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Re: st: RE: A follow-up question on the IVPROB/IVTOBIT.


From   Kee-Lee Lee <kllee305@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: A follow-up question on the IVPROB/IVTOBIT.
Date   Wed, 31 Jul 2002 06:51:50 -0700 (PDT)

Dear Nick Cox (and all):

Thank you so much for your suggestion.

With your help, I reran my IVPROB procedure with
ignoring all observations with any missing values on
A2-A7.  The same error message occurred: "matrix has
missing values".

So, I guess that it is not about the missing values on
my variables. Can anyone suggest what might be the
problems and how to resolve those problems? 
(Has anyone encountered the same error message in any
of STATA procedures: what are some general
causes/remedies with the error message “matrix has
missing values”?)

Thanks a million in advance for any suggestions.

Kee



--- Nick Cox <n.j.cox@durham.ac.uk> wrote:
> Kee-Lee Lee
> 
> > I do not know how to thank you guys for your kind
> > helps on my question (on IVPROB/IVTOBIT): with
> your
> > kind help, installing the ado files worked great.
> >
> > But, if you don't mind, I would really like to ask
> you
> > my follow-up question.
> >
> > I have been trying to implement the IVPROB
> procedure
> > with the following two equations:
> > Eq1) A1 = A2 + A3 + A4 + A5
> > Eq2) A2 = A1 + A3 + A6 + A7
> >
> > Variable A1 is dichotomous and A2 is continuous:
> some
> > of A3-A7 are dichotomous and some of A3-A7 are
> > continuous.
> >
> > I have run the following STATA command to
> implement
> > the IVPROB procedure: ivprob A1, endog(A2) iv(A6
> A7)
> > exog(A3 A4 A5). And, I got the error message
> saying
> > that "matrix has missing values".
> >
> > What does that mean, why did it happen, and how
> can I
> > solve it? Is it something about the missing values
> in
> > my variables (I have some missing values on A2 and
> > A3-A7, but not A1) or is it something about the
> > multicollinearity problem or is it about something
> > else.
> >
> 
> -ivprob- was written by Joe Harkness, so he is the
> expert.
> 
> However, it may well be that your missing values
> lead
> to the problem you have; even if this is not true,
> they could lead to other difficulties.
> 
> With the call
> 
> ivprob A1, endog(A2) iv(A6 A7) exog(A3 A4 A5)
> 
> -ivprob- will automatically ignore any observations
> which have
> missing values on A1, but you have none.
> 
> However, different bits of the calculations within
> -ivprob-,
> based on calls to -probit- and -regress-,
> will very possibly omit different parts of the
> observations given the missing values on A2-A7.
> 
> My guess is that if this happens the results will be
> misleading at
> best.
> 
> You can test this for yourself. Make sure that the
> command
> ignores all observations with any missing values:
> 
> egen nmiss = rmiss(A2 A3 A4 A5 A6 A7)
> ivprob A1 if nmiss == 0, endog(A2) iv(A6 A7) exog(A3
> A4 A5)
> 
> If your problem persists, you need econometricians'
> help.
> 
> Open suggestion on -ivprob-: should not
> 
> marksample touse
> 
> be followed by
> 
> markout touse `endog' `iv' `exog'
> 
> Nick
> n.j.cox@durham.ac.uk
> 
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