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commands for stata, time series commands,panel data commands and primary data commands.

- VECM
- How to Arrange Panel Data for Eviews Into MS
- Quantative Techniqes
- VAR,VECM,Impulse response theory
- ARDL Eviews9 David Giles
- Panel Data
- Johanson Cointegration Test and ECM
- Autocorrelation
- Best Paper to Learn About Ardl
- Regression results elements
- List Of Impact Factor Journals
- Improve ARDL
- How to use microfit 5.pdf
- formatting of thesis
- DOLS Model
- Business Research Mathod
- stability diognostic through CUSUM
- Traditional granger causality (1969;1972) VS Toda and Yamamoto(1995)
- Primary Data Analysis
- Using Eviews to Construct an ARDL Bound Test Part 2

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download this file search following link.

Step #1:

Import data into STATA

https://drive.google.com/open?

id=0B5lNKqneWZwhYWlUQy04NFRKNXc

Setp#2:

At first step, always set time otherwise u may get error, set time with the help of following

command

tsset years, yearly

step#3:

If u need to see summary of variables type in stata command bar

summarize CO2 GDP OIL fdi PP or simpley write sum

these are my variables)

describe or list or br

step #4:

If u wishes to run correlation test then u may run by typing following command

correlate CO2 GDP OIL fdi

step#5:

If u wishes to run regression then u can with the help of following command

regress CO2 GDP OIL fdi

{note: CO2 GDP OIL fdi are my variables first I

wrote my dependent variable then all Independent variables}

step#6

If u wants to check normality then u has to perform two steps after regression means run

two commands consecutively

predict myResiduals, r

sktest myResiduals

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step#7

If u have run regression now, if u wish to check serial correlation then apply following

command

dwstat or estat bgodfrey

step#7

Suppose now u want to test heteroskedasticity

estat hettest, fstat or estat hettest

step#8

Suppose u now want to test multicollenearity

estat vif

Setep#8

Suppose now u want to see either model is miss specified or not /either we have omitted

variables or not/Ramsey RESET test

estat ovtest

Note all diagnostic tests can be run from post estimation option (statistics-----post

estimation)

How to test about structural breaks in data?

Statistics > Postestimation

Step#1

At first step run simple regression, normally we check structural break individually in each

variable, so run one by one regression like this, suppose I want to check structural breaks

in my dependent variable co2. So first I should run simple regression with only co2

regress co2

step#2

Now set time with following command

tsset year

step#3

Run following command to know about structural breaks.

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estat sbsingle

Out-of-date commands

These commands continue to work but are out-of-date as of Stata 9. Their replacements

are

Old command New command

-----------------------------hettest

estat hottest for HSK(HETEROSCADESTICITY)

imtest

estat imtest (meron & Trivedi's decomposition of IM-test)

ovtest

estat ovtest (Ramsey RESET test using powers of the fitted values of CO2

Ho: model has no omitted variables)

szroeter

estat szroeter

vif

estat vif

-----------------------------See regress postestimation.

Old command New command

-----------------------------archlm

estat archlm

bgodfrey

estat bgodfrey

durbina

estat durbinalt (FOR SERIAL CORRELATION ALTERNATIVE TO

DURBINWATSON TEST)

dwstat

estat dwatson

(DURBINWATSON TEST FOR S.C)

-----------------------------How to run time series ARDL MODEL?

Step#1

Import data into stata

Step#2 set times first otherwise u will get error message for time write the following

command.(if u have annually data otherwise u can change frequency like monthly etc.

tsset years, yearly

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Step#2

Write following command into command bar

ardl P YU EX HE, lag(1 1 2 3) ec

. ardl P YU EX HE, lag(1 1 2 3) ec

ARDL regression

Model: ec

Sample: 1983 - 2013

Number of obs

= 31

This is error

correction term

R-squared

= .91635127

Adj R-squared

= .87452691

Root MSE

= 83070.046

D.P

Coef.

Std. Err.

P>|t|

ADJ

P

L1.

-.0059958

.0017579

-3.41

0.003

-.0096627

-.0023289

YU

1797.459

14701.89

0.12

0.904

-28870.14

32465.06

EX

.0646155

.0122439

5.28

0.000

.0390751

.0901558

HE

.6086697

1.082744

0.56

0.580

-1.649894

2.867234

30.83755

26.00734

1.19

0.250

-23.41281

85.08792

D1.

