I would greatly appreciate it if you would email the corrected ado file. I do not have any experience revising Stata programs or ado files. Email address jim.walters@wmich.edu.
----- Original Message -----
From: Richard Williams <Richard.A.Williams.5@ND.edu>
Date: Friday, June 2, 2006 11:00 pm
Subject: Re: st: Weighted random effects -rfregk-
> 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.
>
>
>
>
> -------------------------------------------
> Richard Williams, Notre Dame Dept of Sociology
> OFFICE: (574)631-6668, (574)631-6463
> FAX: (574)288-4373
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> EMAIL: Richard.A.Williams.5@ND.Edu
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>
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