************************************** ************************************** **** Regressionsmodelle zur Analyse ** **** von Paneldaten ***************** ************************************** ************************************** ** in diesem do-file befinden sich die Analysen des Kapitel 7 ** wichtig: das ado-file "esttab" muss installiert werden, ** andernfalls bricht STATA mit einer Fehlermeldung ab. ** geben Sie in das "command"-Fenster ein: findit esttab ** ebenso das ado-file "gllamm" ** geben Sie in das "command"-Fenster ein: findit gllamm use http://www.barkhof.uni-bremen.de/~mwindzio/CPDS.dta, clear logit linksreg nordic est sto nordic esttab nordic using "E:\texte\buecher\panel\nordic.rtf", /// cells("b(fmt(3) star)") stats(N ll r2_p) replace esttab nordic using "E:\texte\buecher\panel\nordic.rtf", /// cells(b(star fmt(%9.3f)) se(par)) stats(N ll r2_p) replace logit linksreg nordic, or xtlogit linksreg terti indus unempl rae_ele debt, i(countryn) fe or est sto fixed1 esttab fixed1 using "E:\texte\buecher\panel\fixed1.rtf", /// cells(b(fmt(3) star)) eform stats(N ll r2_p) replace xtlogit linksreg terti indus unempl rae_ele debt, i(countryn) or disp e(sigma_u)^2 est sto random1 esttab random1 using "E:\texte\buecher\panel\random1.rtf", /// cells("b(fmt(3) star )") eform stats(N ll r2_p) replace xtlogit linksreg terti indus unempl rae_ele debt anglo, i(countryn) or disp e(sigma_u)^2 est sto random2 esttab random2 using "E:\texte\buecher\panel\random1.rtf", /// cells("b(fmt(3) star )") eform stats(N ll r2_p) replace xtlogit linksreg terti indus unempl rae_ele debt anglo nordic, i(countryn) or disp e(sigma_u)^2 est sto random3 esttab random1 random2 random3 using "E:\texte\buecher\panel\random3.rtf", /// cells("b(fmt(3) star )") eform stats(N ll r2_p) not replace xtgee linksreg terti indus unempl rae_ele debt, eform family(binomial) link(logit) corr(exc) vce(robust) t(year) est sto geeCS esttab geeCS using "E:\texte\buecher\panel\geeCS.rtf", /// cells("b(fmt(3) star )") eform stats(N ll r2_p) not replace xtgee linksreg terti indus unempl rae_ele debt, eform family(binomial) link(logit) corr(ar1) vce(robust) t(year) est sto gee1 esttab gee1 using "E:\texte\buecher\panel\gee1.rtf", /// cells("b(fmt(3) star )") eform stats(N ll r2_p) not replace xtgee linksreg terti indus unempl rae_ele debt, eform family(binomial) link(logit) corr(ar1) vce(robust) t(year) force est sto gee2 esttab gee2 using "E:\texte\buecher\panel\gee2.rtf", /// cells("b(fmt(3) star )") eform stats(N ll r2_p) not replace xtgee linksreg terti indus unempl rae_ele debt anglo nordic, eform family(binomial) link(logit) corr(ar1) vce(robust) t(year) force est sto gee3 esttab gee3 using "E:\texte\buecher\panel\gee3.rtf", /// cells("b(fmt(3) star )") eform stats(N ll r2_p) not replace ********************************************** ***** hybrid model ** ********************************************** *** Problem der unterschiedlichen Fallzahlen FE und RE sort countryn year foreach var of varlist terti indus unempl rae_ele debt { egen `var'M = mean(`var'), by (countryn) gen `var'Z = `var' - `var'M } sum tertiM tertiZ indusM indusZ unemplZ rae_eleZ debtZ gen conservative =0 replace conservative = 1 if