Hi,
I am using - qregpd - for a quantile regression adapted to panel data on Stata 13.1. The objective is to estimate the relation between public expenditure and gdp growth.
The issue I am having is that some of my independent variables show no result (as seen below). I do have some missing values in all of my variables. Are the missing values causing this? My code and part of my data is shown below.
Thank you for your help,
My code:
The results:
I am using - qregpd - for a quantile regression adapted to panel data on Stata 13.1. The objective is to estimate the relation between public expenditure and gdp growth.
The issue I am having is that some of my independent variables show no result (as seen below). I do have some missing values in all of my variables. Are the missing values causing this? My code and part of my data is shown below.
Thank you for your help,
My code:
Code:
qregpd gdp_growth_capita gross_capital totrev_gdp ln_life_exp broad_money va_agriculture merch_gdp primary_enroll ln_pop other health trans_comm defense social agriculture, id(countrynum) fix(year)
The results:
Code:
Quantile Regression for Panel Data (QRPD)
Number of obs: 808
Number of groups: 41
Min obs per group: 1
Max obs per group: 30
--------------------------------------------------------------------------------
gdp_growth_c~a | Coef. Std. Err. z P>|z| [95% Conf. Interval]
---------------+----------------------------------------------------------------
gross_capital | 1.566398 . . . . .
totrev_gdp | .9077098 . . . . .
ln_life_exp | 1.112129 . . . . .
broad_money | -1.62772 3.781899 -0.43 0.667 -9.040105 5.784665
va_agriculture | 1.81517 1.897688 0.96 0.339 -1.904229 5.534569
merch_gdp | -2.158923 2.429704 -0.89 0.374 -6.921055 2.603209
primary_enroll | -.067577 1.686272 -0.04 0.968 -3.37261 3.237456
ln_pop | 5.447315 5.54856 0.98 0.326 -5.427664 16.32229
other | -1.832177 6.745717 -0.27 0.786 -15.05354 11.38918
health | -.6374321 . . . . .
trans_comm | .66532 . . . . .
defense | -.6783428 . . . . .
social | 1.338317 . . . . .
agriculture | 1.850171 . . . . .
--------------------------------------------------------------------------------
No excluded instruments - standard QRPD estimation.
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input float countrynum int year double(gdp_growth_capita gross_capital totrev_gdp ln_life_exp broad_money other health trans_comm defense social agriculture) 1 1980 .02590354225 .2525778629 . 4.241535188400446 .24955734410000002 .0631295 .021354167460000004 .021354167460000004 .02604166746 .06145833492 .00137149349 1 1981 -.07134997709 .2269108872 . 4.24544285310364 .2341155755 .09820896 .0289001894 .0181964159 .027696011070000002 .061412897109999996 .00100692585 1 1982 -.06434328983 .21754947949999998 . 4.248999644388537 .2124287839 .1193614 .02297272682 .0188998723 .026496431829999997 .04292513371 .00095278241 1 1983 .02250238253 .2088775231 . 4.252159947377823 .2102593844 .08605035000000001 .02251141548 .01791780829 .023287670610000002 .04163470268 .0010961546 1 1984 .00619319826 .19964092449999998 . 4.254962784052291 .21974776210000002 .07743804 .02136752129 .01795377493 .01580438018 .044378700259999994 .00111793861 1 1985 -.09009513138999999 .17589066920000002 .1247045 4.257474666647758 .1730336287 .09356164 .02241281748 .016267671589999998 .01596606851 .06092365742 .00107257299 1 1986 .062380575599999995 .17461764209999997 .11302033333333333 4.259845909794779 .1958474074 .0733519 .023457295889999997 .01636602163 .017187328340000002 .06114722252 .00109474063 1 1987 .0136853798 .19554866 .11697160000000001 4.26222563445215 .22052618899999998 .0788281 .02571542501 .01714361668 .01714361668 .06857446671 .0014739224300000001 1 1988 -.03994374792 .186400389 .10043914666666667 4.264732732434742 .2514760548 .06981381 .02431074381 .025211143489999997 .01710756183 .05492427826 .0013417731199999998 1 1989 -.08838132385 .1551469828 . 4.267422648776661 .2010465632 .08911435000000001 .02222533703 .014919644590000001 .01547450662 .07179307938 .00099265426 1 1990 -.03789115675 .1399698158 . 4.270307872305218 .1148109468 .056555350000000004 .02415184498 .00758245528 .011916323900000001 .06761675358 .00040301178 1 1991 .1109415299 .14636977399999998 . 4.2733731013132585 .10556777560000001 .045415739999999996 .02248062611 .00560481608 .01341695309 .06949938297 .00056988522 1 1992 .1040666248 .16702405769999998 . 