***************ESTIMACIÓN CON DATOS TIPO PANEL***************** *Para bajar de internet algunos comandos que no están cargados en Stata 8.0: ssc install xtserial ssc install xttest2 ssc install xttest3 *I. HETEROGENEIDAD *A) POOLED reg spend dem1 demmaj1 demgov divgov dis1 persinc* aper* popul* outreg dem1 demmaj1 demgov divgov dis1 persinc* aper* popul* using estimacion.xls, nolabel coefastr se bracket ctitle(POOLED) 3aster replace title(Tabla 2. ESTIMACIÓN CON DATOS PANEL. MÉTODOS CUANTITATIVOS II) *B) RANDOM EFFECTS O POOLED? xtreg spend dem1 demmaj1 demgov divgov dis1 persinc* aper* popul*, re outreg dem1 demmaj1 demgov divgov dis1 persinc* aper* popul* using estimacion.xls, nolabel coefastr se bracket ctitle(RANDOM EFFECTS) 3aster append xttest0 *C) FIXED EFFECTS O POOLED? xtreg spend dem1 demmaj1 demgov divgov dis1 persinc* aper* popul* , fe outreg dem1 demmaj1 demgov divgov dis1 persinc* aper* popul* using estimacion.xls, nolabel coefastr se bracket ctitle(FIXED EFFECTS) 3aster append *D) RANDOM EFFECTS O FIXED? quietly xtreg spend dem1 demmaj1 demgov divgov dis1 persinc* aper* popul*, re xthausman *E) TWO-WAY FIXED EFFECTS xi: xtreg spend dem1 demmaj1 demgov divgov dis1 persinc* aper* popul* i.year, fe outreg dem1 demmaj1 demgov divgov dis1 persinc* aper* popul* using estimacion.xls, nolabel coefastr se bracket ctitle(TWO-WAY FIXED EFFECTS) 3aster append test _Iyear_1951 _Iyear_1952 _Iyear_1953 _Iyear_1954 _Iyear_1955 _Iyear_1956 _Iyear_1957 _Iyear_1958 _Iyear_1959 _Iyear_1960 _Iyear_1961 _Iyear_1962 _Iyear_1963 _Iyear_1965 _Iyear_1966 _Iyear_1967 _Iyear_1968 _Iyear_1969 _Iyear_1970 _Iyear_1971 _Iyear_1972 _Iyear_1973 _Iyear_1974 _Iyear_1975 _Iyear_1976 _Iyear_1977 _Iyear_1978 _Iyear_1979 _Iyear_1980 _Iyear_1981 _Iyear_1982 _Iyear_1983 _Iyear_1984 _Iyear_1985 _Iyear_1986 _Iyear_1987 _Iyear_1988 _Iyear_1989 *II. AUTOCORRELACIÓN xtserial spend dem1 demmaj1 demgov divgov dis1 persinc* aper* popul* **Modelo AR(1): xtregar spend dem1 demmaj1 demgov divgov dis1 persinc* aper* popul*, fe outreg dem1 demmaj1 demgov divgov dis1 persinc* aper* popul* using estimacion.xls, nolabel coefastr se bracket ctitle(FIXED EFFECTS AR1) 3aster append *III. HETEROSKEDASTICITY **Prueba: quietly xtreg spend dem1 demmaj1 demgov divgov dis1 persinc* aper* popul* , fe xttest3 **Corrección con Feasible Generalized Least Squares xi: xtgls spend dem1 demmaj1 demgov divgov dis1 persinc* aper* popul* i.stcode, panels (heteroskedastic) outreg dem1 demmaj1 demgov divgov dis1 persinc* aper* popul* using estimacion.xls, nolabel coefastr se bracket ctitle(FGLS HETEROSKEDASTIC) 3aster append **Corrección con Panel Corrected Standard Errors xi: xtpcse spend dem1 demmaj1 demgov divgov dis1 persinc* aper* popul* i.stcode, hetonly outreg dem1 demmaj1 demgov divgov dis1 persinc* aper* popul* using estimacion.xls, nolabel coefastr se bracket ctitle(PCSE, HETEROSKEDASTIC) 3aster append *IV. CONTEMPORANEOUS CORRELATION **Prueba: xtreg spend dem1 demmaj1 demgov divgov dis1 persinc* aper* popul* , fe xttest2 **************FIXED EFFECTS, HETEROSKEDASTICITY & CONTEMPORANEOUS CORRELATION************** **Feasible Generalized Least Squares *xi: xtgls spend dem1 demmaj1 demgov divgov dis1 persinc* aper* popul* i.stcode, panels (correlated) *outreg dem1 demmaj1 demgov divgov dis1 persinc* aper* popul* using estimacion.xls, nolabel coefastr se bracket ctitle(FGLS, HETEROSKEDASTIC & CONTEMPORANEOUS CORRELATION) 3aster append **Panel Corrected Standard Errors xi: xtpcse spend dem1 demmaj1 demgov divgov dis1 persinc* aper* popul* i.stcode outreg dem1 demmaj1 demgov divgov dis1 persinc* aper* popul* using estimacion.xls, nolabel coefastr se bracket ctitle(PCSE, HETEROSKEDASTIC & CONTEMPORANEOUS CORRELATION) 3aster append **************FIXED EFFECTS, HETEROSKEDASTICITY & CONTEMPORANEOUS CORRELATION & SERIAL CORRELATION***************** **Feasible Generalized Least Squares *xi: xtgls spend dem1 demmaj1 demgov divgov dis1 persinc* aper* popul* i.stcode, panels (heteroskedastic correlated) corr(ar1) *outreg dem1 demmaj1 demgov divgov dis1 persinc* aper* popul* using estimacion.xls, nolabel coefastr se bracket ctitle(FGLS, HETEROSKEDASTIC & CONTEMPORANEOUS CORRELATION & SERIAL CORRELATION) 3aster append **Panel Corrected Standard Errors xi: xtpcse spend dem1 demmaj1 demgov divgov dis1 persinc* aper* popul* i.stcode, correlation(ar1) outreg dem1 demmaj1 demgov divgov dis1 persinc* aper* popul* using estimacion.xls, nolabel coefastr se bracket ctitle(PCSE, HETEROSKEDASTIC & CONTEMPORANEOUS CORRELATION & SERIAL CORRELATION) 3aster append *************TWO-WAY FIXED EFFECTS (UNIT & TEMPORAL EFFECTS), HETEROSKEDASTIC & CONTEMPORANEOUS CORRELATION & SERIAL CORRELATION***************** **Feasible Generalized Least Squares *xi: xtgls spend dem1 demmaj1 demgov divgov dis1 persinc* aper* popul* i.stcode i.year, panels (heteroskedastic correlated) corr(ar1) *outreg dem1 demmaj1 demgov divgov dis1 persinc* aper* popul* using estimacion.xls, nolabel coefastr se bracket ctitle(FGLS, TWO-WAY FIXED EFFECTS, HETEROSKEDASTIC & CONTEMPORANEOUS CORRELATION & SERIAL CORRELATION) 3aster append **Panel Corrected Standard Errors *xi: xtpcse spend dem1 demmaj1 demgov divgov dis1 persinc* aper* popul* i.stcode i.year, correlation(ar1) *outreg dem1 demmaj1 demgov divgov dis1 persinc* aper* popul* using estimacion.xls, nolabel coefastr se bracket ctitle(PCSE, TWO-WAY FIXED EFFECTS, HETEROSKEDASTIC & CONTEMPORANEOUS CORRELATION & SERIAL CORRELATION) 3aster append