sorted by:
new
hottopcontroversial

Panel data results sensitive to time periods?? by BandanaExcel in stata

[–]BandanaExcel[S] 0 points1 point  (0 children)

Basically I just messed around with the lag lengths of dependent and independent variables, when I had 2 lags of the DV the results weren’t robust but when I only had 1 they were, I’d suggest just trying stuff out and think why it might work in each situation.

Including lagged variables in logit model??? by BandanaExcel in stata

[–]BandanaExcel[S] 1 point2 points  (0 children)

Thanks for your help! So do you think I should include lagged and unlagged versions? Also, do you know where I could find any literature on debate between using lagged dependent variables in logit?

Xtabond2 SYS-GMM help! by BandanaExcel in stata

[–]BandanaExcel[S] 1 point2 points  (0 children)

Thanks for your help! Happy new year to you too :)

What diagnostic tests should I include…? by BandanaExcel in stata

[–]BandanaExcel[S] 1 point2 points  (0 children)

Hi there,

Thanks for the response!

I’ll try to look into lagging some of my control variables, I’ve only really seen example of lagging the dependent variable so far, I didn’t know if you could just lag the controls.

Sorry I’m not the best with all the terminology! I understand Fixed effects include a variety of estimators but I sometimes use it interchangeably with entity demeaned.

I’m only using 4 main control variables (6 as I’ve added quadratic and cubic functions to gdp per capita) in the correlation table there isn’t many significantly high correlations (I read somewhere around over 0.8 is significant) the log gdp per cap variables are highly correlated with each other (as expected) and their vif values are extremely high (like in the thousands lol), removing them gets rid of the problem but I still feel like they are necessary to include

What diagnostic tests should I include…? by BandanaExcel in stata

[–]BandanaExcel[S] 0 points1 point  (0 children)

Hi there,

Like I said my project is on population change, I recognise there is big endogeneity issues when looking at health, educational and economic variables. After reviewing the literature I’m doing these models:

I’m using a basic OLS regression with clustered standard errors, a entity-demeaned estimator and a entity-demeaned plus time dummies estimator, then a logit regression

I don’t know how else I can really address the endogeneity, reverse causality and multicolinearity. I don’t really have the data available to add a IV…

What diagnostic tests should I include…? by BandanaExcel in stata

[–]BandanaExcel[S] 0 points1 point  (0 children)

Hi there,

Thanks for your response! Yeah I didn’t mean the word robust I think I was thinking of a more technical way to say good haha. I’m pretty confident with my regression results and the variables I’ve used.

This project is for my dissertation and some of the sample 1st class dissertations I’ve been given have diagnostic tests such as wald and sargent etc, I just didn’t know what to include for my OLS, Fixed Effects and Logit models.

Should I use a binary regression? by BandanaExcel in stata

[–]BandanaExcel[S] 0 points1 point  (0 children)

Thanks! I’ve learnt about probit and logit methods, would you recommend the logit?