* Three ways to obtain panel-robust se's for fixed and random effects models: * (1) Use Stata version 9 and cluster option in xtreg * (2) Use Stata version 8 xtreg and then panel bootstrap (this program) * (3) Use Stata version 8 regress cluster option on transformed model (next program) * The four basic linear panel programs are. November 2018 at 1:48. As a simple example, consider the data 1,2,3,4,5,6,7,8, with the first 4 observations in group 1 and the next 4 in group 2. File types in Stata 3. I also introduce the xtrifreg command, which should be considered a supplement to rifreg. xtdata [ varlist ] [ if ] [ in ] [ , options ] options. STATA: iis stcode tis year xtreg vaprate midterm gsp regdead WNCentral South Border, fe In R, recall that we’ll have to transform the data into a panel data form. outreg2 using "pannel", word excel append. Acock, July, 2010 We have 34 level 1 observations (two measures) for each of our 17 level 2 cases (called groups since the level 1 values are grouped in the 17 level 2 husbands We have no missing values: min, avg, max all = 2. I used the random effect regression, using xtreg y x1 x2, re I get Wald chi2(7) = 99. xtreg var2 var1 type1 type2 i. st: xtscc and xtpsce - Stata stata. A command is presented, written in Stata and Mata, that implements this algorithm for various data types in a flexible way. Am I still able to perform xtreg? Because whenever I try to do this, all my variables are omitted automatically. Molenberghs. Since this just involves a transformation of the dependent variable, this script takes one variable as input and one variable as output. In this FAQ we will try to explain the differences between xtreg, re and xtreg, fe with an example that is taken from analysis of variance. ) What was unusual this morning is that I was running. Hausman Test on Stata for RE vs. Three specializations to general panel methods: 1 Short panel: data on many individual units and few time periods. Stata fits fixed-effects (within), between-effects, and random-effects (mixed) models on balanced and unbalanced data. * within regression 3 * separate intercepts for each group * (making intercepts random in SAS?, like re in stata?) tabulate id, generate(id) regress y x id1 id2 id3 id4, nocons * within regression via xtreg 3 use xt, clear xtreg y x, fe. Specifically the p-value for the F-test, the R squared, the p-values for t-tests and the coefficients of the model are. Juni 2009 09:55 > An: [hidden email] > Betreff: st: Robust vs Cluster errors using xtreg fe in Stata10 > > Dear all: > > I am working with panel data (countries years) and I was running fixed > effect estimations using alternatively the robust option and cluster > option in Stata 10. For example, when we want to compare parameters among two or more models, we usually use suest, which combines the estimation results under one parameter vector and creates a simultaneous covariance matrix of the robust type. RECOMMENDATION TO RESEARCHERS: DO NOT use the example formula in the Stata manual shown for computing the grand mean with -xtreg, fe-. Nonparametric Regression models Stata qreg, rreg 2. Negative binomial regression is for modeling count variables, usually for over-dispersed count outcome variables. This video is a short summary of interpreting regression output from Stata. However, this still leaves you with a huge matrix to invert, as the time-fixed effects are huge; inverting this matrix will still take ages. The advantage of creating the. melogit, mepoisson) or using the xt toolkit, including xtset and xtreg. Interaction Terms in STATA Tommie Thompson: Georgetown MPP 2018 In regression analysis, it is often useful to include an interaction term between different variables. These are the variables in the order of dependent and independent variables. In the other version, Stata chooses what to omit when it runs -xtreg- and chooses a different year. logit, ologit) often have the same general format and many of the same options. Note that xtreg does not allow the , r option for robust standard errors. RECOMMENDATION TO RESEARCHERS: DO NOT use the example formula in the Stata manual shown for computing the grand mean with -xtreg, fe-. Stack Overflow for Teams is a private, secure spot for you and your coworkers to find and share information. Figure 7: Residuals versus fitted plot for heteroscedasticity test in STATA The above graph shows that residuals are somewhat larger near the mean of the distribution than at the extremes. stata操作命令-xtreg. Before we run the xtreg command, we need to specifies first the cross-sectional and time series variables,. Free essays, homework help, flashcards, research papers, book reports, term papers, history, science, politics. Time Series on Stata: Forecasting by Smoothing July 28, 2015 A multi- variate way of modeling time series: VAR July 12, 2015 Model stationary and non-stationary series on Stata June 14, 2015. However, it is also useful in situations that involve simple models. You can see it by using the allbaselevels option:. ) For an estimator that allows the number of groups to grow with the sample size, see the xtreg, fe command in [XT] xtreg. How Stata handles missing data in Stata procedures. In the first two xtreg you compute the two fixed effects clustering with respect to both id (first) and year (second) and you save the robust matrices as, respectively, V1 and V2. Microeconometrics using stata (Vol. webuse nlswork, clear xtset idcode xtreg ln_w grade tenure i. reghdfe is a generalization of areg (and xtreg,fe, xtivreg,fe) for multiple levels of fixed effects (including heterogeneous slopes), alternative estimators (2sls, gmm2s, liml), and additional robust standard errors (multi-way clustering, HAC standard errors, etc). • infile Read raw data and "dictionary" files. xtreg estimates within-group variation by computing the differences between observed values and their means. Note that xtreg does not allow the , r option for robust standard errors. xtreg is the Stata command for fixed-, between-, and random-effects linear models, and areg is the Stata command for linear regression with a large dummy-variable set. (Tables 8 and 9 also use a small sample correction for the standard errors that is only available in Stata. Is there an existing function to estimate fixed effect (one-way or two-way) from Pandas or Statsmodels. 1: xtreg xtabond Ex 4. The Stata Journal publishes reviewed papers together with shorter notes and comments, regular columns, book reviews, and other material of interest to researchers applying statistics in a variety of disciplines. Finally, I strongly recommed to read this paper:. xtreg command fits various panel data models, including fixed- and random-effects models. Several other Stata commands (e. I an running xtreg model for panel data analysis. 