Dear Statlist users,
I am running a panel PMG-ARDL model on 117 countries over a time period between 1990 and 2014. I want to create two new variables based on the coefficient of the error correction term (ECT) ( and the related probability if possible) for each country. I want to do this to make a world map in an external application, in which I show the variance of the ECT coefficients across my sample countries.
However I can't find the right command to generate the new variables and then export it to get a single value for each variable (ECT an P-value) per country. Any suggestions on how I achieve do this?
I am using the following syntax to gain the PMG-ARDL (full) panel regression:
If you need any additional information from me please let me know.
Thanks in advance for the response.
I am running a panel PMG-ARDL model on 117 countries over a time period between 1990 and 2014. I want to create two new variables based on the coefficient of the error correction term (ECT) ( and the related probability if possible) for each country. I want to do this to make a world map in an external application, in which I show the variance of the ECT coefficients across my sample countries.
However I can't find the right command to generate the new variables and then export it to get a single value for each variable (ECT an P-value) per country. Any suggestions on how I achieve do this?
I am using the following syntax to gain the PMG-ARDL (full) panel regression:
Code:
xtpmg2 d.logFDInet2 d.logC d.GDPgrow1 d.logGDPcap1 d.HYDRO1 d.EC11 d.URBAN1, lr( l.logFDInet2 l.l.logFDInet2 logC GDPgrow1 logGDPcap1 HYDRO1 EC11 URBAN1) ec(ECT) replace pmg full
Code:
* Example generated by -dataex-. For more info, type help dataex clear input long Country int Year float(logFDInet2 logC) double GDPgrow1 float logGDPcap1 double(HYDRO EC11 URBAN1) 1 1995 10.311283 .6678294 14.02449592825515 8.405503 93.9861390565616 49.541641185572324 38.911 1 1996 10.311952 .6780335 9.780179886486025 8.498814 95.7204948177867 45.453763744009024 39.473 1 1997 10.310534 .3920421 -10.361104977949154 8.389432 96.17444529456772 41.449340236683945 40.035 1 1998 10.310452 .5877866 9.51648444633986 8.480337 96.32021922098258 45.29481829963517 40.601 1 1999 10.310325 1.088562 13.60806912490142 8.607922 97.3291582243507 58.23879385471522 41.169 1 2000 10.313708 1.1537316 7.630022432319123 8.681451 96.1490163248221 58.71509800553659 41.741 1 2001 10.31584 1.1693814 9.314397144529522 8.770509 95.3083109919571 60.95582784156346 42.435 1 2002 10.313442 1.321756 4.850475331291861 8.817874 93.95398608881756 63.23313038499602 43.501 1 2003 10.31487 1.413423 5.924211541623194 8.875427 97.85657051282051 64.52837122236869 44.573 1 2004 10.320265 1.4562867 5.956569595217502 8.933287 97.50267570460221 65.57827326143054 45.651 1 2005 10.317664 1.403643 6.067882433482239 8.992196 98.71394451589197 66.48668055056278 46.731 1 2006 10.319733 1.398717 6.5729229844884 9.055855 98.31643736422882 64.45598990218929 47.815 1 2007 10.330462 1.439835 6.787228940589742 9.121523 97.48251748251748 65.1223924710814 48.902 1 2008 10.349685 1.427916 8.328108420816392 9.201518 100 63.84717579109021 49.991 1 2009 10.352823 1.4632554 4.053139866163136 9.241249 99.98077662437524 63.42172640051569 51.076 1 2010 10.344638 1.521699 4.2230838250323615 9.282613 99.98678646934461 63.23900374851345 52.163 1 2011 10.343312 1.617406 2.8216424551400507 9.310438 98.5922214268671 61.50276527493236 53.247 1 2012 10.339093 1.521699 1.5848728149821625 9.326163 100 57.754081722154694 54.33 1 2013 10.349908 1.5665303 1.1872343525216138 9.337965 100 56.395338812823184 55.387 1 2014 10.346567 1.6524974 1.9853880941756756 9.357625 100 61.42180139426375 56.423 2 1995 10.324577 2.3776925 11.359538665065443 8.328364 93.75 22.780196328283093 44.169 2 1996 10.314953 2.43449 9.952786591582338 8.423245 89.98054474708171 23.49809695198801 45.346 2 1997 10.32258 2.4621496 