Panel data repeated timevalues (missing coefficients)

[Simon Petersen]

Hi Stata-users

I have a panel dataset, which I would like to estimate. However, once i estimate the dataset, I only get one intercept-coefficient and one intersect-coefficienten (I would like to get these for every timeperiod in the paneldata-set (without estimating the model certain times)

Any ideas how to fix this?

time	sector	sector_lag	GDP	interest	unem
1995	0,01643335362		6,20000000000	3,02758726725	6,71666666667
1996	0,00452548330	0,01643335362	4,00000000000	2,90009976874	6,33333333333
1997	-0,00325083118	0,00452548330	3,70000000000	3,26089015775	5,24166666667
1998	0,01989827786	-0,00325083118	4,30000000000	2,21815874224	4,86666666667
1999	0,02092760181	0,01989827786	3,40000000000	2,94802216064	5,16666666667
2000	-0,00447352766	0,02092760181	5,00000000000	3,74686259540	4,32500000000
2001	0,04019990877	-0,00447352766	4,70000000000	0,82315299801	4,52500000000
2002	-0,00003960631	0,04019990877	3,50000000000	0,46634557149	4,58333333333
2003	0,04218402066	-0,00003960631	2,40000000000	0,39005855649	5,40833333333
2004	0,00361583128	0,04218402066	2,20000000000	2,66821926742	5,50000000000
2005	-0,01248944662	0,00361583128	2,20000000000	2,33664130822	4,84166666667
2006	-0,00665409936	-0,01248944662	3,20000000000	3,91300797831	3,90833333333
2007	0,00073518292	-0,00665409936	4,40000000000	0,90923892830	3,75000000000
2008	0,00487628683	0,00073518292	5,30000000000	-0,51201674485	3,70833333333
2009	0,02960031944	0,00487628683	2,50000000000	-4,90654772965	6,40833333333
2010	0,02491623914	0,02960031944	1,20000000000	1,87099114718	7,76666666667
2011	0,09747219172	0,02491623914	1,40000000000	1,33677776690	7,75833333333
2012	0,02007402934	0,09747219172	0,60000000000	0,22649979180	7,80000000000
2013	0,10562852740	0,02007402934	0,30000000000	0,93334097237	7,39166666667
2014	0,01330636697	0,10562852740	0,30000000000	1,61939381103	6,88333333333
2015	0,01289960765	0,01330636697	-0,10000000000	2,34259110757	6,30000000000
2016	-0,00300736921	0,01289960765	-0,10000000000	3,24595698524	6,00833333333
2017	-0,05833115731	-0,00300736921	-0,30000000000	2,82173634129	5,81666666667
2018	0,03123449995	-0,05833115731	-0,30000000000	1,98953731496	5,11666666667
2019	0,00010630004	0,03123449995	-0,40000000000	2,11466420842	5,05833333333
2020	-0,00567899252	0,00010630004	-0,20000000000	-2,06212495876	5,65000000000
1995	0,01035391566		6,20000000000	3,02758726725	6,71666666667
1996	0,00588449477	0,01035391566	4,00000000000	2,90009976874	6,33333333333
1997	0,00961018298	0,00588449477	3,70000000000	3,26089015775	5,24166666667
1998	-0,00550112690	0,00961018298	4,30000000000	2,21815874224	4,86666666667
1999	0,00012280788	-0,00550112690	3,40000000000	2,94802216064	5,16666666667
2000	0,01656447184	0,00012280788	5,00000000000	3,74686259540	4,32500000000
2001	0,04446980014	0,01656447184	4,70000000000	0,82315299801	4,52500000000
2002	-0,59661172161	0,04446980014	3,50000000000	0,46634557149	4,58333333333
2003	-2,38681793625	-0,59661172161	2,40000000000	0,39005855649	5,40833333333
2004	-0,48643410853	-2,38681793625	2,20000000000	2,66821926742	5,50000000000
2005	-0,00820629271	-0,48643410853	2,20000000000	2,33664130822	4,84166666667
2006	0,00048231321	-0,00820629271	3,20000000000	3,91300797831	3,90833333333
2007	0,00044688490	0,00048231321	4,40000000000	0,90923892830	3,75000000000
2008	0,00624805138	0,00044688490	5,30000000000	-0,51201674485	3,70833333333
2009	0,01831242997	0,00624805138	2,50000000000	-4,90654772965	6,40833333333
2010	0,01126342463	0,01831242997	1,20000000000	1,87099114718	7,76666666667
