![]() ![]() And, 2 control variables are size and economic growth of province. In total, we have 11 independent variables that are distinguished in three groups, including: 3 variables associated with the FDI inflow stocks 5 variables associated with the employment in FDI sector, and 3 variables associated with the performance of FDI in provinces. Here are the variables of our research in which Dependent variable is the adjusted net savings that assess the sustainable development of Vietnam provinces. The objective of our research aims to study the relationship between foreign direct investment (FDI) and sustainability at provincial level in a developing host country as Vietnam for the period between the years of 20. If not, Stata will count as another thing or ignore it. Note that you should make attention for assuring that all data of one thing such as one entity are coded exactly the same. In this sample, “id” represents the entities as Vietnam provinces that we code them in number and “year” represents the time variable (t). These data were collected from the statistical yearbooks of Vietnam’s provinces during the period from 2010 to 2016 then cleaned by eliminating some missing-data provinces and year-observations. ![]() ![]() ![]() Our panel data used in this article, that you can download here in Stata datasheet or Excel data, includes 434 year-observations of 62 provinces as entities of our sample each province has 7 year-observations. You can see the theoretical difference of regression models with Panel data (fixed-effects, random-effects, and pooled OLS) in the previous article. We will show you how to perform step by step on our panel data, from which we published the results in our article on Sustainability review in 2019 (see Nguyen Hoang Viet, Phan Thanh Tu and Lobo Antonio, 2019). In any case, the following is an example replicating two way fixed effects model estimates from PROC PANEL using PROC MIXED and PROC GLM.This article introduces the practical process of choosing Fixed-Effects, Random-Effects or Pooled OLS Models in Panel data analysis. If you can do the same in STATA and print out the fixed effects estimates as well, that may be helpful for you to verify your model specified in STATA, and how they compare with the fixed effects estimates in PROC PANEL. Two way fixed effects model should produce fixed effects estimates for both cross sections and time periods. In PROC PANEL, you can use PRINTFIXED option in the MODEL statement to print out the fixed effects estimates on the cross sections and time periods dummies. I do not have knowledge about STATA command to comment on whether you are specifying the same two way fixed effects model in STATA, but one thing you may want to check first is whether your STATA command is fitting a one way fixed effects model or a two way fixed effects model. An example is given at the end of this message. You can verify the results from PROC PANEL by specifying the two way fixed effects model using PROC MIXED or PROC GLM. The two way fixed effects model parameter estimates can be replicated by running a regression with dummy variables on both cross sections and time periods. ![]()
0 Comments
Leave a Reply. |
AuthorWrite something about yourself. No need to be fancy, just an overview. ArchivesCategories |