4498 avg = 6. These are the variables in the order of dependent and independent variables. set mem 10m. 0 Philippe Mourouga Ligue nationale Contre Le Cancer, Paris [email protected] , individual patient data. 0276 avg = 7. It's All for Today! Stay tuned for more posts. This command is based on Stata’s regress or xtreg command, so it is suitable for researchers in the broad range of fields where regression analysis is used. xtreg with its various options performs regression analysis on panel datasets. The results that xtreg, fe reports have simply been reformulated so that the reported intercept is the average value of the fixed effects. This implies one period linearly modeled data. The Stata xtreg, fe command provides only "one-way" fixed-effects estimation, you have to add the time dimension manually to get a "two-way" fixed-effects model controlling for the time dimension too, see Statalist or this example here. The estimator addresses a fundamental problem posed by alternative fixed-effect quantile estimators: inclusion of individual fixed effects alters the interpretation of the estimated coefficient on the treatment variable. Fixed effects: xtreg vs reg with dummy variables. I also introduce the xtrifreg command, which should be considered a supplement to rifreg. com xtreg — Fixed-, between-, and random-effects and population-averaged linear models SyntaxMenuDescription Options for RE modelOptions for BE modelOptions for FE model Options for MLE modelOptions for PA modelRemarks and examples. Fixed effects: xtreg vs reg with dummy variables. race not_smsa south, re theta (output omitted ). My purpose in writing this paper was to make sure researchers (myself included) understood what each of the methods for estimating standard errors was actually doing. Includes how to manually implement fixed effects using dummy variable estimation, within estimation, and FD estimation, as well as the. Riveros Posted on May 14, 2020 May 14, 2020 Categories Econometrics Tags Panel Data, Ramsey test, RESET, Stata Leave a comment on Ramsey RESET Test on Panel Data using Stata Explore M&S Research Hub Mission. The Stata Journal (2010) 10, Number 1, pp. For example, to estimate a regression on Compustat data spanning 1970-2008 with both firm and 4-digit SIC industry-year fixed effects, Stata's XTREG command requires nearly 40 gigabytes of RAM. Xtreg and areg – Robust Regression Analysis with STATA. xtdata — Faster specification searches with xt data. In my example, I find that both commands returns exactly same results. (problem using svy: with xtreg, fe) In fact, -xtreg- satisfies the Stata's internal requirements needed for -vce(jackknife)- that -if- conditions and [pweights] be accepted and processed by the command, and the results be returned in e(b) and e(V) matrices (plus a little bit of extra details; see -help program properties-). This handout tends to make lots of assertions; Fixed-effects models are looking at the determinants of within-subject variability. xtreg can estimate fixed-effects (within), between effects and random effects (mixed) models as well as population averaged models. As a result, OLS is biased. 69 Prob > F f = 0. For instance, when testing how education and race affect wage, we might want to know if educating minorities leads to a better wage boost than educating Caucasians. The use of score tests for inference on variance components. Post on 28-Dec-2015. To my surprise I have obtained the same standard > errors in both cases. Saving databases in Stata 9. This makes possible such constructs as interacting a state dummy with a time trend without using any memory. For example, to estimate a regression on Compustat data spanning 1970-2008 with both firm and 4-digit SIC industry-year fixed effects, Stata's XTREG command requires nearly 40 gigabytes of RAM. Heteroskedasticity test stata xtreg. In this article, I show that when the number of fixed effects is large, the computational speed is massively increased by using xtreg rather than regress to fit the unconditional quantile regression models. For the fixed-effects model,. One way of writing the fixed-effects model is. xtreg estimates within-group variation by computing the differences between observed values and their means. Handle: RePEc:boc:bocode:s456779 Note: This module should be installed from within Stata by typing "ssc install xtoverid". Note: At the end of this document, you will find instructions for an alternate way to create a. Similarly, i. Merging Data-sets Using Stata Simple and Multiple Regression: Introduction A First Regression Analysis. xtreg is a generic panel data command, which can accommodate different type of dependent variables, either continuous, discrete, or dichotomous. 30-45 Using the world development indicators database for statistical analysis in Stata [XT] xtreg). id variable tells STATA to create a dummy for each individual and estimate the corresponding individual fixed effects. race not_smsa south, allbaselevels Random-effects GLS regression Number of obs = 28,091 Group variable: idcode Number of groups = 4,697 R-sq: Obs per group: within = 0. $\begingroup$ So let me see if I understand your process. (For those who don't know, Stata/MP is the version of Stata that has been programmed to take advantage of multiprocessor and multicore computers. 386 xtnbreg — Fixed-effects, random-effects, &population-averaged negativebinomial models You find that the incidence rate for accidents is not significantly different for participation in the program and that the panel estimator is significantly different from the pooled estimator. The command in Stata is xttest0. This makes possible such constructs as interacting a state dummy with a time trend without using any memory. I use Stata 15. com xtreg postestimation — Postestimation tools for xtreg DescriptionSyntax for predictMenu for predictOptions for predict Syntax for xttest0Menu for xttest0Remarks and examplesMethods and formulas ReferencesAlso see Description The following postestimation commands are of special interest after xtreg: Command Description. In this article, I show that when the number of fixed effects is large, the computational speed is massively increased by using xtreg rather than regress to fit the unconditional quantile regression models. Multilevel data are characterized by a hierarchical. ttl_exp > tenure c. Fixedeffect-xtreg-YoushouldalwaysestimateFE-modelsusing-xtreg-(exceptspecification searching). Downloadable! qregpd can be used to fit the quantile regression for panel data (QRPD) estimator developed in Powell (2015). I think that xtreg (fe, re, or be) will be appropiate for your small database (because iid residuals usually appears with large T and N). stata做面板数据回归xtreg出现no observations什么意思,stata小白,完全新接触,用它跑非平衡面板数据。猜想总出现问题的原因是不是面板数据输入stata的形式不对呢。. Thus xtreg in Stata 10 and higher produces standard errors somewhat smaller than those produced by areg in all versions of Stata or by xtreg in Stata 9 and lower, and Disease and Development can only be reproduced using Stata 10 or higher. * within regression 3 * separate intercepts for each group * (making intercepts random in SAS?, like re in stata?) tabulate id, generate(id) regress y x id1 id2 id3 id4, nocons * within regression via xtreg 3 use xt, clear xtreg y x, fe. 19: 1: 6830: 71. 