-.0001549

.0000722

-2.14

0.045

-.0003056

-4.17e-06

LD.

-.0002417

.0000773

-3.13

0.005

-.000403

-.0000804

D1.

-.0011703

.0065507

-0.18

0.860

-.0148348

.0124942

LD.

-.0027493

.002675

-1.03

0.316

-.0083294

.0028307

L2D.

.0003703

.0015138

0.24

0.809

-.0027874

.003528

_cons

3314510

169730.1

19.53

0.000

2960459

3668561

LR

SR

YU

D1.

EX

HE

(not p,yu ex and he I have my variable first p is dependent variable while remaining are

independent variables , further I have space between all variables, and after comma I have

also space and after bracket close I have also space good luck,,, lags 1,1,2,3 indicating for

dependent variable there must be one lag and after dependendent variable for the first

independent variable also must be lag 1 and so one )

Step#4

If u wants to conform long run relationship to the help of bound test then write following

command in command box.

estat btest

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step#1 import data into STATA

Step#2

ardl CO2 GDP OIL fdi , lags(. . . 3) maxlag(3 3 3 3) (note: here co2 is my dependent

variable while other are independent variables, while lags(. . . 3) is showing that for the

first three variables means one dependent and other two independent variables I am

saying to stata that ,its all up to stata ,program itself can select optimal lags but 3

indicating that for last independent variable Im limiting program that there must be lag 3

for last variable, maxlag (3 3 3 3) showing we can add maximum lags 3333 for all variables

but it is ignorable

Step#3

If want to see how stata chose optimal lags then run following command

matrix list e(lags)

step#4

Suppose now you want to see error correction term, long run as well as short run results

then apply follow owing command

ardl CO2 GDP OIL fdi , ec

now you want to see bound test,

estat btest

Third Method of running ARDL in STATA

Step#1 first of all install package again command is here

net install ardl, from(http://www.kripfganz.de/stata/)

Step#2 or search ARDL package through stata command box using

help ardl or findit ardl

Setp#3 here we are going to run simple ardl like in eviews we get ardl results before bounds

tests and long run and short run , run following command in comamd bar first write your

dependent variable then all independent variables

ardl co2 he pop , aic

Step#3 As before going to long run and short run we go for bound tests values

to conform long run cointegration.

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Step#4 as in step 3 we conform about long run cointegration now we are

going to run long run and short run results with error correction term(ADJ)

here first I wrote my dependent variables then all independent .

ardl co2 he pop , aic ec regstore(ecreg)

Step#5 as now we have generate all results but we have need now of

diagnostic test for the store your step#4 results with this command estimates

restore ecreg

Step#6 after restoring your results in step 5 ,,, now run regres command

you will see your step 4 results will appear and after this you may run

following diagnostic test,

Step#7

Frequently ask question about ARDL USING STATA , it is acknowledge that i have

copied this post from Aymen Ammari time line

estat dwatson (Durbin Watson statistics, at 1st order autocorrelation).

estat archlm (ARCH LM test for higher order autocorrelation)

estat bgodfrey (Breusch Godfrey LM test for higher order autocorrelation)

estat hottest (Breusch Pagan Heteroscedasticity test)

estat ovtest (Ramsey RESET test)

estat vif (Test for the Multicollinearity)

And finally run after ARDL for the parameters stability .CUSUM TEST

Now If you want to run cusum test (parameters stability test) then run following command

first install this package ssc install cusum6 (note: internet is necessary for

installation)

now type this command cusum6 variable1 variable2 variable3,cs(cusum) lw(lower)

uw(upper)

Statistics > Multivariate time series > VAR diagnostics and tests > Lag-order selection

statistics (preestimation)

Or select optimal lags through following command

varsoc LOGFDI LOGGDP LOGDD LOGINF LOGEXCHRT, maxlag(8)

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. tsset year, yearly

time variable:

delta:

1 year

Selection-order criteria

Sample:

1992 - 2013

lag

LL

LR

Number of obs

df

FPE

AIC

HQIC

22

SBIC

-165.706

3.77983

15.5187

15.5772

15.7667

-53.6883

224.04

25

0.000

.001488

7.60803

7.95851

9.09582

-15.9819

75.413

25

0.000

.000715

6.4529

7.09544

9.1805

68.8475

169.66

25

0.000

.000013

1.01387

1.94847

4.98129

1703.49

3269.3

25

0.000

5.6e-66* -145.318

-144.091

-140.11

3236.36

3065.7

25

0.000

-284.214

-282.929

-278.759

3336.8

200.88

25

0.000

-293.345

-292.06

-287.89

3297.68 -78.245

25

-289.789

-288.504

-284.333

3354.19

25

0.000

Endogenous:

