results Windows - A Quick Overview
Stata User Interface - Introduction to Stata
มุมมอง 1.3K2 ปีที่แล้ว
Stata User Interface - Introduction to Stata
Thanks a lot for the useful videos! I want to study the impact of regional intellectual potential on the innovative activity of small businesses. Each small business prepares an annual report on innovation activity and submits it to the statistical agency. The statistical agencies compile statistical yearbooks from these reports. If we use data from these yearbooks (not a sample, but based on full observation), should we only use the fixed effects model? Is this correct?
It is not always correct to use only the fixed effects model. While fixed effects (FE) control for unobserved, time-invariant factors specific to each region, you should first test whether FE is the best choice. Use the Hausman test to decide between fixed effects and random effects (RE). If there is no correlation between the regional intellectual potential and unobserved effects, RE may be more efficient. However, if you suspect such correlation, FE is more appropriate.
At the very end, you say we come to the point where we accept the null hypothesis by indicating the fixed effects model is better. I think here you should have said, we reject the null hypothesis and indicate that fixed effect model is better for our purpose
You're absolutely right, I made a mistake in that explanation. Thanks for your comment. The correct interpretation must be "the hausman test allows us to reject the null hypothesis and choose to use fixed effects". Random effects (RE) is preferred under the null hypothesis due to higher efficiency, while under the alternative Fixed effects (FE) is at least as consistent and thus preferred. If the p-value is small (less than 0.05), reject the null hypothesis.
very simple and easy to understand.
Glad to hear that
@@HKTStata do you have other videos for other tests like multicollinearity, stationarity and autocorrelation?
Please watch this video: th-cam.com/video/frh9WMuXXpU/w-d-xo.html; I will make videos for the other tests when I have time.
You are amazing!!! Keep it up please
Thank you! Will do!
Hello, may I ask a question for my regression: I did the Hausman test and the result was 0.000 -> so i am going to use the Fixed Effects Regression. After I used the Peusch-Pagan Test it showed me a result of 1.000 which means that I should or can use the POLS regression. Should i continue with the FE or the POLS?
with FE my friend :) please see the figure 1 of our article doi.org/10.3390/su11174569
Thank you. Amazing Video
Glad you liked it!
may I ask that in this case , there are two control variables gdp growth and size , there are all classified as independent variable in 10:05? isn't there a menu to choose them for control variable or they are treated same as other independent variables. thank you professor if I want to add moderate variable , where can I add it in the menu?
Control variables are treated same as other independent variables. I'm very sorry that the panel data analysis has not yet addressed the moderating effect. I'm also trying to find how to add a moderating variable, but I haven't found a way yet.
@@HKTStata I found that you can run the moderate effect by multiplying with the dependent variable ,that is the only way ,but I am curious that if you are a professor why you still don't now this , thank you for your reply
Testing moderating effects by multiplying two independent variables is a simple and theoretical method. This often requires accompanying robust tests for the moderating effect (e.g., the PROCESS macro developed by A.F. Hayes for SPSS; however, not suitable for panel data analysis). Therefore, this multiplication method may not convince "rigorous" reviewer. I emphasize "rigorous" ones; thus, you can still try using this method.
@@HKTStata thanks I got it, but when I saw the published paper, it moderating effect was run by multiplying independent variable and dependent variable ,not two independent variables , thank you for your reply ,All in all,I still gain a lot from your videos ,which save my thesis.
multiplying independent variable and dependent variable is wrong. Please see doi.org/10.1037/0022-3514.51.6.1173 & ademos.people.uic.edu/Chapter14.html
Thank you for sharing this video. Would you please upload stata training videos on GMM and other contemporary econometric models?
I will try my best
good
Thanks
Hi, I have 2 dependent variables that I want to test separately, Can I run the Hausman test for both of them separately?
You must run 02 selection processes separately for 02 dependent variables; in each process, run the hausman test for selecting the right model of each dependent variable. Good luck!
Hi, I have 4 dependent variables, when I run the hausman test for each one of them, 2 of them validate the random effect model, and the 2 others validate the fe model. Now which one to choose since I'm doing a multivariate regression? And on top of that, some of my dummy variables (useful ones) are omitted under fixed effect, but I really need to use them.
Dummy variables are typically time-varying variables in panel data, and they are omitted in fixed-effects models. If you want to retain them, you must use between-effects model instead of FE. The selection process remains the same, only the between-effects model is not as commonly utilized. You can search and study about between-effects model. Good luck!
This video makes panel data analysis accessible to all. Excellent work!
An exceptional resource for analysts looking to master panel data techniques.
Finally, a tutorial that makes panel data analysis less daunting. Outstanding!
A must-watch for anyone dealing with panel data analysis. Thank you!
An exceptional breakdown of panel data analysis! Clear and concise.
Highly informative and well-presented. A definite must-watch for analysts!
A must-watch for anyone dealing with panel data. Thank you!
This tutorial takes the complexity out of panel data analysis. Fantastic!
This tutorial takes the complexity out of the Lagrange Multiplier Test. Fantastic!
Thank you for breaking down the Lagrange Multiplier Test so effectively!
This video makes understanding the Lagrange Multiplier Test a breeze! Excellent work.
Thoroughly impressed with the depth of explanation in this tutorial. Well done!
Clear, concise, and immensely helpful. Exactly what I needed for analysis!
Impressive walkthrough of the Lagrange Multiplier Test! Highly recommended.
Thumbs up for the clarity and depth of this Lagrange Multiplier Test tutorial!
Fantastic job at elucidating the Lagrange Multiplier Test. Thank you!
This video simplifies the Lagrange Multiplier Test like no other. Exceptional!
As someone new to panel data analysis, this tutorial is a lifesaver. Great job!
Thoroughly impressed with the depth of explanation. Well done!
Great job at simplifying the Lagrange Multiplier Test. Highly appreciated!
Clear, concise, and immensely helpful. Exactly what I needed for analysis!
Great job at simplifying panel data analysis. Highly appreciated!
Clear, concise, and immensely helpful. Exactly what I needed!
This video is a game-changer for panel data analysts. Well worth watching!
Thank you for breaking down panel data analysis so effectively!
As someone new to panel data, this tutorial is a lifesaver. Great job!
An exceptional breakdown of panel data analysis! Clear and concise.
Thumbs up for the clarity and depth of this panel data tutorial!
A superb explanation of the Lagrange Multiplier Test! Clear and concise.
Bravo! Thoroughly impressed with the explanation of panel data analysis.
This video makes understanding the Lagrange Multiplier Test a breeze! Excellent work.
Fantastic job at elucidating panel data analysis. Thank you!
Finally, a tutorial that makes the Lagrange Multiplier Test easy to grasp. Thank you!
Thumbs up for the clarity and depth of this Lagrange Multiplier Test tutorial!
Bravo! Thoroughly impressed with the breakdown of the Lagrange Multiplier Test.
Impressive walkthrough of panel data analysis! Highly recommended.
This video makes understanding panel data a breeze! Excellent work.
Clear, concise, and incredibly insightful. A must-watch for analysts!
Kudos for simplifying panel data analysis! Very helpful.