anglo == 0 & nordic == 0 tab country if conservative == 1 xtlogit linksreg tertiZ indusZ unemplZ rae_eleZ debtZ tertiM indusM unemplM rae_eleM debtM conservative , i(countryn) or intmethod(ghermit) intpoints(12) list countryn year terti tertiM tertiZ indusM indusZ in 1/100, clean header(20) est drop _all xtlogit linksreg terti indus unempl rae_ele debt , i(countryn) or re est sto random xtlogit linksreg terti indus unempl rae_ele debt , i(countryn) or fe est sto fixed xtlogit linksreg tertiZ indusZ unemplZ rae_eleZ debtZ tertiM indusM unemplM rae_eleM debtM if e(sample) , i(countryn) or est sto hybrid_sample xtlogit linksreg tertiZ indusZ unemplZ rae_eleZ debtZ tertiM indusM unemplM rae_eleM debtM , i(countryn) or est sto hybrid xtlogit linksreg tertiZ indusZ unemplZ rae_eleZ debtZ tertiM indusM unemplM rae_eleM debtM conservative , i(countryn) or est sto hybrid_conserv esttab hybrid hybrid_sample hybrid_conserv random fixed using "E:\texte\buecher\panel\hybrid.rtf", /// cells("b(fmt(3) star )") eform stats(N ll r2_p) not replace xtlogit linksreg tertiZ indusZ unemplZ rae_eleZ debtZ tertiM indusM unemplM rae_eleM debtM conservative , i(countryn) or test tertiZ = tertiM test indusZ =indusM test unemplZ =unemplM test rae_eleZ =rae_eleM test debtZ =debtM test (tertiZ = tertiM ) (indusZ =indusM ) (unemplZ =unemplM ) (rae_eleZ =rae_eleM ) (debtZ =debtM ) est drop _all xtlogit linksreg terti indus unempl rae_ele debt , i(countryn) or re est sto random xtlogit linksreg terti indus unempl rae_ele debt , i(countryn) or fe est sto fixed hausman fixed random est drop _all ************************* ** multilevel analysis ** ************************* est drop _all xtmelogit linksreg tertiZ indusZ unemplZ rae_eleZ debtZ tertiM indusM unemplM rae_eleM debtM conservative ||countryn: , or variance diff est sto null xtmelogit linksreg tertiZ indusZ unemplZ rae_eleZ debtZ tertiM indusM unemplM rae_eleM debtM conservative ||countryn: unemplZ , or variance diff est sto intmod lrtest null intmod xtmelogit linksreg tertiZ indusZ unemplZ rae_eleZ debtZ tertiM indusM unemplM rae_eleM debtM conservative ||countryn: unemplZ /// if countryn !=5 , or variance diff est sto noDK xtmelogit linksreg tertiZ indusZ unemplZ rae_eleZ debtZ tertiM indusM unemplM rae_eleM debtM conservative ||countryn: unemplZ /// if countryn !=5 , or variance diff cov(un) est sto noDK_un esttab null intmod noDK using "E:\texte\buecher\panel\ml.rtf", /// cells("b(fmt(3) star )") eform stats(N ll r2_p) not replace *********** gllamm **** xtlogit linksreg tertiZ indusZ unemplZ rae_eleZ debtZ tertiM indusM unemplM rae_eleM debtM conservative, i(countryn) logit linksreg tertiZ indusZ unemplZ rae_eleZ debtZ tertiM indusM unemplM rae_eleM debtM conservative matrix a = e(b) gen cons=1 eq inter: cons eq slope: unemplZ gllamm linksreg tertiZ indusZ unemplZ rae_eleZ debtZ tertiM indusM unemplM rae_eleM debtM conservative, /// family(binomial) link(logit) i(countryn) nrf(2) eqs(inter slope) nip(7) adapt /*from(a) */ sort countryn year xtmelogit linksreg tertiZ indusZ unemplZ rae_eleZ debtZ tertiM indusM unemplM rae_eleM debtM conservative ||countryn: unemplZ , variance diff predict slope inter , reffects by countryn: gen nummer=_n