76, as reg will confirm:. For instance, when testing how education and race affect wage, we might want to know if educating minorities leads to a better wage boost than educating Caucasians. Before using xtregyou need to set Stata to handle panel data by using the command xtset. Forecasting tools in Stata Gustavo Sanchez Outline Solving models Subcommands Examples with Time Series Ex 1: regress Ex 2: TS operators and identities Ex 3: VAR - ARIMA Examples with Panel Data Ex 4: Panel data Ex 4. CRVE are heteroscedastic, autocorrelation, and cluster robust. xtreg EBIT LTD Int, re In the above syntax, “xtreg” represents the command Earnings Before Interest and Taxes (EBIT) , Long Term Debt (LTD) and Interest payments (INT). Mark E Schaffer & Steven Stillman, 2006. Introduction 1. Another way to implement the FE model in STATA is to simply write the following command: xtreg y i. not sure on whether to use xtgls, xtreg fe robust, xtpcse or xtscc I'm running a model to compare the effect of foreign aid on developing countries. Don't forget the Help option if you don't know how to do something. Handle: RePEc:boc:bocode:s456779 Note: This module should be installed from within Stata by typing "ssc install xtoverid". $\begingroup$ So let me see if I understand your process. Reading Data: • use Read data that have been saved in Stata format. The advantage of creating the. College Station, TX: Stata press. This document is an attempt to show the equivalency of the models between the two commands. Verbeke, G. com xtreg postestimation — Postestimation tools for xtreg DescriptionSyntax for predictMenu for predictOptions for predict Syntax for xttest0Menu for xttest0Remarks and examplesMethods and formulas ReferencesAlso see Description The following postestimation commands are of special interest after xtreg: Command Description. DO May 2005 for Stata version 8. For general information on Stata, see www. This command is based on Stata's regress or xtreg command, so it is suitable for researchers in the broad range of fields where regression analysis is used. Minh Cong Nguyen, 2008. One way of writing the fixed-effects model is. I'd like to perform a mediation analysis using a fixed effects regression model. DO ***** * STATA Program * copyright C 2005 by A. CRVE are heteroscedastic, autocorrelation, and cluster robust. Before using xtregyou need to set Stata to handle panel data by using the command xtset. In the first two xtreg you compute the two fixed effects clustering with respect to both id (first) and year (second) and you save the robust matrices as, respectively, V1 and V2. An informal rule of thumb is that if the condition number is 15, multicollinearity is a concern; if it is greater than 30 multicollinearity is a very serious concern. More the information of xtreg can be found by using " help xtreg" command. --- On Thu, 25/3/10, Marco Buur wrote: > I would like to predict residuals after xtreg command > (Stata 10) in order to use meanonly residuals for Duan > smearing antilog transformation The problem is that you did not model the thing you were interested in, you modeled E(log(y)) instead of log(E(y)). Saving databases in Stata 9. You could reduce the speed of Stata or even kill it. DA: 70 PA: 97 MOZ Rank: 35. edu Abstract. The real difference between -areg- and -xtreg, fe- in terms of the R2 is that -areg- includes the variance explained by the absorbed dummies in the R2 computation, whereas -xtreg, fe- does not. stata命令显示unrecognized command: xtreg是什么问题 我来答 新人答题领红包. "XTSUR: Stata module to estimate seemingly unrelated regression model on unbalanced panel data," Statistical Software Components S456953, Boston College Department of Economics, revised 01 Oct 2010. Your job is try to estimate a cost function using basic panel data techniques. Demeaning This is a technique to manipulate your data before running a simple regression. Is there an existing function to estimate fixed effect (one-way or two-way) from Pandas or Statsmodels. year, fe or (resulting in the same?) regress y x1 x2 x3 x4 x5 x6 i. GLS random-effects (RE) model Between-effects (BE) model Fixed-effects (FE) model ML random-effects (MLE) model Population-averaged (PA) model Se debe especificar sus. stata做面板数据回归xtreg出现no observations什么意思,stata小白,完全新接触,用它跑非平衡面板数据。猜想总出现问题的原因是不是面板数据输入stata的形式不对呢。. My understanding is, that I 1) calculate the base model without the moderator 2) calculate a FE regression of the IV. I have a panel of different firms that I would like to analyze, including firm- and year fixed effects. Ask Question Asked 3 years, 8 months ago. 0 overall = 0. xtreg or reg. Learn more Stata tables: Using esttab, indicate() with xtreg. 5511 max = 5 F(5,7) = 14. One way of writing the fixed-effects model is. The option fe tells STATA to include the cross-sectional effects and estimate them assuming an FE model. xtreg is Stata's feature for fitting fixed- and random-effects models. It's possible. --- On Thu, 25/3/10, Marco Buur wrote: > I would like to predict residuals after xtreg command > (Stata 10) in order to use meanonly residuals for Duan > smearing antilog transformation The problem is that you did not model the thing you were interested in, you modeled E(log(y)) instead of log(E(y)). melogit, mepoisson) or using the xt toolkit, including xtset and xtreg. We have the standard regression model (here with only one x):. The Stata xtreg command estimates "within group" estimator without creating dummy variables. In my example, I find that both commands returns exactly same results. (For those who don't know, Stata/MP is the version of Stata that has been programmed to take advantage of multiprocessor and multicore computers. These are the variables in the order of dependent and independent variables. Finally, I strongly recommed to read this paper:. pdf manual);. year,fe 这种方法有个问题是,估计的时候可能会出现: “independent variables are collinear with the panel variable year” 解决的办法是从新生成一个panel varible比如code,此code是id和year的综合,前提是提前设置了 tsset id year。. Demeaning This is a technique to manipulate your data before running a simple regression. bp, you will be referring to the value of bp 1 ms ago. See the official Stata help for xtreg. Because it is the base level. College Station, TX: Stata press. Fixed effects regressions 5 9/14/2011}Stata's xtreg command is purpose built for panel data regressions. Search terms you type. 4600 [email protected] * within regression 3 * separate intercepts for each group * (making intercepts random in SAS?, like re in stata?) tabulate id, generate(id) regress y x id1 id2 id3 id4, nocons * within regression via xtreg 3 use xt, clear xtreg y x, fe. • Sometimes condition numbers are used (see the appendix). The xtreg Result 17 Alan C. xtreg estimates within-group variation by computing the differences between observed values and their means. use xtset industryvar in Stata to indicate you want fixed effects for each unique value of industryvar. DA: 70 PA: 97 MOZ Rank: 35. xtreg implies you have cross panel time series data that you are trying to regress with dependent and independent variables across time and individuals, x is the “cross” indication and t as the “time” indication. Broadly speaking: