Re: [R] 2SLS for panel data, re
Hi Millo Giovanni,
Thanks for your response. In regards to my STATA code it would be:
xi:xtiverg wecon polrightsreversed lnrgdpch execleft mulim2 c100rat
c1100rat i.year
(trade fdistockgdp = lnpop lnarea devcountrycomlanguage bitcum), re.
Any suggestions will help so much..
Regards
On Thursday, November 14, 2013 8:12:33 AM UTC-8, Phdstudent2 wrote:
>
> Hi,
>
> I am trying to estimate a 2sls using panel data (random effect model). I
> tried the same estimation in STATA using the ivtreg2 command. However
> STATA
> and R are giving me two different results. I figure there is something
> with
> my R code:
>
> iv=plm(formula=wecon~fdistockgdp +trade + polrightsreversed +lnrgdpch +
> execleft + muslim2+c100rat +c111rat +yeardum| polrightsreversed+lnrgdpch+
> execleft+muslim2+c100rat+c111rat+yeardum
> +lnpop+lnarea+devcountrycomlanguage+bitcum,
> data = women, index = c("country", "year"), random.method = c("swar"),
> inst.method = c("bvk"), model="random")
> summary(iv)
>
> Coefficients :
> Estimate Std. Error t-value Pr(>|t|)
> (Intercept) -0.2258528 0.2951301 -0.7653 0.4441954
> fdistockgdp -0.0067207 0.0077315 -0.8693 0.3847993
> trade 0.0068462 0.0023687 2.8903 0.0038863 **
> polrightsreversed 0.0092366 0.0106174 0.8699 0.3844229
> lnrgdpch 0.1246679 0.0389043 3.2045 0.0013724 **
> execleft 0.1118046 0.0340817 3.2805 0.0010524 **
> muslim2 -0.0044742 0.0012433 -3.5986 0.0003270 ***
> c100rat0.0226208 0.0595134 0.3801 0.7039114
> c111rat0.0165951 0.0618339 0.2684 0.7884310
> yeardum19820.1479947 0.0588824 2.5134 0.0120282 *
> yeardum19830.1783255 0.0606153 2.9419 0.0032958 **
> yeardum19840.0344572 0.0597167 0.5770 0.5639907
> yeardum19850.2206961 0.0610344 3.6159 0.0003060 ***
> yeardum19860.2428015 0.0649779 3.7367 0.0001912 ***
> yeardum19870.0489043 0.0615708 0.7943 0.4271186
> yeardum19880.2243599 0.0605343 3.7063 0.0002155 ***
> yeardum19890.2215060 0.0624042 3.5495 0.0003940 ***
> yeardum19900.0688333 0.0607056 1.1339 0.2569648
> yeardum19910.1370871 0.0638830 2.1459 0.0319892 *
> yeardum19920.1851857 0.0630868 2.9354 0.0033655 **
> yeardum19930.0904620 0.0698526 1.2950 0.1954420
> yeardum19940.1003735 0.0737431 1.3611 0.1736137
> yeardum19950.1164818 0.0721240 1.6150 0.1064494
> yeardum19960.0482520 0.0787232 0.6129 0.5399837
> yeardum19970.1049161 0.0895001 1.1722 0.2412247
> yeardum19980.2191887 0.1109757 1.9751 0.0483807 *
> yeardum19990.1573342 0.1397150 1.1261 0.2602422
> yeardum20000.1532796 0.1627206 0.9420 0.3463059
> ---
> However STATA gives me
>
> ---
> wecon | Coef. Std. Err. zP>|z| [95% Conf.
> Interval]
> --+-
> ---
> trade | .0093915 .0027483 3.42 0.001 .004005
> .014778
> fdistockgdp | -.0169171 .0092405-1.83 0.067-.0350281
> .0011938
> polrightsreversed | .0165855 .0119176 1.39 0.164-.0067726
> .0399436
> lnrgdpch | .1045675 .0431179 2.43 0.015 .0200579
> .189077
> execleft | .1373652 .0384442 3.57 0.000 .0620159
> .2127145
> muslim2 | -.0043645 .0013551-3.22 0.001-.0070205
> -.0017085
> c100rat | .0480539 .0657304 0.73 0.465-.0807752
> .1768831
> c111rat | .0170048 .0676272 0.25 0.801-.1155421
> .1495516
>
> Really would appreciate any help explaining why the results are so
> different
>
> [[alternative HTML version deleted]]
>
> __
> R-help@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
__
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
[R] 2SLS for panel data, re
Dear Chanita,
impossible to tell without a reproducible example. You do not even
include your Stata call.