Exogenous:

113.04*

_cons

Or

Step#1

Step#2

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may get error

Write ur all variables

Normally use in between

5-10 and keep all thing

unchanged

Statistics > Multivariate time series > Cointegrating rank of a VECM

Step#1

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Step#2

dependent then all indep

Chose optimal lags, which u

deicide form lag length

criteria and ok

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Statistics > Multivariate time series > Vector error-correction model (VECM)

Step#1

And ok

Step#2

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dependent then all

independent variables

Write here number of

cointegration

equations which u finds

from Johansson test

but I would like to

suggest u add all the

time 1 for simplisticity

Add here

maximum

lags or

optimal

Step#3

Coef.

Std. Err.

P>|z|

D_P

_ce1

L1.

-.0002116

.0000693

-3.05

0.002

LD.

2.641314

L2D.

-2.631597

L3D.

-.0003474

-.0000758

.0914989

28.87

0.000

2.46198

2.820649

.1808343

-14.55

0.000

-2.986025

-2.277168

1.00195

.1026645

9.76

0.000

.8007314

1.203169

LD.

-17.44365

6.310434

-2.76

0.006

-29.81187

-5.075422

L2D.

-10.78266

4.202071

-2.57

0.010

-19.01857

-2.546755

L3D.

-2.692897

1.817526

-1.48

0.138

-6.255183

.8693891

LD.

-4.32e-06

9.15e-06

-0.47

0.637

-.0000222

.0000136

L2D.

-1.80e-06

9.17e-06

-0.20

0.845

-.0000198

.0000162

L3D.

.0000111

9.78e-06

1.13

0.257

-8.09e-06

.0000303

LD.

.0032082

.0011028

2.91

0.004

.0010467

.0053698

L2D.

.0011455

.0005591

2.05

0.040

.0000496

.0022414

L3D.

.0005969

.0003585

1.67

0.096

-.0001057

.0012996

_cons

-164710.4

57151.86

-2.88

0.004

-276726

-52694.85

negative and in between 01..which indicate error

correction term ,speed of

adjustment

YU

EX

HE

Step#4

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Wald test for short run causalities if you want to see jointly impact of lags variabels on

dependent variables

Go to statistics----post estimation---test, contrast, and comparison of parameters,---linear

test of parameters

How to run IMPULSE RESPONSE FUNTION

If u want to run through MANU,, follow these steps

Statistics > Multivariate time series > IRF and FEVD analysis > Graphs by impulse or

response

Step#1 (actually impulse response functions used after VAR models)

Run VECM model

Step#2

Then use irf create to estimate the IRFs and FEVDs and save them in a file, and finally use irf

graph or any of the other irf analysis commands to examine results:, like run following command

irf create order1, step(10) set(myirf1)

Step#3 now I want to see impulse response function, the following function will show over all

impulse response function results

irf graph irf, irf(order1)

step#4

suppose you are not interest in all variables response function ,I mean to say I just want to see

only independent variables shocks effect on dependent then apply following command.

irf graph irf, irf(order1) impulse(GDP OIL fdi) response(CO2) (note here GDP,OIL and fdi

are my independent variables and co2 dependent .

How to run var model?

Statistics > Multivariate time series > Vector autoregression (VAR)

Step#1

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Step#2

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Step#3

Equation

Parms

RMSE

R-sq

chi2

P>chi2

11

43425.6

1.0000

2.14e+07

0.0000

YU

11

580.764

0.7792

112.9032

0.0000

EX

11

2.3e+08

0.9691

1003.692

0.0000

HDI

11

1.01628

0.9989

6665.462

0.0000

HE

11

9.9e+06

0.3616

18.12447

0.0529

Coef.

Std. Err.

P>|z|

P

P

L1.

1.859308

.0743769

25.00

0.000

1.713532

2.005084

L2.

-.8601668

.0746806

-11.52

0.000

-1.006538

-.7137955

L1.

4.900434

11.82905

0.41

0.679

-18.28407

28.08494

L2.

.6010501

6.50086

0.09

0.926

-12.1404

13.3425

L1.

.0000743

.0000315

2.36

0.018

.0000125

.000136

L2.

