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!
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, 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！
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?
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 😢
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?
Thank you Dr. Sarveshwar Inani! This was a very helpful video. And I loved that you called us your friends!
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 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, you have saved my dissertation
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.
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)??
Thank you. The vce option also alows bootstrap instead to ensure the comparability between great and small samples.
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!
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!
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)
Sir, God bless you, you saved me a lot of time!
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！
Hi, Thanks a million for your videos. they are very useful. could you please upload videos on PCSE,FGLS and System GMM.
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?
Hi, I have 2 dependent variables that I want to test separately, Can I run the Hausman test for both of them separately?
Thank you sir
Sir i run random effect model but here one variable omited by software. Why this?
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 ??
Hi Sir, Can we run fixed effect or random effect for cross section data in a similar way?
Thanks alot.
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
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 😢
what is "yearly"? what does it do? I is it a standardized specification parameter with xtset command?
Thank you very much. Do you have any video on 2D cluster regression on panel data? If yes please send me the link
Thank you, you saved my life
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?
So helpful!
Thank you soooo much!
You are welcome...
hello comrade, Could you show us how to make chow and LM test with STATA? THANKS from UK
Thank you so much, this helped a ton!
Thank you Sir!
I love you man this is so helpful
Thanks Dear...
how we can do a linear regression, if variables (Yt and Xt-1) pleaaaase
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
very helpful
i like thanks a lot
You're the man
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
Hi friend. :)
ppt
very helpful