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Re: Flexible discrete choice modeling using a multinomial probit model, part 1

Hi, could you elaborate a little bit more on why multiplying 2 "to set the scale for our base alternative"? Thanks!

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Re: Bayesian binary item response theory models using bayesmh

Thank you Billy. It was pleasure meeting you in Chicago.

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Re: How to successfully ask a question on Statalist

Hi there,I need to find the number of days between dates, calculating from the first dateID Date 1 11nov20061 26may20071 26may20071 30may2007gen newvar= date-date[n-1] does NOT work since it will go...

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Re: Vector autoregressions in Stata

Thank you for the the useful information and your very clear explanation.You mention that the matrix A (the Cholesky demposition of Σ) can be accessed directly in the var postestimation results. I...

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Re: Bayesian binary item response theory models using bayesmh

Doing Trade is extremely profitable when using the right techniques and strategies and also frustrating for those without better system to trade and signal provider. If you need an assistance in doing...

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Re: Vector autoregressions in Stata

thanks for this post. Is there a way to estimate the Generalized IRF in Stata (which is not sensible to specific ordering of variables in VAR)?

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Re: Unit-root tests in Stata

thank you so much for this wonderful post. But supposing i want to do a bootstrap panel unit root test a stata, how do i go about it? Thank you.

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Re: Vector autoregressions in Stata

Maybe it depends on what Stata version one uses. I work with Stata 13 and here I can neither find A nor u_t. However, finding a workaround is not to tricky. For example, to find the matrix A one can...

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Re: Vector autoregressions in Stata

Good day guys, am a staff of University of Nigeria, Nsukka, the faculty of Social Sciences. I invite you to enroll/partner with us in order to obtain a degree in any a course of your choice and lead a...

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Re: Using gmm to solve two-step estimation problems

Very interesting post Ashish, Thank you. I am using Stata12. I want to test Sargan test in twostep in FD-GMM and SYS-GMM, but the probability always equals to 1. Is it always like that? If we use...

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Re: Vector autoregressions in Stata

Thank you for that information.

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Re: Export tables to Excel

Hi, I am trying to use tab2xl and it works for some variables (0/1) but other times I just get "to few quotes" without having changed anything but the variable name (to another numeric one, though with...

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Re: Effects of nonlinear models with interactions of discrete and continuous...

Hi,Is the dataset for this tutorial available? Thanks.

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Re: An ordered-probit inverse probability weighted (IPW) estimator

Dear Mr Drukker, can you please provide the (simulated) data so we, as readers of your blog, can exercise your examples too (or the syntax with which the data can be simulated)?

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Re: Effects of nonlinear models with interactions of discrete and continuous...

Hi Pete,The last block of code in the appendix generates the data.

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Re: Effects of nonlinear models with interactions of discrete and continuous...

Sorry, I missed that! Thank you.--pete

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Re: An ordered-probit inverse probability weighted (IPW) estimator

Thank you for your comment.I have updated this post to make the data downloadable.

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Re: Probability differences and odds ratios measure conditional-on-covariate...

Thank you for your comment.I have updated the post to make the data downloadable.

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Re: Two faces of misspecification in maximum likelihood: Heteroskedasticity...

Dear Enrique, thank you for the very interesting and informative post !I have a question on Stata syntax that you are using, and which syntax I am encountering for a first time:On line 6 in your first...

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Re: Two faces of misspecification in maximum likelihood: Heteroskedasticity...

Hello Joro,This is what is referred to as factor variable notation. If in the command window you type :help factor variablesyou will see some information about this. Also you can go from the help file...

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