Structural Break in panel data

[Hugo Rocha]

Hi,

I have an unbalanced panel data (dataex below) and I would like to see if there are structural breaks for some series through some particular years. For some plots, I see sudden sudden changes in the trend after some time periods. Therefore, a more robust way to check those is through a formal structural break form. Any hint?

 * Example generated by -dataex-. To install: ssc install dataex
clear
input int year float(region tech_intensity r_valworker lval_worker wanted_ratio_prodlevel)
1963 1 1  30675.38 10.245505  1.149041
1963 1 2  39635.16 10.526263  1.149041
1963 1 3 35247.273 10.415336  1.149041
1963 2 1 16038.007  9.252789  .6787251
1963 2 2 18873.287  9.488732  .6787251
1963 2 3 10885.398  9.052884  .6787251
1963 3 1 8968.7705  8.689975  .6875324
1963 3 2 12684.422  9.024297  .6875324
1963 3 3  6166.321  8.567472  .6875324
1963 4 1 13197.479  9.141743  .7716375
1963 4 2 17796.705  9.386569  .7716375
1963 4 3  10183.67  9.104213  .7716375
1963 5 1   9075.85  8.710444  .7175301
1963 5 2 10774.854  8.873178  .7175301
1963 5 3  6512.195  8.567964  .7175301
1963 6 1 4067.8264  8.025681  .7584513
1963 6 2  6239.126  8.339653  .7584513
1963 6 3  3085.248  7.928226  .7584513
1963 7 1  9019.552    8.8717  .9856869
1963 7 2 17224.043  9.238561  .9856869
1963 7 3  8890.454 8.8781395  .9856869
1964 1 1 32025.865  10.29206 1.1666404
1964 1 2  41858.67 10.585746 1.1666404
1964 1 3 37362.668 10.472116 1.1666404
1964 2 1 15625.635   9.25972    .60142
1964 2 2 18768.445  9.479842    .60142
1964 2 3   9397.57  9.033154    .60142
1964 3 1  7427.771  8.475028  .8465363
1964 3 2  14511.18  9.021879  .8465363
1964 3 3  6287.877  8.530734  .8465363
1964 4 1 14393.644  9.218681  .7668514
1964 4 2  19647.38  9.491488  .7668514
1964 4 3 11037.786   9.18765  .7668514
1964 5 1  8505.627 8.6586485  .8370034
1964 5 2 10474.984  8.844905  .8370034
1964 5 3  7119.239  8.648061  .8370034
1964 6 1 4232.3423  8.097002  .8818147
1964 6 2  6996.236  8.483099  .8818147
1964 6 3 3732.1416  8.062841  .8818147
1964 7 1  9298.948  8.863852  .9747747
1964 7 2 16923.238  9.274064  .9747747
1964 7 3  9064.379  8.847882  .9747747
1965 1 1 33074.063  10.31873 1.1667901
1965 1 2  43372.59 10.617845 1.1667901
1965 1 3  38590.49  10.50286 1.1667901
1965 2 1 17023.662  9.321174 .57708246
1965 2 2 21874.145  9.512609 .57708246
1965 2 3  9824.057  8.885333 .57708246
1965 3 1  7076.673  8.449191  .8864138
1965 3 2  14429.22  8.970469  .8864138
1965 3 3   6272.86  8.554333  .8864138
1965 4 1 15181.593  9.270042  .7686689
1965 4 2 21277.816  9.548893  .7686689
1965 4 3  11669.62  9.241022  .7686689
1965 5 1  9009.432  8.698542  .8608909
1965 5 2 11424.972  8.916208  .8608909
1965 5 3  7756.138  8.704811  .8608909
1965 6 1 4121.0435  8.059839  .9034784
1965 6 2  7841.048  8.514135  .9034784
1965 6 3  3723.274   8.08203  .9034784
1965 7 1 10329.247  8.973852  .9287645
1965 7 2 19562.154 9.3644285  .9287645
1965 7 3  9593.438 8.9643755  .9287645
1966 1 1 34037.656  10.34352 1.1399964
1966 1 2  44374.52 10.626655 1.1399964
1966 1 3 38802.805 10.511442 1.1399964
1966 2 1 16937.217  9.310997  .6202623
1966 2 2  22864.32  9.592402  .6202623
1966 2 3 10505.517  9.131142  .6202623
1966 3 1  8076.685  8.604948 1.0023265
1966 3 2  27304.95  9.238386 1.0023265
1966 3 3  8095.475  8.730257 1.0023265
1966 4 1 15309.466   9.27231  .7721833
1966 4 2  22210.17 9.5313835  .7721833
1966 4 3 11821.714  9.249778  .7721833
1966 5 1  9792.088   8.73243  .8135679
1966 5 2 11206.152  8.950895  .8135679
1966 5 3  7966.529 8.7362175  .8135679
1966 6 1  5588.635  8.266608  .7157171
1966 6 2  8041.984 8.5240555  .7157171
1966 6 3  3999.882  8.150172  .7157171
1966 7 1 10482.725  9.006508  .9850106
1966 7 2 20330.396  9.411439  .9850106
1966 7 3 10325.595  9.059476  .9850106
1967 1 1  35256.94 10.382154 1.1320764
1967 1 2  46489.36  10.66303 1.1320764
1967 1 3  39913.55  10.54316 1.1320764
1967 2 1 18357.732  9.397807   .647153
1967 2 2  26671.02  9.639514   .647153
1967 2 3 11880.262  9.071272   .647153
1967 3 1  7610.016   8.62761  .9612234
1967 3 2 23470.797  9.202636  .9612234
1967 3 3  7314.925  8.667224  .9612234
1967 4 1  16336.18  9.338557  .7859005
1967 4 2  26697.08  9.617263  .7859005
1967 4 3 12838.613  9.331388  .7859005
1967 5 1 10627.783  8.911469  .7743518
1967 5 2  20032.85  9.191489  .7743518
1967 5 3  8229.644  8.820006  .7743518
1967 6 1  5693.469  8.182644  .6756626
end

[Hugo Rocha]

One example...

[Jared Greathouse]

See this page or this one.

[Hugo Rocha]

My STATA asks me to install the moremata package. Then, I install moremata and still does not work. For some reason, it does not get installed (I do not exactly why)

[Jared Greathouse]

You didn't install moremata, it says your remote connection failed and it didn't install.

EDIT: Google tells us

r(677) This error usually occurs when you have a firewall program on your computer that is blocking Stata from connecting to the web. To allow Stata access to the web, you can either disable the firewall program while using Stata to connect to the web or configure the firewall program to allow Stata access to the web.

[Hugo Rocha]

You didn't install moremata, it says your remote connection failed and it didn't install.

EDIT: Google tells us

Exactly, I tried multiple times installing it and it didn't install it. Do you have an idea of why that was the case?

[Jared Greathouse]

Nope, I'd reach out to Stata Tech Support about this then