2011	0,00317375645	0,01126342463	1,40000000000	1,33677776690	7,75833333333
2012	0,00584163512	0,00317375645	0,60000000000	0,22649979180	7,80000000000
2013	0,03208122150	0,00584163512	0,30000000000	0,93334097237	7,39166666667
2014	-0,00031343260	0,03208122150	0,30000000000	1,61939381103	6,88333333333
2015	0,00695866379	-0,00031343260	-0,10000000000	2,34259110757	6,30000000000
2016	-0,00626917857	0,00695866379	-0,10000000000	3,24595698524	6,00833333333
2017	0,00084048302	-0,00626917857	-0,30000000000	2,82173634129	5,81666666667
2018	0,00766556063	0,00084048302	-0,30000000000	1,98953731496	5,11666666667
2019	-0,00109157853	0,00766556063	-0,40000000000	2,11466420842	5,05833333333
2020	0,00847496235	-0,00109157853	-0,20000000000	-2,06212495876	5,65000000000
1995	0,00566086285		6,20000000000	3,02758726725	6,71666666667
1996	0,02670913992	0,00566086285	4,00000000000	2,90009976874	6,33333333333
1997	-0,00682157323	0,02670913992	3,70000000000	3,26089015775	5,24166666667
1998	0,00030063767	-0,00682157323	4,30000000000	2,21815874224	4,86666666667
1999	0,00614891748	0,00030063767	3,40000000000	2,94802216064	5,16666666667
2000	0,00333784012	0,00614891748	5,00000000000	3,74686259540	4,32500000000
2001	0,04543097603	0,00333784012	4,70000000000	0,82315299801	4,52500000000
2002	0,00095226684	0,04543097603	3,50000000000	0,46634557149	4,58333333333
2003	0,00839191536	0,00095226684	2,40000000000	0,39005855649	5,40833333333
2004	0,00053557025	0,00839191536	2,20000000000	2,66821926742	5,50000000000
2005	-0,01190313956	0,00053557025	2,20000000000	2,33664130822	4,84166666667
2006	-0,00119274481	-0,01190313956	3,20000000000	3,91300797831	3,90833333333
2007	0,00561383697	-0,00119274481	4,40000000000	0,90923892830	3,75000000000
2008	0,03215829312	0,00561383697	5,30000000000	-0,51201674485	3,70833333333
2009	0,08113767762	0,03215829312	2,50000000000	-4,90654772965	6,40833333333
2010	-0,12212131555	0,08113767762	1,20000000000	1,87099114718	7,76666666667
2011	0,01790464632	-0,12212131555	1,40000000000	1,33677776690	7,75833333333
2012	0,06796704854	0,01790464632	0,60000000000	0,22649979180	7,80000000000
2013	0,00646627181	0,06796704854	0,30000000000	0,93334097237	7,39166666667
2014	0,01010548988	0,00646627181	0,30000000000	1,61939381103	6,88333333333
2015	0,01136166741	0,01010548988	-0,10000000000	2,34259110757	6,30000000000
2016	-0,00471415296	0,01136166741	-0,10000000000	3,24595698524	6,00833333333
2017	-0,00131428086	-0,00471415296	-0,30000000000	2,82173634129	5,81666666667
2018	0,00887590855	-0,00131428086	-0,30000000000	1,98953731496	5,11666666667
2019	-0,00222528556	0,00887590855	-0,40000000000	2,11466420842	5,05833333333
2020	0,01059718122	-0,00222528556	-0,20000000000	-2,06212495876	5,65000000000
1995	0,01348045686		6,20000000000	3,02758726725	6,71666666667
1996	0,01521779836	0,01348045686	4,00000000000	2,90009976874	6,33333333333
1997	0,01341027189	0,01521779836	3,70000000000	3,26089015775	5,24166666667
1998	0,00291299348	0,01341027189	4,30000000000	2,21815874224	4,86666666667
1999	0,00953657466	0,00291299348	3,40000000000	2,94802216064	5,16666666667
2000	0,00031521397	0,00953657466	5,00000000000	3,74686259540	4,32500000000
2001	0,05568395823	0,00031521397	4,70000000000	0,82315299801	4,52500000000
2002	0,02065544442	0,05568395823	3,50000000000	0,46634557149	4,58333333333
2003	0,18241814337	0,02065544442	2,40000000000	0,39005855649	5,40833333333
2004	0,01892824705	0,18241814337	2,20000000000	2,66821926742	5,50000000000
2005	-0,02267046715	0,01892824705	2,20000000000	2,33664130822	4,84166666667
2006	0,00042105741	-0,02267046715	3,20000000000	3,91300797831	3,90833333333
