Hi Sarveshwar! Your video is definitely very informative and really helpful, congratulations for your initiative! I´ve two questions, however that I would like to clarify and I would greatly appreciate if you could help me: 1- For fixed effects we are considering that each sector is different from each other, so how can I add control variables (in this case dummy variables) into my analysis? I´m asking this because I did see you approaching the control variables on your commands. 2- How can I identify R² and R² adjusted based on the results that State provide? Again Sarveshwar, thanks for your video and congratulations for your initiative!
turning the variable into log means that you interpret changes in the variables in terms of percentage, not unit change. For example, instead of interpreting it as "increase in X number of televisions increases GDP of a country by Y dollar", you interpret "increase in X % of television density increases GDP of a country by Y %." Log gives a more meaningful interpretation. Hope this helps!
Hi, thank you for the video! May I know how do I create year-month * country fixed effect? My year-month variable is in '2010Jan' form, and i try to create by adding i.country*yearmonth, and no observation is produced. Thank you for your time！
How do you figure out the correct specification of the model? I.e you know it's fixed effects but simple linear model doesn't give any significance to your variables? What transformation should you consider? How do you find out whether some variables have a nonlinear impact or that there is some sort of an interaction between 1 or more variables (e.g. y=a+bx+cz+dxz)
Hi You didn't add a dummy for each of the countries under observation. So how do you interpret the effect on each of the countries in the regression equation considering you only have coefficients for your x variable (beta 1) and your intercept (beta 0). How would this fit into the entire regression equation for the FEM which should have a coefficient for each of the N-1 dummies for the N countries under consideration?
xtcsd, pesaran abs command xtcsd is unrecognized r(199); This report has been provided by Stata when I am going to test Pesaran. Why? What can I do now? Again, xttest3 command xttest3 is unrecognized r(199); This report has been provided by Stata when I am going to test Heteroskedasticity. Why? What can I do now?
If I ran Random effect and the model still contained autoregression problem after testing, how can I fix it ? :( please answer my question i am dying in my dissertation 😢
Thank you, thank you, thank you!!! I am an undergraduate student doing research and am learning STATA on my own! This has been incredibly helpful!
Thank you Dr. Sarveshwar Inani! This was a very helpful video. And I loved that you called us your friends!
THANK YOU, you have saved my dissertation
Thank you so much, I'm using stata for my final year dissertation and have been trying to work out how to do this for so long. Great content!
thank you a million Dr. Inani! you saved me! your video is way way way clearer than what my professor had given in the class.
Sir, God bless you, you saved me a lot of time!
Hi Sarveshwar! Your video is definitely very informative and really helpful, congratulations for your initiative! I´ve two questions, however that I would like to clarify and I would greatly appreciate if you could help me:
1- For fixed effects we are considering that each sector is different from each other, so how can I add control variables (in this case dummy variables) into my analysis? I´m asking this because I did see you approaching the control variables on your commands.
2- How can I identify R² and R² adjusted based on the results that State provide?
Again Sarveshwar, thanks for your video and congratulations for your initiative!
Thank you. The vce option also alows bootstrap instead to ensure the comparability between great and small samples.
Thank you so much! But how do we interpret the r square in fixed effect as we have three of them (between, within and overall)??
Hi, Thanks a million for your videos. they are very useful. could you please upload videos on PCSE,FGLS and System GMM.
Thanks alot.
Thank you, you saved my life
dear you explain things so clearly ... but my question is why you take log for every observation?
turning the variable into log means that you interpret changes in the variables in terms of percentage, not unit change. For example, instead of interpreting it as "increase in X number of televisions increases GDP of a country by Y dollar", you interpret "increase in X % of television density increases GDP of a country by Y %." Log gives a more meaningful interpretation. Hope this helps!
Hi, thank you for the video! May I know how do I create year-month * country fixed effect? My year-month variable is in '2010Jan' form, and i try to create by adding i.country*yearmonth, and no observation is produced.
Thank you for your time！
I love you man this is so helpful
Thanks Dear...
Hi, I have 2 dependent variables that I want to test separately, Can I run the Hausman test for both of them separately?
How do you figure out the correct specification of the model? I.e you know it's fixed effects but simple linear model doesn't give any significance to your variables? What transformation should you consider? How do you find out whether some variables have a nonlinear impact or that there is some sort of an interaction between 1 or more variables (e.g. y=a+bx+cz+dxz)
Thank you soooo much!
You are welcome...
So helpful!
Thank you so much, this helped a ton!
sir my data is sorted not only by year but week and months. When i choose only year it says repeated time values in the panel. Can you help me
Hi
You didn't add a dummy for each of the countries under observation. So how do you interpret the effect on each of the countries in the regression equation considering you only have coefficients for your x variable (beta 1) and your intercept (beta 0). How would this fit into the entire regression equation for the FEM which should have a coefficient for each of the N-1 dummies for the N countries under consideration?
Thank you Sir!
But Sir you didn't creat at Dummies for these countries individual effects, as you mentioned and showed in the previous lecture.
Hello Sir,Can we do the robust error check for random effect regression also ??
i like thanks a lot
You're the man
Thank you very much. Do you have any video on 2D cluster regression on panel data? If yes please send me the link
very helpful
what is "yearly"? what does it do? I is it a standardized specification parameter with xtset command?
hello comrade, Could you show us how to make chow and LM test with STATA? THANKS from UK
Hi, How can you use a time dummy (either 0 or 1) as the time variable without getting the error message "repeated time values within panel"? Thanks!
Do you include a unit for frequency? It should default to just 1 unit if you exclude the delta option.
xtcsd, pesaran abs
command xtcsd is unrecognized
r(199);
This report has been provided by Stata when I am going to test Pesaran. Why? What can I do now?
Again,
xttest3
command xttest3 is unrecognized
r(199);
This report has been provided by Stata when I am going to test Heteroskedasticity. Why? What can I do now?
If I ran Random effect and the model still contained autoregression problem after testing, how can I fix it ? :( please answer my question i am dying in my dissertation 😢
Hi Sir, Can we run fixed effect or random effect for cross section data in a similar way?
egen Country1=group(Country) ..this command is not working on my stata..i have apannel data but its not working..now pleas tell me what i do?
Use encode country, gen (country1). It will work
Hi friend. :)
how we can do a linear regression, if variables (Yt and Xt-1) pleaaaase
Thank you very much! Can you give me your data? i really need them! Please!
You are welcome...These data are available on World bank website on World bank indicators.
I see, thanks a lot!
Please share your datasets
ppt
very helpful