running the regression at the disaggregated level

Guest

#16

14 Feb 2022, 06:22

I don't want to take advantage of your kindness. If it's out of the topic question please pardon me. I applied the same logic to check the correlation between my variables. E.g GDP and export should be positively correlated. I wanted to check whether correlation is in line with the economic intuition (distance and trade-negative, GDP and trade-positive). I modified the code to:

Code:

frame create myresults
frame create holding
tempfile holding
local sectorname
xtset id year
local where 1
levelsof HSspecific, local(sectors)
foreach sector of local sectors{
    capture noisily{
        di "For sector `sector'"
        corr log_exp log_GDP log_EXCH log_distance cm_border eu if HSspecific==`sector'
        mat res= (r(table)[1..6, 1..6])'
        frame holding{
            clear
            set obs 6
            svmat res
            save `holding', replace
         }
        frame myresults{
            append using `holding'
            cap gen sector= "`sector'" in `where'    
            replace sector= "GDP CAP sector `sector'" in `where'
            local ++where
            replace sector= "EXCH sector `sector'" in `where'
            local ++where
            replace sector= "distance sector `sector'" in `where'
            local ++where
            replace sector= "cm_border sector `sector'" in `where'
            local ++where
            replace sector= "eu sector `sector'" in `where'
            local ++where
        }
    }
}
frame myresults{
    order sector
    rename  (res1- res6)  (log_exp log_GDP log_EXCH log_distance cm_border eu )
}
frame drop holding 
frame myresults: browse
frame myresults: l, sep(0)

Stata displayed the tables with correlation. However, I see error: invalid syntax. E.g:

Code:

invalid syntax
For sector 920890
(obs=633)

             |  log_exp  log_GDP log_EXCH log_di~e cm_bor~r       eu
-------------+------------------------------------------------------
     log_exp |   1.0000
     log_GDP |   0.4240   1.0000
    log_EXCH |   0.1270   0.2153   1.0000
log_distance |  -0.3936  -0.1605  -0.1713   1.0000
   cm_border |   0.4707   0.1857   0.1443  -0.6385   1.0000
          eu |   0.0874   0.0537   0.1724  -0.6826   0.3949   1.0000

The signs are as expected.

However, Stata doesn't display matrix with results for every sector. I see an error:

Code:

frame myresults{
.     order sector
no variables defined
r(111);
.     rename  (res1- res6)  (log_exp log_GDP log_EXCH log_distance cm_border eu )
. }

Here is my output of Stata:

Code:

