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in order to be able to calculate nonparametric significance tests when doing an event study following the DSS Princeton...
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Adjusting the DSS Stata 'Prediction of normal returns formula'
Last edited by Max Shepard; 28 Mar 2019, 07:41.
 1 post

S.E. in xtreg and areg
Dear friends,
I'm estimating a fixed effects model with an unbalanced panel data using both areg and xtreg commands, the estimated coefficients...
 4 posts

Differenceindifference model for treatment rate with small sample
Hello,
I am running a differenceindifference analysis to evaluate the impact of policy introduction on treatment rate for a specific disease....
 1 post

Clustered standard errors in cmp
Hi everyone,
I want to run an ordered probit model with instrumental variables using the userwritten command cmp. I found the standard...
 4 posts

Clustered standard errors with experimental data
I'm working on regressions using experimental data that I collected for my MSc dissertation. The sample size is 105 and the data was collected over 8...
 4 posts

Nadiia Lazhevska started a topic IV for interaction with a dummy: Warning: variance matrix is nonsymmetric or highly singularin GeneralIV for interaction with a dummy: Warning: variance matrix is nonsymmetric or highly singular
Dear Statalist,
I am running ivregress for the regression with one endogeneous variable X and its interaction with an exogeneous dummy D...
 3 posts

Save standard errors after areg
Good morning,
I am building tables for the output of a regression run using areg command and I am wondering how could I save standard errors for...
 2 posts

how to get same se's using reghdfe and xtreg
I am using Stata 13 and have the most updated version of reghdfe. My read of the help file for reghdfe is that the DoF calculation is the same as that...
 2 posts

Programing bootstrap standard errors
Hi all,
I am defending my PhD in one week, and I really need to solve the following issue. Any suggestion would be greatly appeciated....Last edited by Maryam Bidgoli; 20 Jul 2017, 10:12.
 2 posts

Heteroskedasticity / Autocorrelation in Panel Data
Hi all,
I have a question with regards to the presence of heteroskedasdicity and/or serial correlation in my panel data set. I am using a...Last edited by Rick Last; 24 Apr 2017, 06:52.
 4 posts

Sebastian Kripfganz started a topic XTSEQREG: new Stata command for sequential / twostage (GMM) estimation of linear panel modelsin GeneralXTSEQREG: new Stata command for sequential / twostage (GMM) estimation of linear panel models
Dear Statalisters,
I have just released a new Stata command for the estimation of linear panel data models. The main purpose of the xtse...
 67 posts
 1 like

Ajay Shenoy started a topic Are standard errors valid with xtivreg2 and nonnested twoway clustering?in GeneralAre standard errors valid with xtivreg2 and nonnested twoway clustering?
Hi, all,
I am running a fixedeffects panel regression and clustering by the panel variable (administrative district) and by stateyear....
 1 post

Simultaneous equation (reg3) and clustered standard errors
Hi everyone,
Does anyone know how to obtain clustered standard errors when using reg3 or sureg? I've looked online and there doesn't seem...
 3 posts

Cluster standard errors with only 5 clusters
Good Morning,
I am currently working with a PANEL DATA defined as follows:
Code:* Example generated by dataex. To install: ssc install
 2 posts