3.877858099637635 8.46129 76.35253054101221 23.87447372214146 46.525 2 1998 10.345412 2.430978 1.364744017268137 8.474846 80.42488619119878 22.124865438963834 47.71 2 1999 10.388117 2.537657 -1.0852984511686685 8.463934 66.96629213483146 24.714412920566193 48.897 2 2000 10.33782 2.515274 -.26795629799387655 8.46125 63.11418685121107 25.220051917635516 50.087 2 2001 10.378027 2.558002 .8221383015632142 8.469439 62.08791208791209 26.679299976953647 51.274 2 2002 10.365443 2.6115394 9.943757743241207 8.564237 64.75920679886686 28.14780415428756 52.461 2 2003 10.421596 2.890927 -.43183389028259 8.559909 62.205513784461154 31.721424119365594 53.645 2 2004 10.379636 2.959587 7.187063696080216 8.629314 78.40501792114696 31.561637186568586 54.827 2 2005 10.26452 2.901971 11.030782942605228 8.733952 79.64824120603015 27.083771467797536 56 2 2006 10.307694 3.0125895 7.582318725665772 8.807038 80.61101028433151 31.67467435514374 56.764 2 2007 10.278722 3.156575 9.890049089674505 8.901348 77.61889959589679 34.742475817209275 57.524 2 2008 10.363408 3.222071 7.1168479046202435 8.9700985 75.40904716073146 37.96075957289015 58.282 2 2009 10.379887 3.301377 -2.808599596221484 8.94161 65.34318901795143 41.799331243804275 59.034 2 2010 10.195142 3.350956 .6402633250283571 8.947992 67.95742338043678 42.9925150346511 59.783 2 2011 10.20271 3.383033 -.2208429877121887 8.945782 70.90780392850823 43.84978389955335 60.528 2 2012 10.2589 3.409496 4.706518860037903 8.991773 60.79948420373952 48.01005976908591 61.268 2 2013 10.038017 3.491038 1.2919938451986468 9.00461 58.02093476144109 46.50855391849568 62.002 2 2014 10.42399 3.5447204 1.2198806209573974 9.016735 53.175105485232066 48.305593009732874 62.731 3 1990 10.368353 4.603569 -3.87408535421757 9.557099 35.230587307843905 88.65260513438858 86.984 3 1991 10.387116 4.6570034 7.614326414805134 9.630484 30.250079257035228 88.85473895772543 87.328 3 1992 10.446712 4.6760945 6.487631818055249 9.693342 34.68799770941823 88.80594541650939 87.542 3 1993 10.397973 4.7098002 6.802926901502431 9.759157 38.76023125893205 87.68722885785905 87.752 3 1994 10.42332 4.7345304 4.505456801414482 9.803226 42.415551800579784 87.00193543986462 87.96 3 1995 10.480366 4.7345304 -4.032158810882208 9.76207 40.03879728419011 87.09209566652393 88.164 3 1996 10.517282 4.840716 4.274586464831231 9.803926 32.87891398559252 87.69628353424639 88.366 3 1997 10.575418 4.846704 6.8647333618104796 9.87032 38.749342997040024 86.89501343373762 88.564 3 1998 10.526498 4.891626 2.6810028160780632 9.896777 35.71718099767605 86.78511762728381 88.759 3 1999 10.89651 4.899257 -4.455178459115302 9.851203 26.584811164825332 88.27912241415503 88.952 3 2000 10.607038 4.88212 -1.8749363673178436 9.832275 32.36306377235407 88.38751029232937 89.142 3 2001 10.37867 4.827273 -5.447048172616874 9.776265 41.08417022693225 85.99454411466752 89.329 3 2002 10.378134 4.766183 -11.854781718402265 9.650081 42.44964654896807 85.80340794875978 89.51 3 2003 10.362556 4.854839 7.676534047528193 9.724042 36.741280017385634 86.01471381193222 89.686 3 2004 10.437778 4.95477 7.88493750549884 9.799937 30.389856736384964 89.32496762554969 89.86 3 2005 10.470654 4.985796 7.7294889964049815 9.874391 32.23402944327004 89.05328414655119 90.031 3 2006 10.47834 5.045809 6.955533576199642 9.941633 35.510765516660584 88.65322796276301 90.2 3 2007 10.504332 5.097608 7.9242108884187985 10.017892 28.27072569008053 89.22537849164975 90.366 3 2008 10.58975 5.124856 3.029500651918511 10.047737 25.013157461925594 90.65178935419048 90.53 3 2009 10.43462 5.059044 -6.854225055201837 9.976733 27.777458804616177 89.61199314781845 90.691 3 2010 10.62941 5.124797 9.300122922489848 10.06566 26.81318505863663 89.50324321283101 90.849 3 2011 10.617415 5.177618 4.788683138594351 10.112436 30.642584230635638 88.85381112449156 90.99 3 2012 10.72159 5.184757 -2.1452844498181207 10.09075 27.232040817831262 89.0249070672489 