Hey. Now I have a panel data set that contains information of the land supply quota of Chinese cities. What I want to verify is whether the variation (of quotas) among different cities within a province is more volatile than those of provinces. In another word, the total quota of a province is more stable than which is distributed to the cities it governs. In my preceding econometric setting, I have made the city as the panel variable, so province here is an "upper group" compared to the city. The first approach comes into my mind is to calculate the within variations of cities within each province one by one, using a --foreach-- loop, and then calculate the variance of total quota in provincial level. Comparing these two numbers will give us a brief guide to my question. However, I'm not quite aware of any clear way to visualize this idea. Maybe put multiple time-series lines represented cities from the same province and one line for the province, a "xtline" style graph? Would someone give me a guidance or canned command? thank you.
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