Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

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


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: Re: AW: AW: ereturn list with xtivreg2
Date   Tue, 10 Mar 2009 19:12:50 -0000

David,

Ignore my email below, at least with respect to e(df_r).  Martin found the answer: you need the -small- option.

I think you still have a problem, though - too few clusters to use -cluster-.

--Mark 

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> Schaffer, Mark E
> Sent: Tuesday, March 10, 2009 6:34 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: RE: Re: AW: AW: ereturn list with xtivreg2
> 
> Davide,
> 
> I'm the author of -xtivreg2- so maybe I should take over from 
> Martin...
> 
> Can you run your regression again WITHOUT cluster and send us 
> the list of returned macros?  I think part of the problem is 
> that you have more regressors than clusters, and the 
> cluster-robust var-cov matrix is not full rank.
> 
> Can you also tell us which version you are using?  -which 
> xtivreg2- will do it.
> 
> And can you share the command line and output with us?
> 
> --Mark
> 
> > -----Original Message-----
> > From: owner-statalist@hsphsun2.harvard.edu 
> > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> > Davide Cantoni
> > Sent: Tuesday, March 10, 2009 6:13 PM
> > To: statalist@hsphsun2.harvard.edu
> > Subject: 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
> > 
> > *
> > *   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/
> > 
> 
> 
> -- 
> Heriot-Watt University is a Scottish charity
> registered under charity number SC000278.
> 
> 
> *
> *   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/
> 


-- 
Heriot-Watt University is a Scottish charity
registered under charity number SC000278.


*
*   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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index