.0000507

.0000366

1.39

0.166

-.000021

.0001223

L1.

10483.9

7579.004

1.38

0.167

-4370.678

25338.47

L2.

-13216.11

7908.145

-1.67

0.095

-28715.79

2283.57

L1.

-.0013774

.0007436

-1.85

0.064

-.0028348

.00008

L2.

-.0078436

.0040739

-1.93

0.054

-.0158283

.000141

_cons

477355

214606.1

2.22

0.026

56734.76

897975.3

YU

EX

HDI

HE

Statistics > Multivariate time series > VAR diagnostics and tests > Granger causality tests

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Setp#

U have no need to

change anything just

click ok

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dependent variables while YU,EX, HDI

ETC INDEPENDNET VARIAELS,

. vargranger

Granger causality Wald tests

Equation

Excluded

chi2

YU

.17274

0.917

EX

21.011

0.000

HDI

5.4149

0.067

HE

5.7897

0.055

ALL

40.749

0.000

YU

9.9949

0.007

YU

EX

8.8705

0.012

YU

HDI

3.3333

0.189

YU

HE

51.299

0.000

YU

ALL

93.069

0.000

EX

8.7329

0.013

EX

YU

1.4657

0.481

EX

HDI

4.4102

0.110

EX

HE

5.1576

0.076

EX

ALL

15.527

0.050

HDI

12.807

0.002

HDI

YU

3.519

0.172

HDI

EX

7.3963

0.025

HDI

HE

1042.9

0.000

HDI

ALL

1346.5

0.000

FIRST COLUM, SHOWING THT EX

JOINTLY GRANGER CUSE P IN SHORT

RUN . AS NULL HYPOTHESIS WAS NO

GRANGER CASUE AS PROBABLITY VALUE

IS LEST THAN 5% SO I CAN SAY HERE

THAT I HAVE TO ACCEPT ALTERNATIVE

HYPOTHESIS

How to take panel unit root

Statistics > Longitudinal/panel data > Linear models > Linear regression (FE, RE, PA, BE)

Setep#1

Give first id with following command..

egen country1=group( country) (note: if you have countries data)

egen Company1=group( Company)

panel

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Step#2

want to take unit root

Select if u

need

suppose u

want to add

time trend

the check

first option

Set time and give panel

id to cross sections

one

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Polled, random ,fixed effect ,hausman test.

1.import your data file into stata

2.now create a pool or simple stata give codes to each cross section or entity like if you have

different countries data or companies the u have to give specific code all countries or

companies, further if you have assign code by yourself suppose u did not write company name

like nestles but you indicated nestle with 111 now u see you have already given the code but

if you have simple right the name of company then u need to give also code

egen country1=group( country) (note: if you have countries data)

egen Company1=group( Company)

xtset Company1 year, yearly (note: hear I have yearly data and company1 is new variable

which I genrate in step 2)

4.now look at descriptive statistics

Xtsum variable1 variabel2

xtsum ENVC EPS ROA ROE ROC

4.1 suppose u want to make a graph

xtline CO2 energy gdp gi

4.2 for description of data

xtdescribe

5. Now run fixed effect model

Xtreg dependent variable1 independent variable 1234456,fe

xtreg ENVC EPS ROA ROE,fe

Now store result of fixed effect from this command

6.estimate store fe

xtreg dep indep1 indep2 indep3, re

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8. estimate store re

9. now the last thing what model is suitable random effect or fixed effect for this run Housman

test(note if you do not restore results of random effect and fixed effect may u face error prob)

hausman fe re

how to run pooled regression in stata

reg dep indep indep

10. Further u can double check either random /fixed effect /or polled appropriate. But note,

suppose hausaman verified random effect is appropriate, so we can double check for step 9,

suppose hausman test verified random effect model is appropriates so in step ten we will

conform either really random effect is appropriate or not so we will run test and verify

hypothesis between polled model and random effect actually we have already done with fixed

effect using hausman test.stepsstatisticslongitudinal /panel data---linear model--langrangian multiplier and null hypothesis is polled is appropriate. And alternative hypothesis is

random effect is appropriate.