Assuming you meant 'ivreg2' w/o "t", there are four rows of possible
arguments to it in the help page, but I don't seem to find any switch
for random effects. Are you sure you are not comparing a RE model with a
pooled one?
Best wishes,
Giovanni
Giovanni Millo, PhD
Research Dept.,
Assicurazioni Generali SpA
Via Machiavelli 3,
34132 Trieste (Italy)
tel. +39 040 671184
fax +39 040 671160
-- original message --
Date: Thu, 14 Nov 2013 08:12:33 -0800
From: Chanita Holmes
To: r-help@r-project.org
Subject: [R] 2SLS for panel data, re
Message-ID:
Content-Type: text/plain
Hi,
I am trying to estimate a 2sls using panel data (random effect model). I
tried the same estimation in STATA using the ivtreg2 command. However
STATA
and R are giving me two different results. I figure there is something
with
my R code:
iv=plm(formula=wecon~fdistockgdp +trade + polrightsreversed +lnrgdpch +
execleft + muslim2+c100rat +c111rat +yeardum|
polrightsreversed+lnrgdpch+
execleft+muslim2+c100rat+c111rat+yeardum
+lnpop+lnarea+devcountrycomlanguage+bitcum,
data = women, index = c("country", "year"), random.method = c("swar"),
inst.method = c("bvk"), model="random")
summary(iv)
Coefficients :
Estimate Std. Error t-value Pr(>|t|)
(Intercept) -0.2258528 0.2951301 -0.7653 0.4441954
fdistockgdp -0.0067207 0.0077315 -0.8693 0.3847993
trade 0.0068462 0.0023687 2.8903 0.0038863 **
polrightsreversed 0.0092366 0.0106174 0.8699 0.3844229
lnrgdpch 0.1246679 0.0389043 3.2045 0.0013724 **
execleft 0.1118046 0.0340817 3.2805 0.0010524 **
muslim2 -0.0044742 0.0012433 -3.5986 0.0003270 ***
c100rat0.0226208 0.0595134 0.3801 0.7039114
c111rat0.0165951 0.0618339 0.2684 0.7884310
yeardum19820.1479947 0.0588824 2.5134 0.0120282 *
yeardum19830.1783255 0.0606153 2.9419 0.0032958 **
yeardum19840.0344572 0.0597167 0.5770 0.5639907
yeardum19850.2206961 0.0610344 3.6159 0.0003060 ***
yeardum19860.2428015 0.0649779 3.7367 0.0001912 ***
yeardum19870.0489043 0.0615708 0.7943 0.4271186
yeardum19880.2243599 0.0605343 3.7063 0.0002155 ***
yeardum19890.2215060 0.0624042 3.5495 0.0003940 ***
yeardum19900.0688333 0.0607056 1.1339 0.2569648
yeardum19910.1370871 0.0638830 2.1459 0.0319892 *
yeardum19920.1851857 0.0630868 2.9354 0.0033655 **
yeardum19930.0904620 0.0698526 1.2950 0.1954420
yeardum19940.1003735 0.0737431 1.3611 0.1736137
yeardum19950.1164818 0.0721240 1.6150 0.1064494
yeardum19960.0482520 0.0787232 0.6129 0.5399837
yeardum19970.1049161 0.0895001 1.1722 0.2412247
yeardum19980.2191887 0.1109757 1.9751 0.0483807 *
yeardum19990.1573342 0.1397150 1.1261 0.2602422
yeardum20000.1532796 0.1627206 0.9420 0.3463059
---
However STATA gives me
---
wecon | Coef. Std. Err. zP>|z| [95%
Conf.