Heteroskedasticity Heteroskedastically consistent variance estimators Stata regress y x1 x2, robust 4. xtreg with its various options performs regression analysis on panel datasets. Stata has a friendly dialog box that can assist you in building multilevel models. Don’t forget the Help option if you don’t know how to do something. version 8 set more off Allows screen automatically scoll set more off log using filename. reg ln_w did time treated $xlist. After you let STATA know how the data is organized you can use the xtreg command. • infile Read raw data and “dictionary” files. Data Science Services IQSS Data Science Services is pleased to assist researchers in the Harvard community working on publication research in overcoming obstacles at every stage of the research process. Several other Stata commands (e. Let me know if this is what I think it is. Negative binomial regression analysis. The command diff is user‐defined for Stata. Stata rreg, prais, and arima models 3. Contact us. Call xtreg with the fe option to indicate fixed effects, including the dummy variables for year as right hand side variables. DO ***** * STATA Program * copyright C 2005 by A. Remarks and examples Methods and formulas Also see. year, fe or (resulting in the same?) regress y x1 x2 x3 x4 x5 x6 i. Free essays, homework help, flashcards, research papers, book reports, term papers, history, science, politics. , with families. I had the same doubts while using fixed effects command (xtreg, fe) in Stata. estimation), xtreg • Stata's xtreg command is purpose built for panel data regressions • Use the fe option to specify fixed effects • Make sure to set the panel dimension before using the xtreg command, using xtset • For example: • xtset countries sets up the panel dimension as countries. Not what this thread is referencing, but just so you know, you will get different standard errors with R and xtreg in stata if your fixed effects are nested within your clusters. The difference is that it is significantly faster, in my experience for large datasets it is about 15 to 20 times faster than Stata's build in xtreg command (this depends on the number of right hand side variables and observations). I'd like to perform a mediation analysis using a fixed effects regression model. ' and they indicate that it is essential that for panel data, OLS standard errors be corrected for clustering on the. In this FAQ we will try to explain the differences between xtreg, re and xtreg, fe with an example that is taken from analysis of variance. "XTSUR: Stata module to estimate seemingly unrelated regression model on unbalanced panel data," Statistical Software Components S456953, Boston College Department of Economics, revised 01 Oct 2010. Figure 7: Residuals versus fitted plot for heteroscedasticity test in STATA The above graph shows that residuals are somewhat larger near the mean of the distribution than at the extremes. For general information on Stata, see www. melogit, mepoisson) or using the xt toolkit, including xtset and xtreg. **DID的部分,根据上面匹配好的数据. However, note that I started from a panel dataset to construct this sample, but in my final sample i have only one observation per firm per variable. The Stata xtreg, fe command provides only "one-way" fixed-effects estimation, you have to add the time dimension manually to get a "two-way" fixed-effects model controlling for the time dimension too, see Statalist or this example here. This command operates as a post-estimation command following xtreg, fe or re. Broadly speaking: Heteroskedasticity Heteroskedastically consistent variance estimators Stata regress y x1 x2, robust 4. Setting up Stata We are going to allocate 10 megabites to the dataset. 9133 Obs per group: min = 5 between = 0. Young Women 14-26 years of age in 1968). xtreg random effects models can also be estimated using the mixed command in Stata. Come on people. xtreg y x1 x2 x3, fe robust outreg2 using myreg. I also introduce the xtrifreg command, which should be considered a supplement to rifreg. version 8 Telling STATA which version of interpreter to use. Hausman Test on Stata for RE vs. 6 thoughts on “ Two-way clustering in Stata ” Luis Schmidt 1. Overview - Stata and "Shape" of Survival Data. STATA: iis stcode tis year xtreg vaprate midterm gsp regdead WNCentral South Border, fe In R, recall that we’ll have to transform the data into a panel data form. My understanding is, that I 1) calculate the base model without the moderator 2) calculate a FE regression of the IV. See xtcd above for a more flexible procedure. This solution is comprised of a detailed explanation Regression Analysis in STATA. Handle: RePEc:boc:bocode:s456953 Note: This module should be installed from within Stata by typing "ssc install xtsur". Another way to implement the FE model in STATA is to simply write the following command: xtreg y i. I'm going to focus on concepts and ignore many of the details that would be part of a formal data analysis. One way of writing the fixed-effects model is. The second step is to use the xtreg command—rather than the regress command used in, for instance,. For general information on Stata, see www. DA: 70 PA: 97 MOZ Rank: 35. pdf), Text File (. Hallo Tom! Vielen Dank fuer den Text, es hat mich sehr geholfen. Stata xtreg. In order to follow your advice and considering that now, with xtreg, I have the chance of controlling for trends across the globe and macroeconomic trends, I will create a sensitivity analysis by adding time and region dummies to the basis model you proposed to me. edu Abstract. Search terms you type. If you are new to Stata we strongly recommend reading all the articles in the Stata Basics section. An informal rule of thumb is that if the condition number is 15, multicollinearity is a concern; if it is greater than 30 multicollinearity is a very serious concern. Oscar Torres-Reyna. 4600 [email protected] It is intended to help you at the start. 32 // declare panel data structure. The following options are available, fe: is ordinary least squares, is also known as within effects estimator. Because it is the base level. effect can be obtained with the stata command gllapred The difference between the population-averaged and subject specific effects is due to. F and Prob > F - The F-value is the Mean Square Model (2385. --- On Thu, 25/3/10, Marco Buur wrote: > I would like to predict residuals after xtreg command > (Stata 10) in order to use meanonly residuals for Duan > smearing antilog transformation The problem is that you did not model the thing you were interested in, you modeled E(log(y)) instead of log(E(y)). In Stata, panel data (repeated measures) can be modeled using mixed (and its siblings e. Introduction to implementing fixed effects models in Stata. To start, I use the first: hundred observations of the `nlswork` dataset: webuse nlswork, clear: keep. In this article, I show that when the number of fixed effects is large, the computational speed is massively increased by using xtreg rather than regress to fit the unconditional quantile regression models. type: xtset country year delta: 