How to run 2sls two stage least square

Statistics > Endogenous covariates > Single-equation instrumental-variables regression

Step#1

ivregress 2sls consumtion remetence (income = investment)

(note here income is my endogenous and investment instrumental is my instrumental

variables)

Step#2

As I have run 2sls model but now I have to conform that either in reality really endogeniety

problem was exist or not

estat endog

if probability value comes more than 5% then we say there is no endogeniety but if prob value

comes less than in this case we say there is endogeniety prob,, which is desirable;

setp#3

Now I have I have conform either endogeniety problem exist or not now I want to know either

my instruments are weak or strong

estat firststage

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step#4

Now I want to know either my instruments are over identified or not?

estat overid

{ sargan and basman test is used to know about the over identification if probability value

comes of thesis test more than5% we say model is correct specified

Null hypothesis for over identified instruments: instrument set is valid and the model is correct

specified}

1) First of all install this package to run PANEL ARDL ssc install xtpmg, replace

2) Suppose you think you have installed this package but still you are not sure then type in

command bar type xtpmg

3) If u see message of no found then install otherwise you have already install it.

here we shall Run MG (average):

xtpmg d.CO2 d.energy d.gdp , lr(l.CO2 energy gdp ) ec(ECT) replace mg

here we shall Run MG (individual):

(It allows for all coefficients to vary and be heterogeneous in the long-run and short-run.

However, the necessary condition for the consistency and validity of this approach is to

have a sufficiently large time-series dimension of the data.)

xtpmg d.CO2 d.energy d.gdp , lr(l.CO2 energy gdp ) ec(ECT) replace full mg

here we shall Run PMG (average):

xtpmg d.CO2 d.energy d.gdp , lr(l.CO2 energy gdp ) ec(ECT) replace pmg

here we shall Run PMG (individual):

(The main characteristic of PMG is that it allows short-run coefficients, including the

intercepts, the speed of adjustment to the long-run equilibrium values, and error

variances to be heterogeneous country by country, while the long-run slope coefficients

are restricted to be homogeneous across countries.)

xtpmg d.CO2 d.energy d.gdp , lr(l.CO2 energy gdp ) ec(ECT) replace full pmg

here we shall Run Hausman test to choose between MG and PMG:

hausman mg pmg, sigmamore

now if our probability value comes more than 5% we run PMG

if our probability value comes less than 5% we run MG

Running DFE:

xtpmg d.CO2 d.energy d.gdp , lr(l.CO2 energy gdp ) ec(ECT) replace dfe

* Running Hausman test to choose between MG and DFE:

hausman mg DFE, sigmamore

Note:

TECHNIQUES

SAEEDK8KHAN@GMAIL.COM

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Muhammad saeed AAS Khan Meo, Superior university Lahore Pakistan

Suppose you want to run all these tests on your data, so simple just import your data into

stata and copy command from here into stata command bar and replace my variables

name with yours.

Good luck.

PANEL ARDL

Pooled Mean Group (PMG) model

The main characteristic of PMG is that it allows short-run coefficients, including the intercepts, the

speed of adjustment to the long-run equilibrium values, and error variances to be heterogeneous

country by country, while the long-run slope coefficients are restricted to be homogeneous across

countries. This is particularly useful when there are reasons to expect that the long-run equilibrium

relationship between the variables is similar across countries or, at least, a sub-set of them. The

shortrun adjustment is allowed to be country-specific, due to the widely different impact of the

vulnerability to financial crises and external shocks, stabilization policies, monetary policy and so on.

However, there are several requirements for the validity, consistency and efficiency of this

methodology. First, the existence of a long-run relationship among the variables of interest requires the

coefficient on the errorcorrection term to be negative and not lower than -2. Second, an important

assumption for the consistency of the ARDL model is that the resulting residual of the error-correction

model be serially uncorrelated and the explanatory variables can be treated as exogenous. Such

conditions can be fulfilled by including the ARDL (p,q) lags for the dependent (p) and independent

variables (q) in error correction form. Third, the relative size of T and N is crucial, since when both of

them are large this allows us to use the dynamic panel technique, which helps to avoid the bias in the

average estimators and resolves the issue of heterogeneity. Eberhardt and Teal (2010) argue that the

treatment of heterogeneity is central to understanding the growth process. Therefore, failing to fulfil

these conditions will produce inconsistent estimation in PMG.

The PMG estimator constrains the long term coefficients to be the same across countries and allows

only the short-term coefficients to vary.

