Does anyone got the example dataset opreg.dta in "Production function estimation in Stata using the Olley and Pakes method" Thanks!

[owen wang]

I'm reading the paper "Production function estimation in Stata using the Olley and Pakes method"

[Jorge Eduardo Perez Perez]

From the FAQ

Please give precise literature references. The literature familiar to you will be not be familiar to all members of Statalist. Do not refer to publications with just author and date, as in Sue, Grabbit, and Runne (1989).
References should be in a form that you would expect in an academic publication or technical document. Good practice is to give a web link accessible to all or alternatively full author name(s), date, paper title, journal title, and volume and page numbers in the case of a journal article.

[owen wang]

I'm sorry, I should have given a precise reference. The precise reference I refer to is:
M. Yasar, R. Raciborski, and B. Poi (2008). Production function estimation in Stata using the Olley and Pakes method, The Stata Journal,Volume 8 Number.

[owen wang]

Thanks Jorge!

[Jorge Eduardo Perez Perez]

They use the Compustat North America dataset, which seems to be restricted access. You may need to get it through an university library.

[Alessandro DiNola]

Actually I tried to replicate their estimation results using Compustat but I got very different numbers. The real issue is not having access to the data, but how Yasar et al. created the variables (for example materials and firm age). I think they should provide a complete do file to enable interested readers to replicate their findings

[Alessandro DiNola]

For example, Yasar et al. run the following code:

xtset gvkey year
opreg lny, exit(exit) state(age lnkop) proxy(lninv) free(lnl lnm) cvars(t) second vce(bootstrap, seed(1) reps(2))

Among the free variables they use lnl (log of labor) and lnm (log of materials, i.e. intermediate inputs). I guess that they compute labor as the number of employees (EMP in Compustat) but what about materials?
Bottom point is that if they don't provide the example dataset opreg.dta, it is very difficult to replicate their results, even if you have access to Compustat like myself

[Rafal Raciborski (StataCorp)]

A revised web appendix for the opreg command is available here; the revision adds notes on variable construction used in the opreg example.

[Fu Wenqiang]

I want it too. thanks!

[ericmelse]

Dear Fu, I cannot refer you to this dta file, but note that a more recent implementation of

• the Olley and Pakes methodology, as well as
• the Levinsohn and Petrin methodology,
• the Wooldridge methodology and
• the Mollisi and Rovigatti methodology

was published by: Rovigatti, G., & Mollisi, V. (2018). Theory and Practice of Total-Factor Productivity Estimation: The Control Function Approach using Stata. The Stata Journal, 18(3), 618-662. https://doi.org/10.1177/1536867X1801800307