1 unit time variable: year, 1990 to 1999 panel variable: country (strongly balanced). It will generate many pages of output. Figure 7: Residuals versus fitted plot for heteroscedasticity test in STATA The above graph shows that residuals are somewhat larger near the mean of the distribution than at the extremes. One way of writing the fixed-effects model is. 0963039), yielding F=46. If there is no variability within a subject, there is nothing to examine. race not_smsa south, allbaselevels Random-effects GLS regression Number of obs = 28,091 Group variable: idcode Number of groups = 4,697 R-sq: Obs per group: within = 0. Search terms you type. log, replace Log file saved as. Total Cards. Consider a dataset in which students are grouped within schools (from Rabe-Hesketh and. 1005 min = 1 between = 0. Fixed effects: xtreg vs reg with dummy variables. This is a simple script to implement the POLS ("Probit Adapted Ordinary Least Squares") estimator of Van Praag & Ferrer-i-Carbonell (2008). One way of writing the fixed-effects model is. Stata Press, a division of StataCorp LLC, publishes books, manuals, and journals about Stata and general statistics topics for professional researchers of all disciplines. I also introduce the xtrifreg command, which should be considered a supplement to rifreg. November 2018 at 1:48. $\begingroup$ So let me see if I understand your process. We knew already. Several other Stata commands (e. but think that the data are clustered, and that the intercept (c 0 ) might be different Slideshow 2441389 by. Stata's xtreg random effects model is just a matrix weighted average of the fixed-effects (within) and the between-effects. Books Datasets Authors Instructors What's new www. 7 pages 848-53 Table 24. Hi I am looking to do two things with a panel dataset of firm-year observations. I want to run a panel effects analysis, but not sure how to do that if my panel observations are not of the same individuals over the years. 具体方法如下: xtset id year xi:xtreg y x1 x2 i. DSS Data Consultant. Negative binomial regression is for modeling count variables, usually for over-dispersed count outcome variables. Stata Longitudinal/Panel Data Reference Manual, Release 9 Datasets used in the Stata documentation were selected to demonstrate how to use Stata. This solution mainly discussed the different regression models with actual variable, dummy variables and other transformation of variables. * Three ways to obtain panel-robust se's for fixed and random effects models: * (1) Use Stata version 9 and cluster option in xtreg * (2) Use Stata version 8 xtreg and then panel bootstrap (this program) * (3) Use Stata version 8 regress cluster option on transformed model (next program) * The four basic linear panel programs are. Finally, I strongly recommed to read this paper:. If you are new to Stata we strongly recommend reading all the articles in the Stata Basics section. txt) or read online for free. There is no a-priori restriction. Undergraduate 3. set mem 10m. Hint: During your Stata sessions, use the help function at the top of the screen as often as you can. Stata Press, a division of StataCorp LLC, publishes books, manuals, and journals about Stata and general statistics topics for professional researchers of all disciplines. Both Stata xtreg and R plm have a few options, I feel RStata package could be a convenient tool to try different options and to compare results from both Stata and R directly in RStudio. 0 overall = 0. Forecasting tools in Stata Gustavo Sanchez Outline Solving models Subcommands Examples with Time Series Ex 1: regress Ex 2: TS operators and identities Ex 3: VAR - ARIMA Examples with Panel Data Ex 4: Panel data Ex 4. This small tutorial contains extracts from the help files/ Stata manual which is available from the web. A dBASE file,. Don't forget the Help option if you don't know how to do something. An informal rule of thumb is that if the condition number is 15, multicollinearity is a concern; if it is greater than 30 multicollinearity is a very serious concern. The following is copied verbatim from pp. xtreg can also estimate between-effects models, ML random-effects models and population-averaged models. This handout tends to make lots of assertions; Fixed-effects models are looking at the determinants of within-subject variability. xtreg is the Stata command for fixed-, between-, and random-effects linear models, and areg is the Stata command for linear regression with a large dummy-variable set. In my example, I find that both commands returns exactly same results. Stata 15 Advisory UPDATE: xtreg, fe may not be doing what you expect March 2, 2018 RECOMMENDATION TO RESEARCHERS: DO NOT use the example formula in the Stata manual shown for computing the grand mean with - xtreg, fe -. Reinhard Schunck Department of Sociology xtreg, xtmixed, multilevel data, panel data,. xtreg implies you h. Specifically the p-value for the F-test, the R squared, the p-values for t-tests and the coefficients of the model are. , individual patient data. Demeaning This is a technique to manipulate your data before running a simple regression. 7 pages 848-53 Table 24. The command in Stata is xttest0. However, the older commands as yet are still available (this statement currently includes version 14). GLS random-effects (RE) model Between-effects (BE) model Fixed-effects (FE) model ML random-effects (MLE) model Population-averaged (PA) model Se debe especificar sus. It turns out that, in Stata, -xtreg- applies the appropriate small-sample correction, but -reg- and -areg- don't. This program allows to run standard fixed effects regressions just like xtreg with the fe option. xtreg health retired female , re. Both Stata xtreg and R plm have a few options, I feel RStata package could be a convenient tool to try different options and to compare results from both Stata and R directly in RStudio. how to find effect size using xtreg instead of regress? Hi all, I'm trying to use Stata 13 to find effect size using xtreg and multilevel modeling. Handle: RePEc:boc:bocode:s456779 Note: This module should be installed from within Stata by typing "ssc install xtoverid". XTOVERID: Stata module to calculate tests of overidentifying restrictions after xtreg, xtivreg, xtivreg2, xthtaylor. Loading Stata databases 7. The between and within sum of squares are 32 and 10, for an R^2 of 32/42 = 0. xtreg tenure c. The Log Output File 8. 4498 avg = 6. Here we reject the null and conclude that random effects is the appropriate model because there is evidence of significant differences across women. However, note that I started from a panel dataset to construct this sample, but in my final sample i have only one observation per firm per variable. Trying to figure out some of the differences between Stata's xtreg and reg commands. xtreg won't allow that. However, this still leaves you with a huge matrix to invert, as the time-fixed effects are huge; inverting this matrix will still take ages. In order to follow your advice and considering that now, with xtreg, I have the chance of controlling for trends across the globe and macroeconomic trends, I will create a sensitivity analysis by adding time and region dummies to the basis model you proposed to me. Essentially I want to use a pca model run on dataset_1 to predict scores in a new dataset_2. Interrupting Stata 6. xtset id wave // RE. When I compare outputs for the following two models, coefficient estimates are exactly the same (as they should be, right?). 