91.121 3 2013 10.592166 5.214936 1.2656851753707627 10.103327 29.369130991242326 88.96606441065762 91.249 3 2014 10.46497 5.192457 -3.5785805098328893 10.066885 29.607939656295695 87.72240747968915 91.377 4 1996 10.309538 .9439059 7.507273417474167 8.081496 25.297714837463793 57.650823952163044 65.781 4 1997 10.310682 1.2059708 4.479644120616015 8.125319 23.055233040305193 70.63609757459972 65.504 4 1998 10.316669 1.2441546 8.14184853415614 8.203592 24.82636084638992 72.12610749322226 65.226 4 1999 10.313012 1.1346227 3.9578184349108056 8.242407 20.99002973587546 65.25163870317465 64.947 4 2000 10.31242 1.2697605 6.570086564992295 8.30604 21.164820409533398 70.04899235580264 64.666 4 2001 10.31128 1.280934 10.279403123683494 8.403887 16.849434290687554 71.1767448005604 64.385 4 2002 10.312636 1.137833 13.823463070802845 8.533365 30.041674216343537 61.8060966393765 64.236 4 2003 10.31304 1.252763 14.605821592326635 8.669694 36.02981276131613 65.71062129993837 64.137 4 2004 10.317157 1.324419 11.13422934082024 8.775263 33.134328358208954 66.90142761325309 64.038 4 2005 10.318642 1.4951488 14.643207640703565 8.911917 28.067120468576857 68.09841786914662 63.938 4 2006 10.324384 1.5018526 14.078607416354345 9.043634 30.718734219828313 67.49580823813115 63.839 4 2007 10.330964 1.6486586 14.695868262480971 9.180748 31.41742963716514 70.5525640010011 63.739 4 2008 10.339926 1.7387103 7.819138194451412 9.256033 31.143847487001736 73.28613290839857 63.64 4 2009 10.333972 1.5062972 -13.51939081693142 9.110784 35.602186563216364 68.20545830028698 63.54 4 2010 10.326443 1.4678744 2.5828973829832904 9.136285 39.37759975350485 67.40110848859999 63.44 4 2011 10.330493 1.5973654 4.728317600122153 9.182484 33.49932705248991 71.54992988575502 63.34 4 2012 10.325372 1.7439687 6.913698623025155 9.249335 28.89497262319562 77.33294328775433 63.24 4 2013 10.320423 1.704748 2.823926169065146 9.277184 28.184176394293125 75.49284382185529 63.164 4 2014 10.322414 1.701105 3.0731786781257284 9.307452 25.703225806451613 74.56186571373819 63.112 5 1990 10.557316 5.574433 2.0519290490973674 10.342272 9.169923583970133 93.91128568601698 85.433 5 1991 10.392438 5.578635 -1.6565726788687982 10.325567 10.106940256554402 93.68871803625748 85.403 5 1992 10.461442 5.59233 -.797268925185989 10.317563 9.645815265889922 94.34266007380121 85.285 5 1993 10.47199 5.607125 3.0207311444513607 10.347322 10.131956186135412 93.75834560953615 85.157 5 1994 10.44751 5.630028 2.885635859889703 10.37577 9.783512493345057 93.88648311648664 85.028 5 1995 10.67519 5.666461 2.58704322529762 10.401312 9.19244234831168 93.83177016576778 84.898 5 1996 10.450566 5.702415 2.4988846905333872 10.425994 8.69158087716824 93.64822076296562 84.767 5 1997 10.547656 5.726098 2.75232027591224 10.453145 9.04276584209114 93.51265088985517 84.636 5 1998 10.534696 5.791976 3.5293491713818383 10.48783 7.887949379291248 93.87865070879005 84.503 5 1999 10.38006 5.808263 3.7445907524490423 10.524591 7.957196246077386 93.92791207166783 84.37 5 2000 10.712037 5.825439 2.680864996047873 10.551047 7.795524720771548 89.32816819002298 84.235 5 2001 10.614405 5.843429 .6716928818279513 10.557742 7.385459166610929 98.0530884338196 84.1 5 2002 10.70675 5.866157 2.752679500155182 10.584897 6.9826456385402285 95.89021478723635 84.222 5 2003 10.570938 5.863603 1.8457654959212988 10.603186 7.377621426563789 93.88602451318003 84.343 5 2004 11.19695 5.900637 3.0043149136444356 10.632787 7.059194699688449 94.06821267120928 84.463 5 2005 8.498389 5.912178 1.8077840236110205 10.650703 6.704270255356978 94.21585218232413 84.582 end label values Country Country label def Country 1 " Albania", modify label def Country 2 " Angola", modify label def Country 3 " Argentina", modify label def Country 4 " Armenia", modify label def Country 5 " Australia", modify
Thanks in advance for the response.
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