Re: st: fama macbeth procedure

["Neil Shephard" <nshephard@gmail.com>]

On 12/19/06, Sergio Correia <sergio.correia@gmail.com> wrote:
> Doing a quick scan of the code, I could not find commands that only
> work on stata 9 (mvreg, for example, works even under stata 6).
> Therefore, you can try this RISKY procedure (I take no
> responsability!)
>
> 1) write: which xtfmb
> 2) write: doedit c:\ado\plus\x\xtfmb.ado
> ... or something like that (it depends on the folder that you get on step 1)
> 3) Replace the line "version 9.2" for "version 8.2", save.
> ... Run the command.
>
> However, this command was not really tested under stata 8.2 so you
> must be very careful.
A more sensible approach would be to upgrade your Stata licence and
take advantage of all the new features.  However, if you do not wish
to do so then I would recommend doing the following instead...

2) copy c:\ado\plus\x\xtfmb.ado c:\ado\personal\my_xtfmb.ado

3) doedit c:\ado\personal\my_xtfmb.ado

4) Modify the version line to suit your version., save the changes.

5) Now call -my_xtfmb- instead of -xtfmb-

This avoids copying over the original and the need to download and
replace.  If you run into troubles running -my_xtfmb- then modify that
and not the original.

Neil
--
"Doing science for the money is like having sex for the exercise." - Anon

Email - nshephard@gmail.com / neilshep@cyllene.uwa.edu.au
Website - http://slack.ser.man.ac.uk/
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