Interval]
--+-
---
trade | .0093915 .0027483 3.42 0.001 .004005
.014778
fdistockgdp | -.0169171 .0092405-1.83 0.067-.0350281
.0011938
polrightsreversed | .0165855 .0119176 1.39 0.164-.0067726
.0399436
lnrgdpch | .1045675 .0431179 2.43 0.015 .0200579
.189077
execleft | .1373652 .0384442 3.57 0.000 .0620159
.2127145
muslim2 | -.0043645 .0013551-3.22 0.001-.0070205
-.0017085
c100rat | .0480539 .0657304 0.73 0.465-.0807752
.1768831
c111rat | .0170048 .0676272 0.25 0.801-.1155421
.1495516
Really would appreciate any help explaining why the results are so
different
[[alternative HTML version deleted]]
- end original message -
Ai sensi del D.Lgs. 196/2003 si precisa che le informazi...{{dropped:12}}
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
[R] 2SLS for panel data, re
Hi,
I am trying to estimate a 2sls using panel data (random effect model). I
tried the same estimation in STATA using the ivtreg2 command. However STATA
and R are giving me two different results. I figure there is something with
my R code:
iv=plm(formula=wecon~fdistockgdp +trade + polrightsreversed +lnrgdpch +
execleft + muslim2+c100rat +c111rat +yeardum| polrightsreversed+lnrgdpch+
execleft+muslim2+c100rat+c111rat+yeardum
+lnpop+lnarea+devcountrycomlanguage+bitcum,
data = women, index = c("country", "year"), random.method = c("swar"),
inst.method = c("bvk"), model="random")
summary(iv)
Coefficients :
Estimate Std. Error t-value Pr(>|t|)
(Intercept) -0.2258528 0.2951301 -0.7653 0.4441954
fdistockgdp -0.0067207 0.0077315 -0.8693 0.3847993
trade 0.0068462 0.0023687 2.8903 0.0038863 **
polrightsreversed 0.0092366 0.0106174 0.8699 0.3844229
lnrgdpch 0.1246679 0.0389043 3.2045 0.0013724 **
execleft 0.1118046 0.0340817 3.2805 0.0010524 **
muslim2 -0.0044742 0.0012433 -3.5986 0.0003270 ***
c100rat0.0226208 0.0595134 0.3801 0.7039114
c111rat0.0165951 0.0618339 0.2684 0.7884310
yeardum19820.1479947 0.0588824 2.5134 0.0120282 *
yeardum19830.1783255 0.0606153 2.9419 0.0032958 **
yeardum19840.0344572 0.0597167 0.5770 0.5639907
yeardum19850.2206961 0.0610344 3.6159 0.0003060 ***
yeardum19860.2428015 0.0649779 3.7367 0.0001912 ***
yeardum19870.0489043 0.0615708 0.7943 0.4271186
yeardum19880.2243599 0.0605343 3.7063 0.0002155 ***
yeardum19890.2215060 0.0624042 3.5495 0.0003940 ***
yeardum19900.0688333 0.0607056 1.1339 0.2569648
yeardum19910.1370871 0.0638830 2.1459 0.0319892 *
yeardum19920.1851857 0.0630868 2.9354 0.0033655 **
yeardum19930.0904620 0.0698526 1.2950 0.1954420
yeardum19940.1003735 0.0737431 1.3611 0.1736137
yeardum19950.1164818 0.0721240 1.6150 0.1064494
yeardum19960.0482520 0.0787232 0.6129 0.5399837
yeardum19970.1049161 0.0895001 1.1722 0.2412247
yeardum19980.2191887 0.1109757 1.9751 0.0483807 *
yeardum19990.1573342 0.1397150 1.1261 0.2602422
yeardum20000.1532796 0.1627206 0.9420 0.3463059
---
However STATA gives me
---
wecon | Coef. Std. Err. zP>|z| [95% Conf.
Interval]
--+-
---
trade | .0093915 .0027483 3.42 0.001 .004005
.014778
fdistockgdp | -.0169171 .0092405-1.83 0.067-.0350281
.0011938
polrightsreversed | .0165855 .0119176 1.39 0.164-.0067726
.0399436
lnrgdpch | .1045675 .0431179 2.43 0.015 .0200579
.189077
execleft | .1373652 .0384442 3.57 0.000 .0620159
.2127145
muslim2 | -.0043645 .0013551-3.22 0.001-.0070205
-.0017085
c100rat | .0480539 .0657304 0.73 0.465-.0807752
.1768831
c111rat | .0170048 .0676272 0.25 0.801-.1155421
.1495516
Really would appreciate any help explaining why the results are so different
[[alternative HTML version deleted]]
__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
