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  • principle component analysis in panel data - Statalist
    Will simple principal component analysis help me in creating index (because it is a panel data) Does Stata automatically interpret my data to be panel data while running pca commands? I have used commands for panel data And then running pca tsset states year pca variables Q2 Or are there any specific commands for PCA in panel data in Stata?
  • PCA with panel data and groups - Statalist
    I have a panel data set (with 6 years of analysis) of all firms, classified into three categories, for a given country My purpose is to implement principal component analysis in order to reduce the amount of variables, and then introducing the main PC into data envelopment analysis (a methodologie that suffers from dimensionality of data)
  • CFA SEM analysis of panel data - Statalist
    1 ) The factor command is fitting some form of principal components model For EFA, you would iteratively fit models with an increasing number of factors to the data until your fit tests indicate that adding an additional factor did not increase the fit of the model to the data
  • xtdpdml (Dynamic Panel Data Modeling using Maximum . . . - Statalist
    One of the main issues I obviously have to deal with is reverse causality While looking for a proper econometric solution, I came across a paper written by Leszczensky Wolbring which proposed an ML-SEM approach to deal with reverse causality in panel data This is how I came across xtdpdml command
  • Propensity Score Matching (PSM) + Difference-in-Difference . . . - Statalist
    Finally, run the DiD with weights So yes, you may keep the panel data and run -psmatch2-, but only run it for the pre-treatment periods Things may be more complicated if you have multiple pre-treatment periods, one way is to -psmatch2- the cross-sectional version of the panel data (after -reshape wide-) I show a simple example here
  • MIMIC (SEM) Models with panel (longitudinal) data - Statalist
    IS it possible to estimate a MIMIC (SEM) model for a panel of countries and years? Could I replicate using STATA theTable 6 of this paper: Dybka, P , Kowalczuk, M , Olesiński, B , Torój, A , Rozkrut, M (2019) Currency demand and MIMIC models: towards a structured hybrid method of measuring the shadow economy
  • Principale Component Analysis in combination with Panel-Data Fixed . . .
    Currently, I am trying to detect the existence of a common component in the yields of 12 euro zone countries Therefore, I used the Principal component analysis, where the first principal component of the twelve yield spreads is used to represent the common euro area risk factor The first component explains almost 80% of the variance
  • Two-way line graph with two y-axis variables - Statalist
    * The legend itself takes up much of the available real estate In this example there are 10 companies; in other panel examples there are often many more panels and the legend is correspondingly large * A legend is at best a necessary evil, and obliges mental back and forth -- which panel is this curve, and so on -- which is better avoided


















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