4.276512651962812 .1369143719 .04699599 .021202132699999997 .005002259019999999 .012926363949999999 .06818816185 .00071351744 1 1993 .04491865975 .1905643411 . 4.279656899669621 .19218623340000002 .04192181 .02308576822 .00571531236 .01389864802 .06952115059 .00104787081 1 1994 .0446663129 .1993891781 . 4.282777824437903 .20770288999999997 .03704213 .025323183540000002 .005017868880000001 .0141038692 .07521558762 .00101537123 1 1995 -.04057600675 .17937811920000002 . 4.285861516326227 .2014127137 .03903903 .0262215662 .0051117718199999995 .014088956120000001 .07723115444 .0009848792100000002 1 1996 .042608706239999995 .1808214044 . 4.288914981412998 .2269048015 .03443789 .024183003900000003 .00383906215 .013118141889999999 .07692491055 .00096917115 1 1997 .06861143328 .1937015765 . 4.291938467124013 .2647018463 .0382889 .023796103 .00445948541 .01205836654 .07228088856 .00086101845 1 1998 .0268214197 .1993497202 . 4.294938203761129 .2865068486 .037937439999999996 .02361109972 .0046723788999999995 .0119883585 .07105240345000001 .00094996393 1 1999 -.04457046577 .1801397065 . 4.297887514575033 .3144367759 .0489587 .02585680485 .00394782722 .01313932061 .0751237011 .0008800997600000001 1 2000 -.01885010517 .16192696260000003 . 4.300759702359729 .3184862106 .05151108 .024724867339999998 .0030580171900000002 .01229364514 .07451626301 .00071672723 1 2001 -.05465113906 .1417918155 . 4.303528693556787 .2713925159 .057851299999999994 .02398540497 .00268406719 .01249140739 .07588480949 .00091946475 1 2002 -.1187718049 .1196061808 . 4.306168022254847 .2792706955 .034847500000000003 .02165684462 .00194062233 .011788016560000001 .07195626259 .00085833348 1 2003 .07643794185 .1513755305 . 4.3086662253907795 .3010405723 .04124941 .02038177729 .00264265865 .011945433620000001 .07143796921 .0007849621800000001 1 2004 .07849106146 .1589378728 . 4.31105118073099 .2832564647 .03299812 .020489971640000004 .00439523995 .01123796344 .06690794945 .0008822295800000001 1 2005 .0769268852 .1735259061 . 4.313323681915363 .2866331028 .048125749999999995 .021032121180000002 .00745179832 .01093095779 .06279632568 .00092589378 1 2006 .06918027086 .1833118672 . 4.315505010219441 .2804961193 .04268352 .02119372606 .01026787877 .01059686303 .0639931345 .00101546302 1 2007 .07885851981 .1951607916 . 4.317642248056975 .27864316429999997 .050270390000000005 .02262966156 .01313720703 .010534479619999999 .07771733284 .0026101502799999996 1 2008 .029951674220000002 .1901016098 . 4.319769411795539 .2349367316 .058520130000000004 .02515632391 .01531723499 .01035682917 .07911697388 .00494254947 1 2009 -.06880148575 .1558175264 . 4.321893031756684 .2532273847 .06123857 .03242588282 .01944898248 .01272975087 .09278887749 .0038688358699999997 2 1980 -.0194550836 .144393913 .04917700003145041 3.9792525670910255 .1419688935 .03604095 .00437649965 .00305600405 .006485862730000001 .0018898519899999998 .0089450711 2 1981 .043515205 .1715576644 .054445912019439206 3.987446279435867 .1407289652 .06018409 .005325742959999999 .0052647280699999995 .00748451471 .00160091907 .0061625206499999995 2 1982 -.00580388517 .1736327909 .05238262598133477 3.994387219028031 .1405757322 .05860651 .00410699904 .0015810129 .00736248374 .0024532958899999998 .0076220917700000005 2 1983 .011400197700000001 .1656273677 .04875286711004904 4.001489982928126 .1750570638 .04545316 .00305139124 .0003954237 .00965245306 .00194969043 .00735762417 2 1984 .02037905312 .1648425757 .041631086292718986 4.009230275890253 .2110455984 .04160987000000001 .00452655733 .00064556919 .010673663620000001 .00022717977 .00797969043 2 1985 .00605994262 .158309437 .051845470772169965 4.017835272750822 .19592603400000003 .0422854 .00414426625 .00161937043 .00836289167 .00820591152 .00996408522 2 1986 .01406921567 .1617645483 .05382775119617225 4.0272284128756874 .2019791158 .07351233 .00229320422 .00533638716 .00859590948 .00324510038 .00415372819 2 1987 .010274274009999999 .15473442029999998 .05416378451389696 4.037052136520611 .2081079179 .06160547 .00442711383 .0067716133599999995 .01033824563 .00516288757 .005312536949999999 2 1988 -.0025280729 .1573598307 .05434926694769215 4.047006209539177 .2148480884 .07458036 .00441423893 .00733078957 .010517599580000002 .00675648808 .00595697045 2 1989 .00231987154 .1612091443 .05461198186882202 4.0570951080871245 .2287819044 .0778601 .004368321 .007472530010000001 .01161147594 .00849197507 .00604021072 end
