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Re: st: xtabond2 error with updated stata version (10.1)


From   "Joao Ricardo F. Lima" <jricardofl@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: xtabond2 error with updated stata version (10.1)
Date   Wed, 13 Aug 2008 21:24:47 -0300

Ricardo,

I saw this error message too. Then, I changed the version "version
10.0" and it runs.

After, using version 10.1, it runs too, but I donīt know why:

. version
version 10.1

. use http://www.stata-press.com/data/r7/abdata.dta

. xtabond2 n l(1/2).n l(0/1).w l(0/2).(k ys), gmm(w k, lag(1 .))
gmm(ys, lag(2 .)) iv(rec) robust
> twostep
Favoring space over speed. To switch, type or click on mata: mata set
matafavor speed, perm.
Warning: Two-step estimated covariance matrix of moments is singular.
  Using a generalized inverse to calculate optimal weighting matrix
for two-step estimation.
  Difference-in-Sargan statistics may be negative.

Dynamic panel-data estimation, two-step system GMM
------------------------------------------------------------------------------
Group variable: id                              Number of obs      =       751
Time variable : year                            Number of groups   =       140
Number of instruments = 116                     Obs per group: min =         5
Wald chi2(10) =  15287.00                                      avg =      5.36
Prob > chi2   =     0.000                                      max =         7
------------------------------------------------------------------------------
             |              Corrected
           n |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
           n |
         L1. |    .865203    .066758    12.96   0.000     .7343599    .9960462
         L2. |   .0684323   .0661299     1.03   0.301      -.06118    .1980446
           w |
         --. |  -.4106478   .1988743    -2.06   0.039    -.8004343   -.0208612
         L1. |   .4472386   .1550677     2.88   0.004     .1433114    .7511658
           k |
         --. |   .3481076   .0468468     7.43   0.000     .2562896    .4399256
         L1. |  -.1372164   .0623217    -2.20   0.028    -.2593647   -.0150681
         L2. |  -.1548901   .0404359    -3.83   0.000    -.2341429   -.0756373
          ys |
         --. |   .4902727   .1301203     3.77   0.000     .2352417    .7453037
         L1. |  -.4540193   .2325855    -1.95   0.051    -.9098785      .00184
         L2. |   .0742544   .1417563     0.52   0.600    -.2035828    .3520916
       _cons |  -.5482326   .4491777    -1.22   0.222    -1.428605    .3321395
------------------------------------------------------------------------------
Instruments for first differences equation
  Standard
    D.(rec)
  GMM-type (missing=0, separate instruments for each period unless collapsed)
    L(1/.).(w k)
    L(2/.).ys
Instruments for levels equation
  Standard
    _cons
    rec
  GMM-type (missing=0, separate instruments for each period unless collapsed)
    D.(w k)
    DL.ys
------------------------------------------------------------------------------
Arellano-Bond test for AR(1) in first differences: z =  -2.97  Pr > z =  0.003
Arellano-Bond test for AR(2) in first differences: z =  -1.76  Pr > z =  0.078
------------------------------------------------------------------------------
Sargan test of overid. restrictions: chi2(105)  = 274.85  Prob > chi2 =  0.000
  (Not robust, but not weakened by many instruments.)
Hansen test of overid. restrictions: chi2(105)  = 107.69  Prob > chi2 =  0.409
  (Robust, but can be weakened by many instruments.)

Difference-in-Hansen tests of exogeneity of instrument subsets:
  GMM instruments for levels
    Hansen test excluding group:     chi2(84)   =  83.08  Prob > chi2 =  0.508
    Difference (null H = exogenous): chi2(21)   =  24.61  Prob > chi2 =  0.265
  gmm(w k, lag(1 .))
    Hansen test excluding group:     chi2(25)   =  36.14  Prob > chi2 =  0.069
    Difference (null H = exogenous): chi2(80)   =  71.54  Prob > chi2 =  0.739
  gmm(ys, lag(2 .))
    Hansen test excluding group:     chi2(71)   =  75.53  Prob > chi2 =  0.334
    Difference (null H = exogenous): chi2(34)   =  32.16  Prob > chi2 =  0.558
  iv(rec)
    Hansen test excluding group:     chi2(104)  = 106.97  Prob > chi2 =  0.401
    Difference (null H = exogenous): chi2(1)    =   0.72  Prob > chi2 =  0.396

Best,

Joao Lima

2008/8/13 ricardo sierra <ricardo.sierra@gmail.com>:
> Dear all,
>
> After reading Nick's message about the new version of Stata I
> immediately made the update. Then, trying to run an old dofile that
> used the user-written command of xtabond2 I get the following error:
>
>
> . xtabond2 FISpc L.FISpc traspc alcalde elecc_alcalde year_elecc,
> gmm(L.FISpc L.tras, collapse laglimits(. 1)) iv(alcalde elecc_alcalde
> year_elecc) two robust
>
> (max() in lmatabase, compiled by Stata 10.1, is too new to be run by
> this version of Stata and so was ignored)
>
> xtabond2_mata(): 3499 max() not found<istmt>: - function returned error
>
> The information provided in -h whatsnew - says nothing about possible
> changes to xtabond2.
>
> (I'm running Stata/SE 10.0 in a Windows XP system)
>
> Any suggestions??
>
> Best,
>
> R
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>



-- 
-------------------------------
Joao Ricardo Lima
Professor
UFPB-CCA-DCFS
+553138923914
-------------------------------

*
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