2007	0,00037242249	0,00042105741	4,40000000000	0,90923892830	3,75000000000
2008	0,01232920323	0,00037242249	5,30000000000	-0,51201674485	3,70833333333
2009	0,02388991049	0,01232920323	2,50000000000	-4,90654772965	6,40833333333
2010	0,04931504885	0,02388991049	1,20000000000	1,87099114718	7,76666666667
2011	0,00889026765	0,04931504885	1,40000000000	1,33677776690	7,75833333333
2012	0,01404351456	0,00889026765	0,60000000000	0,22649979180	7,80000000000
2013	0,02465863802	0,01404351456	0,30000000000	0,93334097237	7,39166666667
2014	0,00584121341	0,02465863802	0,30000000000	1,61939381103	6,88333333333
2015	-0,00098616415	0,00584121341	-0,10000000000	2,34259110757	6,30000000000
2016	-0,00204104279	-0,00098616415	-0,10000000000	3,24595698524	6,00833333333
2017	0,00033551473	-0,00204104279	-0,30000000000	2,82173634129	5,81666666667
2018	0,01127767675	0,00033551473	-0,30000000000	1,98953731496	5,11666666667
2019	0,00960162124	0,01127767675	-0,40000000000	2,11466420842	5,05833333333
2020	0,01236041378	0,00960162124	-0,20000000000	-2,06212495876	5,65000000000
1995	0,01104036451		6,20000000000	3,02758726725	6,71666666667
1996	0,00475790652	0,01104036451	4,00000000000	2,90009976874	6,33333333333
1997	-0,00013800718	0,00475790652	3,70000000000	3,26089015775	5,24166666667
1998	0,00706699704	-0,00013800718	4,30000000000	2,21815874224	4,86666666667
1999	0,00151171580	0,00706699704	3,40000000000	2,94802216064	5,16666666667
2000	0,00525467248	0,00151171580	5,00000000000	3,74686259540	4,32500000000
2001	0,03518564459	0,00525467248	4,70000000000	0,82315299801	4,52500000000
2002	0,00447131242	0,03518564459	3,50000000000	0,46634557149	4,58333333333
2003	0,02026161868	0,00447131242	2,40000000000	0,39005855649	5,40833333333
2004	-0,00351493849	0,02026161868	2,20000000000	2,66821926742	5,50000000000
2005	-0,01454967236	-0,00351493849	2,20000000000	2,33664130822	4,84166666667
2006	-0,00333145214	-0,01454967236	3,20000000000	3,91300797831	3,90833333333
2007	0,00011667140	-0,00333145214	4,40000000000	0,90923892830	3,75000000000
2008	0,00932458112	0,00011667140	5,30000000000	-0,51201674485	3,70833333333
2009	0,02068645821	0,00932458112	2,50000000000	-4,90654772965	6,40833333333
2010	0,05154573962	0,02068645821	1,20000000000	1,87099114718	7,76666666667
2011	0,01516720241	0,05154573962	1,40000000000	1,33677776690	7,75833333333
2012	0,03095361747	0,01516720241	0,60000000000	0,22649979180	7,80000000000
2013	0,00116833587	0,03095361747	0,30000000000	0,93334097237	7,39166666667
2014	0,00312196803	0,00116833587	0,30000000000	1,61939381103	6,88333333333
2015	0,00236749190	0,00312196803	-0,10000000000	2,34259110757	6,30000000000
2016	0,01844077317	0,00236749190	-0,10000000000	3,24595698524	6,00833333333
2017	0,00162875495	0,01844077317	-0,30000000000	2,82173634129	5,81666666667
2018	0,00610765673	0,00162875495	-0,30000000000	1,98953731496	5,11666666667
2019	0,01055618899	0,00610765673	-0,40000000000	2,11466420842	5,05833333333
2020	0,04745346763	0,01055618899	-0,20000000000	-2,06212495876	5,65000000000
1995	0,01104036451		6,20000000000	3,02758726725	6,71666666667
1996	0,00475790652	0,01104036451	4,00000000000	2,90009976874	6,33333333333
1997	-0,00013800718	0,00475790652	3,70000000000	3,26089015775	5,24166666667
1998	0,00706699704	-0,00013800718	4,30000000000	2,21815874224	4,86666666667
1999	0,00151171580	0,00706699704	3,40000000000	2,94802216064	5,16666666667
2000	0,00525467248	0,00151171580	5,00000000000	3,74686259540	4,32500000000
2001	0,03518564459	0,00525467248	4,70000000000	0,82315299801	4,52500000000
2002	0,00447131242	0,03518564459	3,50000000000	0,46634557149	4,58333333333