replace nummer=0 if nummer > 1 gsort +slope -nummer gen rank=sum(nummer) twoway (scatter slope rank if nummer==1, msymbol(none) mlabel(countryn)), ytitle(Random Slopes u1j Arbeitslosigkeit) xtitle(Rangposition des Landes) name(slope) drop rank gsort +inter -nummer gen rank=sum(nummer) twoway (scatter inter rank if nummer==1, msymbol(none) mlabel(countryn)), ytitle(Random Intercept u0j) xtitle(Rangposition des Landes) name(inter) graph combine inter slope graph export "E:\texte\buecher\panel\jobs\randint.wmf", as(wmf) replace *** ohne Denmark und Norwegen ---- & countryn !=17 xtmelogit linksreg tertiZ indusZ unemplZ rae_eleZ debtZ tertiM indusM unemplM rae_eleM debtM conservative ||countryn: unemplZ /// if countryn !=5 , variance diff predict slope_ inter_ , reffects drop rank gsort +slope_ -nummer gen rank=sum(nummer) twoway (scatter slope_ rank if nummer==1, msymbol(none) mlabel(countryn)), ytitle(Random Slopes u1j Arbeitslosigkeit) xtitle(Rangposition des Landes) name(slope_) graph export "E:\texte\buecher\panel\jobs\slope_ohneDK.wmf", as(wmf) replace drop rank gsort +inter_ -nummer gen rank=sum(nummer) twoway (scatter inter_ rank if nummer==1, msymbol(none) mlabel(countryn)), ytitle(Random Intercept u0j) xtitle(Rangposition des Landes) name(inter_) graph combine inter_ slope_ graph export "E:\texte\buecher\panel\jobs\randint_.wmf", as(wmf) replace graph drop _all xtlogit linksreg terti indus unempl rae_ele debt, i(countryn) or clogit linksreg terti indus unempl rae_ele debt, group(countryn) or xtlogit linksreg terti indus unempl rae_ele debt, or i(countryn) fe est sto fixed xtlogit linksreg terti indus unempl rae_ele debt nordic, i(countryn) or est sto random hausman fixed random bysort country : egen meanY=mean(linksreg) tab country if meanY==0 | meanY == 1 list in 1/200, noobs clean header(30) **** Fixed Effects und zeitinvariante Kovariaten: **** Interaktion anglo mit Zeit gen t=year - 1960 tab t gen angloXt= anglo * t xtlogit linksreg t terti indus unempl rae_ele debt , i(countryn) fe or xtlogit linksreg t terti indus unempl rae_ele debt angloXt, i(countryn) fe or gen nordicXt= nordic * t xtlogit linksreg terti indus unempl rae_ele debt nordicXt, i(countryn) fe or tab linksreg xtlogit linksreg terti indus unempl rae_ele debt, or i(countryn) fe est sto fixed xtlogit linksreg terti indus unempl rae_ele debt, i(countryn) or hausman fixed logit linksreg terti indus unempl rae_ele debt est sto single xtlogit linksreg terti indus unempl rae_ele debt, i(countryn) est sto RE xtlogit linksreg terti indus unempl rae_ele debt, i(countryn) fe est sto FE xtgee linksreg terti indus unempl unempl rae_ele debt, family(binomial) link(logit) corr(ar1) t(year) est sto GEE xtgee linksreg terti indus unempl unempl rae_ele debt, family(binomial) link(logit) corr(exc) t(year) est sto GEE_ex est tab single RE GEE GEE_ex FE , stats(N ) star( 0.05 0.01 0.001) b(%9.3f) eform est drop _all logit linksreg nordic, or logit linksreg terti indus unempl rae_ele debt nordic, or xtlogit linksreg terti indus unempl rae_ele debt nordic , i(countryn) xtlogit linksreg terti indus unempl rae_ele debt nordic, i(countryn) fe xtmelogit linksreg terti indus unempl rae_ele debt nordic || countryn: , variance