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Re: st: Weighted random effects -rfregk-


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu, statalist@hsphsun2.harvard.edu
Subject   Re: st: Weighted random effects -rfregk-
Date   Fri, 02 Jun 2006 23:00:40 -0400

At 08:43 PM 6/2/2006, James J Walters wrote:
I downloaded and am trying to use the "rfregk" command with aweights. I have version 8.1. I keep getting a syntax error. The command aqnd error results are shown below. Am I doing something wrong? Any ideas regarding the fix?
OK, I looked at the ado file, and it appears to me that a couple of the lines got zapped somehow, as if somebody tried to edit it but screwed it up. Specifically, there are line breaks in the wrong places and extraneous comment code. Look for the little bit of code that starts with if "`weight'"!="" and replace it as follows:

if "`weight'"!="" {
by `ivar': replace ``i'' = cond(`dup',sum(`w'[_n-1]*``i''[_n-1])/sum(`w'[_n-1]),``i'')
}
else {
by `ivar': replace ``i'' = cond(`dup',sum(``i''[_n-1])/(_n-1),``i'')
}

Before I do that, I get the same error you do. After i do that, I get the following:

. webuse grunfeld,clear

. rfregk invest kstock [aw = mvalue]

Random-effects GLS regression
sd(u_company) = 168.1342 Number of obs = 200
sd(e_company_t) = 101.4408 n = 10
sd(e_company_t + u_company) = 196.3653 T = 20

corr(u_company, X) = 0 (assumed) R-sq within = 0.7927
between = 0.4156
overall = 0.6350

chi2( 1) = 723.16
(theta = 0.8663) Prob > chi2 = 0.0000

------------------------------------------------------------------------------
invest | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
kstock | .4407224 .0163889 26.89 0.000 .4086009 .472844
_cons | 170.61 54.55903 3.13 0.002 63.67631 277.5438
------------------------------------------------------------------------------

If you have trouble, I can also email you the revised ado file if you want.




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Richard Williams, Notre Dame Dept of Sociology
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