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st: RE: RE: XTIVREG2 and FIRST option


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: XTIVREG2 and FIRST option
Date   Tue, 20 Mar 2007 14:37:19 -0000

Ian,

I can't replicate the problem.  The only things I can think of are:

- Stata needs updating.  -update query- from within Stata will tell you
if this is a problem.

- -xtivreg2- was updated recently to 1.0.06.  Maybe try updating your
copy and see if the problem remains.

If neither of these works, contact me off list and we'll try to get to
the source of the problem.

--Mark

Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University
Edinburgh EH14 4AS  UK
44-131-451-3494 direct
44-131-451-3296 fax
http://www.sml.hw.ac.uk/cert
 

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Ian S McRae
> Sent: Monday, March 19, 2007 9:54 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: RE: XTIVREG2 and FIRST option
> 
> Mark
> 
> Thanks for your prompt advice.
> 
> The versions and problem line are :
> 
>   which ivreg2, all
> 
> c:\ado\plus\i\ivreg2.ado
> *! ivreg2 2.1.21  5Feb2007
> *! authors cfb & mes
> *! cloned from official ivreg version 5.0.9  19Dec2001 *! see 
> end of file for version comments
> 
>   which xtivreg2, all
> 
> c:\ado\plus\x\xtivreg2.ado
> *! xtivreg2 1.0.05 9Feb2007
> *! author mes
> 
> 
> The code and results are shown below.  This works fine with ffirst.
> 
> 
>   xtivreg2  servcap servmix bcrhi bcrlo neighloc neighgap 
> perclt15 percfem perc
> > dipl percunemp   ///
> > percindig seifa2 seifa3 seifa4 seifa5 popdens nhbedpercap percmanual
> ///
> >         (location netfee cruderate = percvrgp ///
> >         indemnity item23 ed hospbedpercap noschool 
> state_gps percge65
> percosb
> > orn) , fe gmm first orthog() endog()
> 
> FIXED EFFECTS ESTIMATION
> ------------------------
> Number of groups =       815                    Obs per group: min =
> 4
>                                                               
>   avg = 8.0
>                                                                 max =
> 8
> 
> First-stage regressions
> -----------------------
> 
> First-stage regression of location:
> 
> FIXED EFFECTS ESTIMATION
> ------------------------
> Number of groups =       815                    Obs per group: min =
> 4
>                                                               
>   avg = 8.0
>                                                                 max =
> 8
> unrecognized command:  , invalid command name r(199);
> 
> end of do-file
> r(199);
> 
> Regars
> 
> Ian
> 
> 
> 
> 
> 
> 
> Ian,
> 
> > -----Original Message-----
> > From: owner-statalist@hsphsun2.harvard.edu
> > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> Ian S McRae
> > Sent: Sunday, March 18, 2007 11:39 PM
> > To: statalist@hsphsun2.harvard.edu
> > Subject: st: XTIVREG2 and FIRST option
> >
> > Hi there
> >
> > I have recently obtained a new computer and reloaded ivreg2 and 
> > xtivreg2 in what I think are the latest versions from fmwww.bc.edu.
> >
> > The new facilities like the Stock-Yogo critical values very helpful.
> >
> > While the first and ffirst options work fine in IVREG2, in
> > XTIVREG2 (with fixed effects)only the FFIRST option works, and if I 
> > try FIRST it says
> >
> > "unrecognized command:  , invalid command name r(199);"
> 
> I just tried and it works for me.
> 
> Can you post the results of saying
> 
> which ivreg2, all
> 
> which xtivreg2, all
> 
> and the command line that causes the problem?
> 
> --Mark (xtivreg2 author)
> 
> > Have I downloaded the wrong version or has there been a change I 
> > missed or is there another way through?
> >
> > Advice would be greatly appreciated
> >
> > Ian
> >
> >
> >
> >
> >
> > _______________________________________________
> > Ian McRae
> > PhD Candidate
> > Australian Centre for Economic Research on Health (CRICOS 
> code 00120C) 
> > Building 62, Mills Rd The Australian National University 
> CANBERRA ACT 
> > 0200
> > Phone: +61 2 6125 2830
> > Mobile 0431 929 750
> > Fax: +61 2 6125 0740
> > Email: ian.s.mcrae@anu.edu.au
> >
> 
> _______________________________________________
> Ian McRae
> PhD Candidate
> Australian Centre for Economic Research on Health (CRICOS 
> code 00120C) Building 62, Mills Rd The Australian National 
> University CANBERRA ACT 0200
> Phone: +61 2 6125 2830
> Mobile 0431 929 750
> Fax: +61 2 6125 0740
> Email: ian.s.mcrae@anu.edu.au
> 
> 
> 
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