2003	0,02026161868	0,00447131242	2,40000000000	0,39005855649	5,40833333333
2004	-0,00351493849	0,02026161868	2,20000000000	2,66821926742	5,50000000000
2005	-0,01454967236	-0,00351493849	2,20000000000	2,33664130822	4,84166666667
2006	-0,00333145214	-0,01454967236	3,20000000000	3,91300797831	3,90833333333
2007	0,00011667140	-0,00333145214	4,40000000000	0,90923892830	3,75000000000
2008	0,00932458112	0,00011667140	5,30000000000	-0,51201674485	3,70833333333
2009	0,02068645821	0,00932458112	2,50000000000	-4,90654772965	6,40833333333
2010	0,05154573962	0,02068645821	1,20000000000	1,87099114718	7,76666666667
2011	0,01516720241	0,05154573962	1,40000000000	1,33677776690	7,75833333333
2012	0,03095361747	0,01516720241	0,60000000000	0,22649979180	7,80000000000
2013	0,00116833587	0,03095361747	0,30000000000	0,93334097237	7,39166666667
2014	0,00312196803	0,00116833587	0,30000000000	1,61939381103	6,88333333333
2015	0,00236749190	0,00312196803	-0,10000000000	2,34259110757	6,30000000000
2016	0,01844077317	0,00236749190	-0,10000000000	3,24595698524	6,00833333333
2017	0,00162875495	0,01844077317	-0,30000000000	2,82173634129	5,81666666667
2018	0,00610765673	0,00162875495	-0,30000000000	1,98953731496	5,11666666667
2019	0,01055618899	0,00610765673	-0,40000000000	2,11466420842	5,05833333333
2020	0,04745346763	0,01055618899	-0,20000000000	-2,06212495876	5,65000000000
1995	0,00514520358		6,20000000000	3,02758726725	6,71666666667
1996	0,00156337555	0,00514520358	4,00000000000	2,90009976874	6,33333333333
1997	0,00045632969	0,00156337555	3,70000000000	3,26089015775	5,24166666667
1998	0,00100440580	0,00045632969	4,30000000000	2,21815874224	4,86666666667
1999	0,00002961022	0,00100440580	3,40000000000	2,94802216064	5,16666666667
2000	0,00049076275	0,00002961022	5,00000000000	3,74686259540	4,32500000000
2001	0,00426139383	0,00049076275	4,70000000000	0,82315299801	4,52500000000
2002	0,00987774441	0,00426139383	3,50000000000	0,46634557149	4,58333333333
2003	0,01740095259	0,00987774441	2,40000000000	0,39005855649	5,40833333333
2004	-0,00473363286	0,01740095259	2,20000000000	2,66821926742	5,50000000000
2005	0,00003279910	-0,00473363286	2,20000000000	2,33664130822	4,84166666667
2006	-0,00000676073	0,00003279910	3,20000000000	3,91300797831	3,90833333333
2007	-0,00003196852	-0,00000676073	4,40000000000	0,90923892830	3,75000000000
2008	0,01122409898	-0,00003196852	5,30000000000	-0,51201674485	3,70833333333
2009	0,01513463101	0,01122409898	2,50000000000	-4,90654772965	6,40833333333
2010	-0,01782371811	0,01513463101	1,20000000000	1,87099114718	7,76666666667
2011	0,00271606663	-0,01782371811	1,40000000000	1,33677776690	7,75833333333
2012	0,00155885888	0,00271606663	0,60000000000	0,22649979180	7,80000000000
2013	0,00376687655	0,00155885888	0,30000000000	0,93334097237	7,39166666667
2014	0,00203446142	0,00376687655	0,30000000000	1,61939381103	6,88333333333
2015	0,00056174558	0,00203446142	-0,10000000000	2,34259110757	6,30000000000
2016	-0,00176883794	0,00056174558	-0,10000000000	3,24595698524	6,00833333333
2017	-0,00179306167	-0,00176883794	-0,30000000000	2,82173634129	5,81666666667
2018	0,00041177798	-0,00179306167	-0,30000000000	1,98953731496	5,11666666667
2019	-0,00063017058	0,00041177798	-0,40000000000	2,11466420842	5,05833333333
2020	0,00095125593	-0,00063017058	-0,20000000000	-2,06212495876	5,65000000000
1995	0,03109706362		6,20000000000	3,02758726725	6,71666666667
1996	0,02167124362	0,03109706362	4,00000000000	2,90009976874	6,33333333333
1997	-0,00952806105	0,02167124362	3,70000000000	3,26089015775	5,24166666667
1998	0,00099334392	-0,00952806105	4,30000000000	2,21815874224	4,86666666667
