statalist : Messages : 52228-52257 of 65887

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52228	Hi Cordula, for the ivreg-command you need to include a suitable instrument, which is never the dependent variable Y, but a 'new' exogenous variable: ivreg Y...	Justina.Fischer@...	Jul 13, 2004 11:27 am
52229	Good to se that your update finally worked. ... I have encountered the same problem when I mereged dataset together with results saved in other datasets. I...	Michael Ingre Michael.Ingre@...	Jul 13, 2004 11:32 am
52230	Hi Justina, Thanks for your help. I'll have a look at econometrics books to find something that I could use as instruments. Cordula ... * * For searches and...	Cordula Stolberg cs32@...	Jul 13, 2004 11:39 am
52231	It sounds like -estsave- is not the right tool for what you want to do. It looks like you are running the same regression for different groups of observations...	Michael Blasnik michael.blasnik@...	Jul 13, 2004 12:02 pm
52232	This is to inform non-subscribers of the release of Stata Journal Volume 4, issue 2, 2004, mailed to subscribers on June 25. The journal issue contains the...	Nick Cox n.j.cox@...	Jul 13, 2004 12:53 pm
52233	MAJOR ERROR ON MY PART - I forgot to send the email in text format. I apologize for the html coding. __________________________ I have a PhD student who...	Amy Dunbar Amy.Dunbar@...	Jul 13, 2004 1:01 pm
52234	Dear Statalisters, Following on from my earlier problems with endogeneity and panel data, I now have a question with regard to the choice of the instrumental...	Cordula Stolberg cs32@...	Jul 13, 2004 2:16 pm
52235	I'm so excited, I finally get to contribute to the statalist after being an observer for a few months. Cordula, I don't think your plan will work. The...	Trivitt, Julie JTrivitt@...	Jul 13, 2004 2:27 pm
52236	Julie, Thanks for that. It's good to hear that I gave you the opportunity to contribute to the list...:) You wouldn't by any chance know another solution to my...	Cordula Stolberg cs32@...	Jul 13, 2004 2:40 pm
52237	Cordula, Unfortunately, I don't, but I'm still learning. Hopefully other list users will have a solution for you. Best of luck with your project. Julie ... ...	Trivitt, Julie JTrivitt@...	Jul 13, 2004 2:47 pm
52238	Codula, then you have to find one, using official sources of statistics. As an alternative, you can present these results as they are but hinting at the ...	Justina.Fischer@...	Jul 13, 2004 2:50 pm
52239	Cordula, If theory beind your model does not suggest any "external" instruments, one indirect solution would be to reformulate your model as a dynamic one...	Padraig Dixon padraig.dixon@...	Jul 13, 2004 2:54 pm
52240	... An ugly workaround for this is to write the path as c:\progra~1\ provided that you don't have any folders under c:\ with names starting with sequence...	Stas Kolenikov skolenik@...	Jul 13, 2004 4:04 pm
52241	Another partial work around, indirectly, is not to install stuff deep in a file hierarchy and never to use spaces in directory or folder names. For example, I...	Nick Cox n.j.cox@...	Jul 13, 2004 4:40 pm
52242	... There was a paper by Norman Johnson in about 1978 on the effect of the skewness of the original distribution on the t-tests. He came up with reasonably...	Stas Kolenikov skolenik@...	Jul 13, 2004 4:48 pm
52243	another word of caution is that IMHO the random effects are not consistently estimated, so one cannot be as serious about them as to put them into another...	Stas Kolenikov skolenik@...	Jul 13, 2004 4:54 pm
52244	I'm using xtprobit, pa with a robust option in order to estimate a panel data model in which my dependent variable is the decision of firm to invest(1) or not...	Daniela New danymarotta@...	Jul 13, 2004 4:56 pm
52245	... With -corr(exch)-, it does not have to bother to identify to which year an observation belongs. With -corr(uns)-, it does need this information to link the...	Stas Kolenikov skolenik@...	Jul 13, 2004 5:10 pm
52246	... You could of course use the -geqs()- option of -gllamm- to model the random effects as dependent variables in the same model. However, what do you think...	Michael Ingre Michael.Ingre@...	Jul 13, 2004 5:38 pm
52247	Announcing Sasst. I would like to make available to all Stata users a program I have developed for translating certain kinds of SAS code into Stata ...	David Kantor dkantor@...	Jul 13, 2004 6:11 pm
52248	Hi , I would like to add index i to some variable names. What is wrong with my code: variables: id a b c d foreach var of varlist a-d { rename "`var'"...	Oleksandr Shepotylo shepotil@...	Jul 13, 2004 7:29 pm
52249	Dear Statalisters, I am trying to count specific values in different variables and generate a new variable. How can I do it? Thanks Samir * * For searches...	samirkc samir.kc@...	Jul 13, 2004 7:37 pm
52250	... Well I am not sure I see how this would be done. Stata does have the analytical weights that are related to variances... but here you've only got one...	Stas Kolenikov skolenik@...	Jul 13, 2004 7:37 pm
52251	As the author of the SAS/Stata transer tools: savastata SAS macro, -savasas-, and -usesas-, I'd like to say that I'm very interested in Sasst. My programs are...	Dan Blanchette dan_blanchette@...	Jul 13, 2004 7:40 pm
52252	Oleksandr, You don't need the double quotes. foreach var of varlist a-d { rename `var' `var'_i } Friedrich Huebler ... __________________________________ Do...	Friedrich Huebler huebler@...	Jul 13, 2004 7:43 pm
52253	Shouldn't use the double quote. Try foreach var of varlist a-d { rename `var' `var'_i } ... * * For searches and help try: *...	Shourun Guo guosa@...	Jul 13, 2004 7:46 pm
52254	... I think I need to clarify. -gllapred- estimates subject specific standard deviations and means (i.e. one estimate for every subject). Now, if the theory is...	Michael Ingre Michael.Ingre@...	Jul 13, 2004 8:07 pm
52255	I have found the solution, using "neqany" function. samir ... * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html *...	samirkc samir.kc@...	Jul 13, 2004 8:10 pm
52256	Sasha, ... first of all, there is no -id- in your -varlist- second, let's see how Stata expands this stuff. For the first item in the list, it'll become rename...	Stas Kolenikov skolenik@...	Jul 13, 2004 8:32 pm
52257	Hello, Does anyone know whether or not STATA can calculate the shares of variation in a principal component attributable to its underlying variables, or, if...	Paul E. Karner pkarner@...	Jul 13, 2004 9:24 pm

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