Mean Group (MG) estimator

The second technique (MG) introduced by Pesaran and Smith, (1995) calls for estimating separate

regressions for each country and calculating the coefficients as unweight means of the estimated

coefficients for the individual countries. This does not impose any restrictions. It allows for all

coefficients to vary and be heterogeneous in the long-run and short-run. However, the necessary

condition for the consistency and validity of this approach is to have a sufficiently large time-series

dimension of the data. The cross-country dimension should also be large (to include about 20 to 30

countries). Additionally, for small N the average estimators (MG) in this approach are quite sensitive to

outliers and small model permutations (see Favara, 2003).

PRAY FOR MY TEACHERS AND FAMILY VISIT MY BLOG FOR RESEAR TIPS AND ECONOMETRIC

TECHNIQUES

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Muhammad saeed AAS Khan Meo, Superior university Lahore Pakistan

Dynamic Fixed Effects (DFE) model

Finally, the dynamic fixed effects estimator (DFE) is very similar to the PMG estimator and imposes

restrictions on the slope coefficient and error variances to be equal across all countries in the long run.

The DFE model further restricts the speed of adjustment coefficient and the short-run coefficient to be

equal too. However, the model features country-specific intercepts. DFE has cluster option to estimate

intra-group correlation with the standard error (Blackburne and Frank, 2007). Nevertheless, Baltagi, Gri,

and Xiong (2000) point out that this model is subject to a simultaneous equation bias due to the

endogeneity between the error term and the lagged dependent variable in case of small sample size.

Setpe# import data

Step#2 install following package

ssc install ltimbimata, replace

Step#3 Before beginning the estimations, we use the set more off instruction to tell Stata not to

pause when displaying the output.

set more off

Step#4 now run dols model, we regress iskr (dependent variable) on the regressors (gdskr

irxmap1 defigd2 ltinflcd opins2 totwdct ltdgdpd).

xtdolshm iskr gdskr irxmap1 defigd2 ltinflcd opins2 totwdct ltdgdpd

Step#5 if you want to increase lags and leads

xtdolshm iskr gdskr irxmap1 defigd2 ltinflcd opins2 totwdct, nla(3) nle(4)

step#6 if you want estimation at 10 % level of significance

xtdolshm iskr gdskr irxmap1 defigd2 ltinflcd opins2 totwdct, nla(3) nle(4) level(90)

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Muhammad saeed AAS Khan Meo, Superior university Lahore Pakistan

Step#1

Suppose I want to see descriptive statistics of my variables

summarize cs1 cs2 cs3 cs4

step#2

*suppose you want to know about correlation among variables

correlate cs1 cs2 cs3 cs4

step#3

*now you want to check reliability(cronbach alpha values) of items ,so first write alpha then all

items with space

alpha cs1 cs2 cs3 cs4

Step#4

*now we are going to run PCA and want to see egen values /component means from the items

how much component we can create

pca cs1 cs2 cs3 cs4

step#5

Now i also want to know about the KMO value of PCA

estat kmo, novar

step#6

*now i want to make a construct/variables from (4 items)cs1 cs2 cs3 cs4 and suppose i give

name to this new single variable like saeed1

PRAY FOR MY TEACHERS AND FAMILY VISIT MY BLOG FOR RESEAR TIPS AND ECONOMETRIC

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SAEEDK8KHAN@GMAIL.COM

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Muhammad saeed AAS Khan Meo, Superior university Lahore Pakistan

Step#6

Actually I have converted my all items into variables now I want to run regressions between

these variables

regress cs1 cs2 cs3 cs4

PCA)

Last tips and tricks

1. Suppose you want to generate a series of square of any variable

gen cs1sqrt=sqrt( cs1)

gen cs1log=log( cs1)

3. Suppose u want to add two variables

gen cs1pluscs3 = cs1+cs3

4. Suppose you want to generate series with first difference

5. generate fdpop = d.pop

Suppose you are running any test but at some points you got confused/ stuck so how u can

precede now, suppose I was running panel unit root but I was not sure about null hypothesis

of different test how I can precede now? So to get rid of this problem see following pics and

enjoy.

TECHNIQUES

SAEEDK8KHAN@GMAIL.COM

WWW.SAEEDMEO.BLOGSPOT.COM

Muhammad saeed AAS Khan Meo, Superior university Lahore Pakistan

In this you can see description about the null hypothesis of all tests so u can get rid of any

problem just click on help button

TECHNIQUES

SAEEDK8KHAN@GMAIL.COM

WWW.SAEEDMEO.BLOGSPOT.COM

Muhammad saeed AAS Khan Meo, Superior university Lahore Pakistan

TECHNIQUES

SAEEDK8KHAN@GMAIL.COM

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