1999	-0,00169838705	0,00099334392	3,40000000000	2,94802216064	5,16666666667
2000	-0,00292083825	-0,00169838705	5,00000000000	3,74686259540	4,32500000000
2001	0,03372962505	-0,00292083825	4,70000000000	0,82315299801	4,52500000000
2002	0,00302745773	0,03372962505	3,50000000000	0,46634557149	4,58333333333
2003	0,00847954188	0,00302745773	2,40000000000	0,39005855649	5,40833333333
2004	0,00053573097	0,00847954188	2,20000000000	2,66821926742	5,50000000000
2005	-0,00543130613	0,00053573097	2,20000000000	2,33664130822	4,84166666667
2006	0,00016246249	-0,00543130613	3,20000000000	3,91300797831	3,90833333333
2007	0,00022295303	0,00016246249	4,40000000000	0,90923892830	3,75000000000
2008	0,02572359583	0,00022295303	5,30000000000	-0,51201674485	3,70833333333
2009	0,03781734005	0,02572359583	2,50000000000	-4,90654772965	6,40833333333
2010	-0,06285355971	0,03781734005	1,20000000000	1,87099114718	7,76666666667
2011	0,00539291154	-0,06285355971	1,40000000000	1,33677776690	7,75833333333
2012	0,01719199590	0,00539291154	0,60000000000	0,22649979180	7,80000000000
2013	0,01577826536	0,01719199590	0,30000000000	0,93334097237	7,39166666667
2014	0,00474499766	0,01577826536	0,30000000000	1,61939381103	6,88333333333
2015	-0,00619696908	0,00474499766	-0,10000000000	2,34259110757	6,30000000000
2016	-0,00452994799	-0,00619696908	-0,10000000000	3,24595698524	6,00833333333
2017	-0,00594052989	-0,00452994799	-0,30000000000	2,82173634129	5,81666666667
2018	0,00102113826	-0,00594052989	-0,30000000000	1,98953731496	5,11666666667
2019	-0,00074071714	0,00102113826	-0,40000000000	2,11466420842	5,05833333333
2020	-0,00040407143	-0,00074071714	-0,20000000000	-2,06212495876	5,65000000000
1995	0,02383449673		6,20000000000	3,02758726725	6,71666666667
1996	0,00884351296	0,02383449673	4,00000000000	2,90009976874	6,33333333333
1997	0,01190039532	0,00884351296	3,70000000000	3,26089015775	5,24166666667
1998	0,01701640109	0,01190039532	4,30000000000	2,21815874224	4,86666666667
1999	0,00473899360	0,01701640109	3,40000000000	2,94802216064	5,16666666667
2000	0,00444394694	0,00473899360	5,00000000000	3,74686259540	4,32500000000
2001	0,02071116260	0,00444394694	4,70000000000	0,82315299801	4,52500000000
2002	0,00001997443	0,02071116260	3,50000000000	0,46634557149	4,58333333333
2003	0,01218551715	0,00001997443	2,40000000000	0,39005855649	5,40833333333
2004	-0,00073057743	0,01218551715	2,20000000000	2,66821926742	5,50000000000
2005	-0,01939976250	-0,00073057743	2,20000000000	2,33664130822	4,84166666667
2006	0,00184306812	-0,01939976250	3,20000000000	3,91300797831	3,90833333333
2007	0,01131958281	0,00184306812	4,40000000000	0,90923892830	3,75000000000
2008	0,01689563575	0,01131958281	5,30000000000	-0,51201674485	3,70833333333
2009	0,05728491813	0,01689563575	2,50000000000	-4,90654772965	6,40833333333
2010	0,08100561637	0,05728491813	1,20000000000	1,87099114718	7,76666666667
2011	-0,01554453298	0,08100561637	1,40000000000	1,33677776690	7,75833333333
2012	0,02062522141	-0,01554453298	0,60000000000	0,22649979180	7,80000000000
2013	-0,00840065261	0,02062522141	0,30000000000	0,93334097237	7,39166666667
2014	0,00967169787	-0,00840065261	0,30000000000	1,61939381103	6,88333333333
2015	0,00067621523	0,00967169787	-0,10000000000	2,34259110757	6,30000000000
2016	0,00638015231	0,00067621523	-0,10000000000	3,24595698524	6,00833333333
2017	-0,01520066251	0,00638015231	-0,30000000000	2,82173634129	5,81666666667
2018	0,00738127720	-0,01520066251	-0,30000000000	1,98953731496	5,11666666667
2019	0,01281524409	0,00738127720	-0,40000000000	2,11466420842	5,05833333333
2020	0,01959441377	0,01281524409	-0,20000000000	-2,06212495876	5,65000000000