2: Forecast scenarios Ex 4. This is a small panel data set with information on costs and output of 6 different firms, in 4 different periods of time (1955, 1960,1965, and 1970). I had the same doubts while using fixed effects command (xtreg, fe) in Stata. 4600 [email protected] This estimator augments the fixed point iteration of Guimarães & Portugal (2010) and Gaure (2013), by adding three features: Replace the von Neumann-Halperin alternating projection transforms with symmetric alternatives. 4892 Adj R-squared h = 0. Heteroskedasticity test stata xtreg. xtreg health retired , re // + time-constant explanatory variable. xtreg crimen desempleo cupones, be (jacknife). xtreg can also estimate between-effects models, ML random-effects models and population-averaged models. com spxtregress postestimation — Postestimation tools for spxtregress Postestimation commandspredictmarginsestat impact Methods and formulasReferenceAlso see Postestimation commands The following postestimation command is of special interest after spxtregress: Command Description estat impact direct, indirect, and total impacts. **DID的部分,根据上面匹配好的数据. In Stata, xtoverid is used on a test of overidentifying restrictions (orthogonality conditions) for a panel data estimation after xtreg, xtivreg, xtivreg2, or xthtaylor. Finally, I strongly recommed to read this paper:. Figure 7: Residuals versus fitted plot for heteroscedasticity test in STATA The above graph shows that residuals are somewhat larger near the mean of the distribution than at the extremes. adoupdate estout Alternatively, you can download estout from the SSC Archive and add the files to your system manually (see file readme. Call xtreg with the fe option to indicate fixed effects, including the dummy variables for year as right hand side variables. In my example, I find that both commands returns exactly same results. The command diff is user‐defined for Stata. I'd like to perform a mediation analysis using a fixed effects regression model. Because it is the base level. I might add the following: In Stata 12, after using the xtreg command (i. I used the random effect regression, using xtreg y x1 x2, re I get Wald chi2(7) = 99. “re” represents the random effects for the above panel data regression. However, the older commands as yet are still available (this statement currently includes version 14). Titlextreg Fixed-,between-, population-averagedlinear models Syntax GLS random-effects (RE) model xtreg depvar reRE options modelxtreg depvar Fixed-effects(FE) model xtreg depvar FEoptions MLrandom-effects (MLE) model xtreg depvar MLEoptions Population-averaged(PA) model xtreg depvar PAoptions REoptions description. The option , r makes Stata calculate heteroskedastic robust standard errors. Search terms you type. Stata Commands. zip for installation instructions). Stata fixed effects keyword after analyzing the system lists the list of keywords related and the list of websites with related content, in addition you can see which keywords most interested customers on the this website. 30–45 Using the world development indicators database for statistical analysis in Stata P. It assumes knowledge of the statistical concepts that are presented. Think of it as ols. Then data viewed as clustered on the individual unit. Overall Model Fit Number of obs e = 200 F( 4, 195) f = 46. Before using xtregyou need to set Stata to handle panel data by using the command xtset. This estimator augments the fixed point iteration of Guimarães & Portugal (2010) and Gaure (2013), by adding three features: Replace the von Neumann-Halperin alternating projection transforms with symmetric alternatives. Reading Data: • use Read data that have been saved in Stata format. z_vis1 z_diff1. Specifically the p-value for the F-test, the R squared, the p-values for t-tests and the coefficients of the model are. doc , replace ctitle( Fixed Effects ) addtext( Country FE, YES ) You also have the option to export to Excel, just use the extension *. Mark E Schaffer & Steven Stillman, 2006. More the information of xtreg can be found by using " help xtreg" command. If you using stata with the command "xtreg", you will get the adjusted R2 for the within, between, and overall. The first method I tried was: xtreg beta re_genperiod1 re_genperiod2 firmsizeperiod1 firmsizeperiod2, fe robust. xtreg or reg. Includes how to manually implement fixed effects using dummy variable estimation, within estimation, and FD estimation, as well as the. Thus xtreg in Stata 10 and higher produces standard errors somewhat smaller than those produced by areg in all versions of Stata or by xtreg in Stata 9 and lower, and Disease and Development can only be reproduced using Stata 10 or higher. I illustrate the issue by comparing: standard errors computed by Stata's `xtreg fe` command to those: computed by the standard `regress` command. Figure 7: Residuals versus fitted plot for heteroscedasticity test in STATA The above graph shows that residuals are somewhat larger near the mean of the distribution than at the extremes. Title stata. If you would like a brief introduction using the GUI, you can watch a demonstration on Stata’s YouTube Channel: Introduction to multilevel linear models in Stata, part 1: The xtmixed command. What "predict varname, u" after xtreg with random-effects really do in Stata? How it works? I mean, how the ("individual") random-error. Setting up Stata We are going to allocate 10 megabites to the dataset. Learn more Stata tables: Using esttab, indicate() with xtreg. Edit: Here is an example with a built-in Stata dataset. Many panel methods also apply to clustered data such as. version 8 set more off Allows screen automatically scoll set more off log using filename. If you using stata with the command "xtreg", you will get the adjusted R2 for the within, between, and overall. year (bankid stands for the identification number of a bank, it changes between banks, but not years). areg is my favorite command for fixed effects regressions although it doesn't display the joint significance of the fixed effects when you have a large number of categories. xtreg var2 var1 type1 type2 i. 【Stata 连享会(公众号:StataChina)】由中山大学连玉君老师团队创办,旨在定期与大家分享 Stata 应用的各种经验和技巧。 公众号推文同步发布于 【简书-Stata连享会】 和 【知乎-连玉君Stata专栏】。可以在简书和知乎中搜索关键词Stata或Stata连享会后关注我们。. Microeconometrics using stata (Vol. I argued that this couldn't be right - but he said that he'd run -xtreg- in Stata with robust standard errors and with clustered standard errors and gotten the same result - and then sent me the relevant citations in the Stata help documentation. xtreg can estimate fixed-effects (within), between effects and random effects (mixed) models as well as population averaged models. But, other situations cannot be properly applied with the xtreg command. The option , r makes Stata calculate heteroskedastic robust standard errors. 