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st: AW: Re: AW: AW: ereturn list with xtivreg2


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: AW: Re: AW: AW: ereturn list with xtivreg2
Date   Tue, 10 Mar 2009 19:31:59 +0100

<> 

Sorry, my mistake, the e(df_r) appears only with the -small- option specified. As it happens, all examples in the help file are conducted with the -small- option present, so I had a hard time finding this out (had to search a log of 237 pages to get a clue...)




HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Davide Cantoni
Gesendet: Dienstag, 10. März 2009 19:13
An: statalist@hsphsun2.harvard.edu
Betreff: st: Re: AW: AW: ereturn list with xtivreg2

I get a gazillion of results, just no e(df_r). Cf:

(And, as I said, I have the same issue whether or not I have
clustering or not, robust se or not, etc etc.)

> scalars:
>          e(inexog_ct) =  11
>          e(exexog_ct) =  1
>           e(endog_ct) =  1
>         e(partial_ct) =  0
>            e(N_clust) =  8
>          e(sdofminus) =  0
>           e(dofminus) =  8
>                 e(r2) =  .9229592972559002
>               e(rmse) =  4.482742177668595
>                e(rss) =  1728.168059104612
>                e(mss) =  20703.71531616696
>               e(r2_a) =  .9021374857034408
>                  e(F) =  2.799026483928738
>                 e(Fp) =  .0897520696224036
>               e(Fdf1) =  12
>               e(Fdf2) =  7
>                 e(yy) =  22431.88337527158
>                e(yyc) =  22431.88337527158
>                  e(N) =  94
>               e(df_m) =  20
>          e(singleton) =  0
>            e(sigma_e) =  4.482742177668595
>               e(df_a) =  8
>               e(df_b) =  12
>                e(N_g) =  8
>              e(g_max) =  12
>              e(g_min) =  11
>              e(g_avg) =  11.75
>        e(partialcons) =  0
>               e(cons) =  0
>                e(cdf) =  25.73075120843825
>            e(widstat) =  8.208461212944977
>                 e(cd) =  .3477128541680844
>                e(idp) =  .2053493221619689
>               e(iddf) =  1
>             e(idstat) =  1.603914697363933
>                e(jdf) =  0
>                  e(j) =  .
>                 e(ll) =  -270.2217758044246
>              e(rankV) =  7
>              e(rankS) =  7
>             e(rankxx) =  12
>             e(rankzz) =  12
>                e(r2c) =  .9229592972559002
>                e(r2u) =  .9229592972559002

Davide


> <>
>
>
> You are more than welcome :-) Your issue is weird indeed! What do you get
> with -ereturn list- after applying -xtivreg2- to your data? I mean, does
> Stata populate the rest of the returned values?
>
>
>
> HTH
> Martin
>
>
> -----Ursprüngliche Nachricht-----
> Von: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Davide Cantoni
> Gesendet: Dienstag, 10. März 2009 16:29
> An: statalist@hsphsun2.harvard.edu
> Betreff: st: Re: AW: AW: ereturn list with xtivreg2
>
> Well, curious... I have -adoupdate-d my -xtivreg2-, just to be sure.
> When I run your example, I get in fact e(df_r) (thanks for pointing it
> out in red!). But when I run my own command on my dataset, I do not
> get anything:
>
> . disp e(df_r)
> .
>
> This happens with and without clustering, with and without robust
> s.e., with and without excluded instruments. In every one of these
> cases, I do not have anything saved in e(df_r). My data are properly
> -tsset-.
>
> Davide

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