Statalist


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

st: AW: Running the suest command on an unbalanced panel


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: AW: Running the suest command on an unbalanced panel
Date   Fri, 17 Apr 2009 14:53:41 +0200

<> 

As default, -xtreg, fe- leaves behind "conventional" in "e(vce)", and Stata
chokes on this value in line 148-150 of suest.ado. I cannot find any mention
of this in the manual, either, but maybe we are both overlooking some very
obvious reason why -suest- should not be applied in this case. If so, the
error could be more informative, true. ("conventional" and  "non-standard
vce" do not go together easily)

Seems other -xt- commands like -xtlogit- and the like leave behind "oim" as
default...

***
webuse nlswork, clear
generate age2 = age^2
generate ttl_exp2 = ttl_exp^2
generate tenure2 = tenure^2
generate byte black = race==2
xtset idcode year

xi: reg ln_w L.ln_w i.year
estimates store OLS, title(The OLS estimator)
xi: xtreg ln_w L.ln_w i.year, fe  
estimates store WG, title(The Within Group estimator)
suest WG OLS
***


HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Joachim
Landström
Gesendet: Freitag, 17. April 2009 12:07
An: statalist@hsphsun2.harvard.edu
Betreff: st: Running the suest command on an unbalanced panel

Hi,
I am trying to perform the Hausman test on an unbalanced panel but gets the
result that V_b-V_B is not positive definite. As a respone to this I try to
run the proposed a generalized Hausman test using the Suest command. See
below for the commands,.

regress var L.var yr*
estimates store OLS, title(The OLS estimator)
xtreg var L.var yr*, fe 
estimates store WG, title(The Within Group estimator)
suest WG OLS

And as a response I get:

. suest WG OLS
WG was estimated with a non-standard vce (conventional)
r(322);

I am lost concerning this. Since I do not use the VCE option in xtreg it
implies that xtreg uses vce(conventional) and as far as I understand from
the reference book on the Suest command I am supposed to use conventional
vce in my estimation. 

So why do I get this error and how can solve this problem? Has it to do with
the fact that I am running the analysis on an unbalanced panel?

Joachim Landstrom


*
*   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/


*
*   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