* Presidential Impeachment and the New Political Instability . * Models for Chapter 5 . * Anibal Perez-Linan . * University of Pittsburgh . * Use datast no. 3_Chapter_5.dta' . tsset Case Weeks * Note that you can only 'tsset' the data by defining T as weeks in office, . * which basically means that there are always gaps between observations . * (since some polls took place every two weeks, others every four, and . * others every twelve weeks) . *** Table 5.2 *************************************************************** . * 5.2.1 Fixed effects model . xtreg A S Involved Honey i u Adjustment , fe * Alternative with inflation logged . xtreg A S Involved Honey ln_i u Adjustment , fe * 5.2.2 Fixed effects with transformed dependent variable . * Linearization of proportion: At = ln(A/(100-A)) . xtreg At S Involved Honey i u Adjustment , fe * 5.2.3 Panel-corrected standard errors . xtpcse A S Involved Honey i u Adjustment bra ven col ecu1 ecu2 par1 , p * 5.2.4 Weighted fixed effects model . reg A S Involved Honey i u Adjustment bra ven col ecu1 ecu2 par1 [pweight=w] * 5.2.5 Fixed effects Tobit . tobit A S Involved Honey i u Adjustment bra ven col ecu1 ecu2 par1 , ll(0) ul(100) *** Table 5.3 *************************************************************** . * 5.3.1-2 Instruments . * i - OLS purges variance owed to A(t-1) and produces residual I . reg S lag_A Month predict I_S, residuals * ii - Logit since Involved is dichotomous . * Model includes S because instrument will also predict S . logit Involved S lag_A Month predict I_Involved, deviance corr A I_S I_Involved * 5.3.3-5 Fixed effects, instrumental variable regression . xtivreg A (S Involved = I_S I_Involved) Honey i u Adjustment , fe first * Alternative with ln of inflation . xtivreg A (S Involved = I_S I_Involved) Honey ln_i u Adjustment , fe * Check with linearized DV . xtivreg At (S Involved = I_S I_Involved) Honey i u Adjustment , fe