Best regards, Simon

[Carlo Lazzaro]

Simon:
your excerpt does not report a -panelid-, as far as I can see.
How did you -xtset- your panel dataset?

[Simon Petersen]

Hi Carlo, thanks you your reply, much appreciated! After I posted this message, I found out, that I didn't specify my panel-data in stata correctly. I'm not sure how to specifiy the panel-data model in Stata (due to repeated time) (I was too fast, I used OLS to conclude, that I didn't get the intended coefficients). Do you know how to estimate an panel-data model in Stata (incl. specifying the model), with the above data? Thanks in advance, best regards Simon

[Carlo Lazzaro]

Simon:
1) if you actually have panel data, (pooled) OLS should not be your first choice;
2) if you have repeated time values, you can simply -xtset- your panel dataset with your -panelid- only:

xtset panelid

However, this fix comes at a cost of making time-series operators unfeasible;
3) if your regressand is continuos, you can go -xtreg-.

[Simon Petersen]

Very nice, much appreciated, thanks! That worked! Do you know how I can get an intersect and slope for each time-period? :-)

[Carlo Lazzaro]

Peter:
try with prefixing your code with:

bysort year: <your regression equation>

Caveat emptor: code not tested.

[Simon Petersen]

That worked! Carlo, thank you very much for your help, very helpful. Thanks to you, I'm able to move on my project. Thanks again, and have a great night! Ciao!

[Carlo Lazzaro]

Simon:
happy with reading that it worked.
I do reciprocate the very same to you.

[Simon Petersen]

Hi again,

Unfortunately, I was too quick to conclude that it works i(t does work, but not in in the way I hoped). If I use bysort id (where id takes the values 1 to 9 for every sector, so the first sector has 1, 1, 1...,1 ands the second sector 2, 2, 2..., 2 etc), then I get the 9 estimates (one for each sector( which is what I wanted), but it also gives me different estimates on GDP, interest and unem (whch is supposed to stay the same. On ther other hand, if I use bysort time: <your regression equation> I get the the estimates correlectly (diffferent intercepts and diffferent sector-variable, but the GDP, interest and unem stay the same I think, it doesn't show up), but then i I get 25 values.

Is there a way to get different estimates for each sector-variable and different intercept and intercept, but same value for GDP, interest and unem? (for nine sectors)

[Simon Petersen]

If the above is too confusing, I've attached the original file (the model I try to estimate, doesn't have be in logit-form). I'm very confused about the way, they estimate the model in the file (same macro variables, different sector and different intercepts).

Appreciate all your inputs!

[Carlo Lazzaro]

Simon:
I do not think that waht you want is feasible, as the number of observations differ between industry and year.
In addition, the -Appendix IV- you quoted describes -logit- (instead of -regress-) and some lagged predictors. How did you deal with these recommendations?

[Simon Petersen]

Hi again (and thanks for your quick response)

I'm not sure how the estimate the model in the Appendix IV (but I'm somehow supposed to estimate it). I'm much confused about the way, they estimate the model in the file (same macro variables, different sector and different intercepts, if I understand it correcly)

Hmm..... (struggling) Any ideas?

Best regards Simon

[Simon Petersen]

I used Arellano bond estimator to estimate the model (no logit) :-)

[Carlo Lazzaro]

Simon:
1) couldn't you email Authors directly asking for Stata code(s) (if any)?
2) if you went -xtabond- I surmise that you lagged the regressand, too.

[Simon Petersen]

Hi again,

I might try to email the authors :-) Thanks for the advice, and thanks for your quick responses, much appreciated!

Best regards, Simon