1005 min = 1 between = 0. Point estimates sthould be the same, xtreg standard errors are usually a bit smaller, since they do not adjust degrees of freedom for the number of fixed effects estimated. Stata Longitudinal/Panel Data Reference Manual, Release 9 Datasets used in the Stata documentation were selected to demonstrate how to use Stata. My understanding is, that I 1) calculate the base model without the moderator 2) calculate a FE regression of the IV. However, it is also useful in situations that involve simple models. To my surprise I have obtained the same standard > errors in both cases. xtreg crimen desempleo cupones, pa (bootstrap) •Para estimar una regresión de efectos fijos en el tiempo (between effect):. You do not want to allocate to much memory to the dataset because the more memory you allocate to the dataset, the less memory will be available to perform the commands. Three specializations to general panel methods: 1 Short panel: data on many individual units and few time periods. Note that this is the same command to use for random effects estimators, just with the. set mem 10m. XTOVERID: Stata module to calculate tests of overidentifying restrictions after xtreg, xtivreg, xtivreg2, xthtaylor. Many panel methods also apply to clustered data such as. xtreg crimen desempleo cupones, be (jacknife). Handle: RePEc:boc:bocode:s456953 Note: This module should be installed from within Stata by typing "ssc install xtsur". Contact us. This talk: overview of panel data methods and xt commands for Stata 10 most commonly used by microeconometricians. Stata Press, a division of StataCorp LLC, publishes books, manuals, and journals about Stata and general statistics topics for professional researchers of all disciplines. Molenberghs. • infile Read raw data and "dictionary" files. Hi I am looking to do two things with a panel dataset of firm-year observations. Longitudinal analysis and xtreg I have a survey dataset with 2,000 observations over 10 years. logit, ologit) often have the same general format and many of the same options. 具体方法如下: xtset id year xi:xtreg y x1 x2 i. Books Datasets Authors Instructors What's new www. Stata's xtreg random effects model is just a matrix weighted average of the fixed-effects (within) and the between-effects. xtreg y x1 x2 x3, fe robust outreg2 using myreg. The use of score tests for inference on variance components. It's possible. Abbreviations in Stata 3. For example, if different weights are needed for each observation within a fixed-effects group, xtreg will not allow it, and. Stata Press 4905 Lakeway Drive College Station, TX 77845, USA 979. Detailed results are found in tables S3 and S4. This solution mainly discussed the different regression models with actual variable, dummy variables and other transformation of variables. xtreg requires that you have xtset your data as well in order to indicate your time and individual indicators in the data set. The Stata Journal Volume 13 Number 1: pp. Longitudinal analysis and xtreg I have a survey dataset with 2,000 observations over 10 years. My first xtreg? - Free download as PDF File (. 9133 Obs per group: min = 5 between = 0. z_vis1 z_diff1. For this exercise, you will write your do-file from scratch. The module is made available under terms of the GPL v3. Contact us. Molenberghs. year (bankid stands for the identification number of a bank, it changes between banks, but not years). Not only is Stata output difficult to format, you will probably need to run your code many times, and you won't want to repeat this step over and over again. For instance, when testing how education and race affect wage, we might want to know if educating minorities leads to a better wage boost than educating Caucasians. Overall Model Fit Number of obs e = 200 F( 4, 195) f = 46. Syntax Menu Description Options. My dependent variable is GDP capita growth, with my independent variables being initial gdp per capita, aid/gdp, trade openness(of gdp %), foreign direct investment, population growth, violence. 76 corr(u_i, Xb. I think that xtreg (fe, re, or be) will be appropiate for your small database (because iid residuals usually appears with large T and N). Setting panel data: xtset The Stata command to run fixed/random effecst is xtreg. xtreg (with assumption checking). Riveros Posted on May 14, 2020 May 14, 2020 Categories Econometrics Tags Panel Data, Ramsey test, RESET, Stata Leave a comment on Ramsey RESET Test on Panel Data using Stata Explore M&S Research Hub Mission. This implies one period linearly modeled data. Generate dummy variables for every year. Estimating panel time series models with heterogeneous slopes - ado, help, Stata Journal article, application. This estimator augments the fixed point iteration of Guimarães & Portugal (2010) and Gaure (2013), by adding three features: Replace the von Neumann-Halperin alternating projection transforms with symmetric alternatives. Whether you are a new user needing to import, clean, and prepare data for your first analysis in Stata or you are an experienced user hoping to learn new tricks for the most challenging tasks, this book is for you. My panel variable is a person id and my time series variable is the year. In STATA, Generalized Lease Square(GLS) means Weighted Least Square(WLS) If I want to use a … model STATA command Inference Ordinary Least Squares (OLS) regress Y X OLS Population average model Using GEE GEE for coefficient estimates xtreg Y X, pa i(id) corr() WLS for s. stata操作命令-xtreg. The real difference between -areg- and -xtreg, fe- in terms of the R2 is that -areg- includes the variance explained by the absorbed dummies in the R2 computation, whereas -xtreg, fe- does not. In fact, the (only) example is that where the dependent variable is log of wages, just as in your case. use xtset industryvar in Stata to indicate you want fixed effects for each unique value of industryvar. An alternative in Stata is to absorb one of the fixed-effects by using xtreg or areg. Handle: RePEc:boc:bocode:s456779 Note: This module should be installed from within Stata by typing "ssc install xtoverid". The xtreg Result 17 Alan C. type: xtset country year delta: 1 unit time variable: year, 1990 to 1999 panel variable: country (strongly balanced). Then data viewed as clustered on the individual unit. year, fe **PSM-DID部分结束-----. Estimating panel time series models with heterogeneous slopes - ado, help, Stata Journal article, application. Saving output: the log fi le 5. Verbeke, G. Stata Output - Free download as PDF File (. Titlextreg Fixed-,between-, population-averagedlinear models Syntax GLS random-effects (RE) model xtreg depvar reRE options modelxtreg depvar Fixed-effects(FE) model xtreg depvar FEoptions MLrandom-effects (MLE) model xtreg depvar MLEoptions Population-averaged(PA) model xtreg depvar PAoptions REoptions description Model re use random-effects estimator; defaultsa use Swamy–Arora estimator. Hallo Tom! Vielen Dank fuer den Text, es hat mich sehr geholfen. 