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pooling countries to run fixed effect [message #21719] Sat, 12 December 2020 13:16 Go to next message
lekaicasi46 is currently offline  lekaicasi46
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Registered: December 2020
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Hello! I have an appended dataset that contains 10 countries that have the domestic violence module. In order to study the determinants of seeking help, i need to run a regression with seeking help as the dependant variable and some explanatory variables. I have 10 countries and for each country there is 2 years of data, however its not panel data its cross sectional data. My advisor told me i should pool the countries together and run fixed effects but i only know how to run separate regression for each country. How can i do that? how will my regression equation be?

[Updated on: Mon, 14 December 2020 08:00] by Moderator

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Re: pooling countries to run fixed effect [message #21730 is a reply to message #21719] Mon, 14 December 2020 10:26 Go to previous message
Bridgette-DHS is currently offline  Bridgette-DHS
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Following is a response from DHS Research & Data Analysis Director, Tom Pullum:

You probably have a variable in the pooled file that is called "survey" that takes the values 1 through 10. If not, I recommend that you construct such a variable.

Fixed effects for survey just means that you include "survey" as a categorical variable in the model. That is, using the full file, you include "i.survey" as a covariate on the right hand side of the regression. I agree with your advisor on including such effects. This gives a different intercept for each survey.

When you pool the surveys like this you need to construct new cluster and stratum variables and you may want to redefine the weights. These components all go into an svyset command and "svy:" is included in front of the estimation commands. You should find several forum postings on how to do that.
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