Search found 63 matches
- Wed Jan 09, 2019 8:02 am
- Forum: Estimation
- Topic: How to cluster SE
- Replies: 1
- Views: 2181
Re: How to cluster SE
Any thoughts?
- Tue Jan 08, 2019 7:32 am
- Forum: Estimation
- Topic: How to cluster SE
- Replies: 1
- Views: 2181
How to cluster SE
I use a panel data set in which the cross sections are state-industry pairs. How can I cluster SE on the state level?
- Wed Dec 05, 2018 2:31 am
- Forum: Data Manipulation
- Topic: Sample depending on number of NAs and zeros
- Replies: 1
- Views: 2771
Sample depending on number of NAs and zeros
I would like to set the sample if the number of NAs and zeros does not exceed a certain number. Is that possible simply using the smpl command instead of a combination of commands?
- Thu Nov 15, 2018 1:02 am
- Forum: Data Manipulation
- Topic: NAs in sample
- Replies: 8
- Views: 6159
Re: NAs in sample
Because I need to know the value of series_a in the other period, i.e. when it is not NA
- Wed Nov 14, 2018 10:14 am
- Forum: Data Manipulation
- Topic: NAs in sample
- Replies: 8
- Views: 6159
Re: NAs in sample
But that does not allow me to look at the value of series_a in 2012m01. Is there any way to use a particular date as an index for a series (i.e., what I try to do with series_a(@obsid=12)?
- Wed Nov 14, 2018 9:19 am
- Forum: Data Manipulation
- Topic: NAs in sample
- Replies: 8
- Views: 6159
Re: NAs in sample
I have a panel data set which contains monthly data for several years. However, I am primarily interested in two specific periods (before and after some policy change). Hence, I set the sample to these two periods: smpl 2012m01 2012m01 2013m01 2013m01 Additionally, I need to check how many of my cro...
- Wed Nov 14, 2018 8:44 am
- Forum: Data Manipulation
- Topic: NAs in sample
- Replies: 8
- Views: 6159
Re: NAs in sample
I do not know if I can adopt that suggestion for what I need. My problem is a little more complex. In my pseudo-code below it should be something like smpl time time time(+12) time(+12) if and series_a(@obsid=time)=na and series_a(@obsid=time+12)<>na I do not know if I can achieve that sampling with...
- Wed Nov 14, 2018 8:24 am
- Forum: Data Manipulation
- Topic: NAs in sample
- Replies: 8
- Views: 6159
NAs in sample
I wish identify cross-sections in a panel data set if their value for a series at a certain time equals NA. I thought of something like smpl @all if series_a(@obsid=12)=na show series_a However, some cross sections of series_a are still being displayed besides having numeric value. Anything wrong wi...
- Wed Nov 14, 2018 3:03 am
- Forum: Estimation
- Topic: Fixed effects estimation
- Replies: 1
- Views: 3129
Fixed effects estimation
In Stata, something like estimates an equation with cross-section fixed effects.
Does this correspond to in Eviews?
Code: Select all
xtreg some_equation, fe
Does this correspond to
Code: Select all
ls(cx=f) some_equation
- Tue Nov 06, 2018 3:53 am
- Forum: Data Manipulation
- Topic: sum up series in panel data set
- Replies: 1
- Views: 4324
sum up series in panel data set
I have a panel data set which contains several series. I need to sum up the values for some cross sections (across identifiers, not time) depending on some specific conditions. I thought of something like this: smpl @all if condition_a=1 series test=@sum(series_a) However, the values of test appear ...
- Thu Sep 20, 2018 12:59 am
- Forum: Programming
- Topic: Makeresid
- Replies: 1
- Views: 3596
Makeresid
I use panel data and estimate equations for each cross section individually. In the next step, I want to create the residuals of each regression. For some cross sections, this works just fine. However, the residuals for some other cross sections are "NA". If I manually compute the residual...
- Tue Sep 18, 2018 4:47 am
- Forum: Programming
- Topic: NA in series
- Replies: 4
- Views: 4996
Re: NA in series
I still haven't figured out a way to exclude a cross section if there are too many NAs in this cross section.
- Mon Sep 17, 2018 7:43 am
- Forum: Programming
- Topic: Wilcard in smpl
- Replies: 1
- Views: 2674
Wilcard in smpl
Is it possible to use wildcard expressions in the sampling command?
- Mon Sep 17, 2018 7:09 am
- Forum: Data Manipulation
- Topic: Match identifiers
- Replies: 1
- Views: 3398
Match identifiers
Is is possible to match different identifier series? What I have in mind is something like VLOOKUP in Excel.
- Fri Sep 14, 2018 6:23 am
- Forum: Programming
- Topic: NA in series
- Replies: 4
- Views: 4996
Re: NA in series
series.@obs has exactly the same value for every observation.