59: 254–262. This command is based on Stata's regress or xtreg command, so it is suitable for researchers in the broad range of fields where regression analysis is used. year LSDV法 就是虚拟变量最小二乘回归. stata操作命令-xtreg. I can't seem to match the xtreg command in Stata in R without using the fe option in Stata. reg_magnr ib0. Note: At the end of this document, you will find instructions for an alternate way to create a. DA: 70 PA: 97 MOZ Rank: 35. The persons are from all over Germany. Come on people. I have a panel of different firms that I would like to analyze, including firm- and year fixed effects. xtreg crimen desempleo, re vce (jacknife) •Para estimar una regresión ajustada por población:. Rather than specify all options at once, like you do in SPSS, in Stata you often give a series of. **DID的部分,根据上面匹配好的数据. In stata, this is implemented using the xtreg command with the fe option. I argued that this couldn't be right - but he said that he'd run -xtreg- in Stata with robust standard errors and with clustered standard errors and gotten the same result - and then sent me the relevant citations in the Stata help documentation. Author John M. Some datasets have been altered to explain a particular feature. One way of writing the fixed-effects model is. Note that this is the same command to use for random effects estimators, just with the. Essentially, xtoverid can be used in three cases: to test on excluded instruments in IV estimations, to test on model specification (FE or RE), and to test on the strong assumption in an xthtaylor estimation. Both Stata xtreg and R plm have a few options, I feel RStata package could be a convenient tool to try different options and to compare results from both Stata and R directly in RStudio. My understanding is, that I 1) calculate the base model without the moderator 2) calculate a FE regression of the IV. reg和xtreg的命令选择问题,请教一下大家,我需要做一个非平衡面板数据回归,解释变量mmm,nnn需要滞后一期,在做具体回归时,我直接使用reg y mmm_l nnn_l命令,这则命令的回归结果是不是OLS的混合面板数据回归呢?. Stata Press 4905 Lakeway Drive College Station, TX 77845, USA 979. race not_smsa south, allbaselevels Random-effects GLS regression Number of obs = 28,091 Group variable: idcode Number of groups = 4,697 R-sq: Obs per group: within = 0. Make sure your do-file is well organized and well annotated. Fixed effects: xtreg vs reg with dummy variables. I want to show you how easy it is to fit multilevel models in Stata. For example, if different weights are needed for each observation within a fixed-effects group, xtreg will not allow it, and. Several other Stata commands (e. of coefficients estimates. All statistical tests are two-sided. This small tutorial contains extracts from the help files/ Stata manual which is available from the web. In Stata, xtoverid is used on a test of overidentifying restrictions (orthogonality conditions) for a panel data estimation after xtreg, xtivreg, xtivreg2, or xthtaylor. 9133 Obs per group: min = 5 between = 0. areg is my favorite command for fixed effects regressions although it doesn't display the joint significance of the fixed effects when you have a large number of categories. Last Updated: Apr 14, 2020 3:55 PM URL: https://campusguides. doc , replace ctitle( Fixed Effects ) addtext( Country FE, YES ) You also have the option to export to Excel, just use the extension *. It assumes knowledge of the statistical concepts that are presented. I also introduce the xtrifreg command, which should be considered a supplement to rifreg. 76, as reg will confirm:. In the first two xtreg you compute the two fixed effects clustering with respect to both id (first) and year (second) and you save the. xtset country year. The option fe tells STATA to include the cross-sectional effects and estimate them assuming an FE model. The Stata xtreg, fe command provides only "one-way" fixed-effects estimation, you have to add the time dimension manually to get a "two-way" fixed-effects model controlling for the time dimension too, see Statalist or this example here. This command operates as a post-estimation command following xtreg, fe or re. 2: Forecast scenarios Ex 4. 4600 [email protected] 0 download. This talk: overview of panel data methods and xt commands for Stata 10 most commonly used by microeconometricians. 30-45 Using the world development indicators database for statistical analysis in Stata [XT] xtreg). xtreg crimen desempleo cupones, be (jacknife). > Gesendet: Dienstag, 9. * Three ways to obtain panel-robust se's for fixed and random effects models: * (1) Use Stata version 9 and cluster option in xtreg * (2) Use Stata version 8 xtreg and then panel bootstrap (this program) * (3) Use Stata version 8 regress cluster option on transformed model (next program) * The four basic linear panel programs are. Multilevel and Longitudinal Modeling Using Stata Volume I: Continuous Responses Third Edition SOPHIA RABE-HESKETH University of California–Berkeley Institute of Education, University of London ANDERS SKRONDAL Norwegian Institute of Public Health ® A Stata Press Publication StataCorp LP College Station, Texas ®. r2_a package: Adjusted R Squared Quick Tips. Demeaning This is a technique to manipulate your data before running a simple regression. Another way to implement the FE model in STATA is to simply write the following command: xtreg y i. Ich habe aber gemerkt, dass man kann auch noabsorb schreiben anstatt temp=1 zu erstellen. The Stata xtreg, fe command provides only "one-way" fixed-effects estimation, you have to add the time dimension manually to get a "two-way" fixed-effects model controlling for the time dimension too, see Statalist or this example here. race not_smsa south, re theta (output omitted ). xtreg can estimate fixed-effects (within), between effects and random effects (mixed) models as well as population averaged models. Setting up Data Management systems using modern data technologies such as Relational Databases, C#, PHP and Android. In stata, this is implemented using the xtreg command with the fe option. Titlextreg Fixed-,between-, population-averagedlinear models Syntax GLS random-effects (RE) model xtreg depvar reRE options modelxtreg depvar Fixed-effects(FE) model xtreg depvar FEoptions MLrandom-effects (MLE) model xtreg depvar MLEoptions Population-averaged(PA) model xtreg depvar PAoptions REoptions description Model re use random-effects estimator; defaultsa use Swamy–Arora estimator. Total Cards. Consequently the models are different, and the variance that is jointly attributable to the years and vix_median gets re-partitioned. Stata Press 4905 Lakeway Drive College Station, TX 77845, USA 979. I think that xtreg (fe, re, or be) will be appropiate for your small database (because iid residuals usually appears with large T and N). I had the same doubts while using fixed. xtset country year. xtreg用来做固定效应的语法是: xtreg depvar [indepvars] [if] [in] [weight] , fe [FE_options] 其语法可以help xtreg获得。(说明,其中xt表示面板数据的命令,因此,在stata中输入help xt可以学习面板数据描述、估计等命令。) 选取某一数据进行拟合: xtreg lscrap d88 d89 grant grant_1,fe. 4600 [email protected]
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