* Example generated by -dataex-. To install: ssc install dataex
clear
input float(log_exp log_GDP log_EXCH) long HSspecific float(log_distance cm_border eu) int year float id
 21.41338  9.807273  .25675145     0 9.693803 0 0 1991  1
21.630123  9.859335  .13704698     0 9.693803 0 0 1992  1
   21.626  9.911574   .1171426     0 9.693803 0 0 1993  1
 21.79623   9.97103   .1709818     0 9.693803 0 0 1994  1
 22.02459 10.017065  .06047494     0 9.693803 0 0 1995  1
21.972624 10.054852   .1634534     0 9.693803 0 0 1996  1
 21.94359  10.10407   .2523011     0 9.693803 0 0 1997  1
 21.97477  10.15314  .10024168     0 9.693803 0 0 1998  1
21.960596 10.208075 -.50192624     0 9.693803 0 0 1999  1
 21.85747 10.250782  -.4656639     0 9.693803 0 0 2000  1
 21.88538 10.294225  -.5490737     0 9.693803 0 0 2001  1
22.030205 10.335284  -.5541078     0 9.693803 0 0 2002  1
 22.28353  10.38446 -.55626863     0 9.693803 0 0 2003  1
22.475513 10.432998 -.52555615     0 9.693803 0 0 2004  1
 22.55476 10.481292  -.4880296     0 9.693803 0 0 2005  1
22.654886 10.542543 -.51126665     0 9.693803 0 0 2006  1
 22.79919 10.588058  -.4933665     0 9.693803 0 0 2007  1
23.000784  10.59926 -.56155837     0 9.693803 0 0 2008  1
 22.89651 10.636732 -.58130705     0 9.693803 0 0 2009  1
23.066584 10.664525  -.3682772     0 9.693803 0 0 2010  1
23.173985  10.70166 -.29969665     0 9.693803 0 0 2011  1
23.214634  10.68929  -.2157968     0 9.693803 0 0 2012  1
23.160517 10.773984  -.3189786     0 9.693803 0 0 2013  1
 23.06461  10.77067  -.3878373     0 9.693803 0 0 2014  1
        . 10.335284  -.5541078 10110 9.693803 0 0 2002  2
        .  10.38446 -.55626863 10110 9.693803 0 0 2003  2
        . 10.432998 -.52555615 10110 9.693803 0 0 2004  2
        . 10.481292  -.4880296 10110 9.693803 0 0 2005  2
 8.294049 10.542543 -.51126665 10110 9.693803 0 0 2006  2
        . 10.588058  -.4933665 10110 9.693803 0 0 2007  2
10.645425 10.636732 -.58130705 10110 9.693803 0 0 2009  2
        . 10.664525  -.3682772 10110 9.693803 0 0 2010  2
        .  10.70166 -.29969665 10110 9.693803 0 0 2011  2
10.950807   9.97103   .1709818 10111 9.693803 0 0 1994  3
        . 10.054852   .1634534 10111 9.693803 0 0 1996  3
        .  10.10407   .2523011 10111 9.693803 0 0 1997  3
        . 10.208075 -.50192624 10111 9.693803 0 0 1999  3
        . 10.294225  -.5490737 10111 9.693803 0 0 2001  3
 10.83958  9.807273  .25675145 10119 9.693803 0 0 1991  4
        .  9.859335  .13704698 10119 9.693803 0 0 1992  4
        .  9.911574   .1171426 10119 9.693803 0 0 1993  4
        .   9.97103   .1709818 10119 9.693803 0 0 1994  4
        . 10.017065  .06047494 10119 9.693803 0 0 1995  4
        . 10.054852   .1634534 10119 9.693803 0 0 1996  4
        .  10.10407   .2523011 10119 9.693803 0 0 1997  4
        .  10.15314  .10024168 10119 9.693803 0 0 1998  4
        . 10.208075 -.50192624 10119 9.693803 0 0 1999  4
11.066638 10.250782  -.4656639 10119 9.693803 0 0 2000  4
11.198215 10.294225  -.5490737 10119 9.693803 0 0 2001  4
        .  10.68929  -.2157968 10121 9.693803 0 0 2012  5
        .  10.77067  -.3878373 10121 9.693803 0 0 2014  5
        . 10.822786  -.3981192 10121 9.693803 0 0 2016  5
        . 10.833665  -.3879531 10121 9.693803 0 0 2017  5
15.227152  10.68929  -.2157968 10129 9.693803 0 0 2012  6
15.211052 10.773984  -.3189786 10129 9.693803 0 0 2013  6
14.995152  10.77067  -.3878373 10129 9.693803 0 0 2014  6
14.288353  10.76284  -.3899194 10129 9.693803 0 0 2015  6
14.704036 10.822786  -.3981192 10129 9.693803 0 0 2016  6
14.532348 10.833665  -.3879531 10129 9.693803 0 0 2017  6
13.927883 10.886076   -.457807 10129 9.693803 0 0 2018  6
10.985292 10.335284  -.5541078 10190 9.693803 0 0 2002  7
 12.20106  10.38446 -.55626863 10190 9.693803 0 0 2003  7
 10.89674 10.432998 -.52555615 10190 9.693803 0 0 2004  7
 14.36767 10.542543 -.51126665 10190 9.693803 0 0 2006  7
13.299672 10.588058  -.4933665 10190 9.693803 0 0 2007  7
14.746887  10.59926 -.56155837 10190 9.693803 0 0 2008  7
15.009736 10.636732 -.58130705 10190 9.693803 0 0 2009  7
14.346915 10.664525  -.3682772 10190 9.693803 0 0 2010  7
14.692664  10.70166 -.29969665 10190 9.693803 0 0 2011  7
 6.907755 10.017065  .06047494 10210 9.693803 0 0 1995  8
 11.21182 10.588058  -.4933665 10210 9.693803 0 0 2007  8
 6.907755  10.15314  .10024168 10310 9.693803 0 0 1998  9
 8.798606 10.664525  -.3682772 10511 9.693803 0 0 2010 10
 8.699514  9.807273  .25675145 10600 9.693803 0 0 1991 11
 8.006368  9.859335  .13704698 10600 9.693803 0 0 1992 11
 8.006368  9.911574   .1171426 10600 9.693803 0 0 1993 11
        .   9.97103   .1709818 10600 9.693803 0 0 1994 11
        . 10.017065  .06047494 10600 9.693803 0 0 1995 11
        . 10.054852   .1634534 10600 9.693803 0 0 1996 11
 8.149024  10.10407   .2523011 10600 9.693803 0 0 1997 11
 8.784315 10.208075 -.50192624 10600 9.693803 0 0 1999 11
        . 10.250782  -.4656639 10600 9.693803 0 0 2000 11
9.1049795 10.294225  -.5490737 10600 9.693803 0 0 2001 11
        . 10.588058  -.4933665 10611 9.693803 0 0 2007 12
        .  10.76284  -.3899194 10613 9.693803 0 0 2015 13
        . 10.335284  -.5541078 10619 9.693803 0 0 2002 14
 6.907755  10.38446 -.55626863 10619 9.693803 0 0 2003 14
 6.907755 10.432998 -.52555615 10619 9.693803 0 0 2004 14
 6.907755 10.481292  -.4880296 10619 9.693803 0 0 2005 14
        . 10.542543 -.51126665 10619 9.693803 0 0 2006 14
        . 10.588058  -.4933665 10619 9.693803 0 0 2007 14
 6.907755  10.59926 -.56155837 10619 9.693803 0 0 2008 14
        . 10.636732 -.58130705 10619 9.693803 0 0 2009 14
        . 10.664525  -.3682772 10619 9.693803 0 0 2010 14
 5.627621  10.70166 -.29969665 10619 9.693803 0 0 2011 14
        .  10.68929  -.2157968 10619 9.693803 0 0 2012 14
        . 10.773984  -.3189786 10619 9.693803 0 0 2013 14
 7.487174  10.77067  -.3878373 10619 9.693803 0 0 2014 14
 10.28141  10.76284  -.3899194 10619 9.693803 0 0 2015 14
11.195554 10.822786  -.3981192 10619 9.693803 0 0 2016 14
end

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Andrew Musau

Join Date: Oct 2014

Posts: 10481
#17

14 Feb 2022, 08:19

Do you want to export a set of correlation tables? Start a new thread with this title and include the data example in your last post.
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Guest
#18

14 Feb 2022, 09:38

Thank you for your answer. Yes, it is what I wanna obtain. I've just started a new post.
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