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st: RE: [XTIVREG2] Cause of Errors? IV or Cluster


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: [XTIVREG2] Cause of Errors? IV or Cluster
Date   Wed, 26 Aug 2009 15:21:59 +0100

Sungbok,

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of javanfish
> Sent: 26 August 2009 14:50
> To: statalist@hsphsun2.harvard.edu
> Subject: st: [XTIVREG2] Cause of Errors? IV or Cluster
> 
> I list again 'cause no one answer.
> 
> What am I supposed to do for this error?
> 
> xi: xtivreg2 y (x1 x2 x3  = iv1 iv2 iv3 iv4 iv5) i.time, fe small
> cluster(group)
> 
> i.time            _Itime_1-50     (naturally coded; _Itime_50 omitted)
> 
> Warning - singleton groups detected.  1 observation(s) not used.
>           panelsetup_u():  3301  subscript invalid
>               panelsetup():     -  function returned error
>                      rkstat():     -  function returned error
>                     <istmt>:     -  function returned error
> 
> I followed the prevous directions. But Still.
> My stata is version 10 with 64-bit

Which versions of -xtivreg2-, -ivreg2- and -ranktest- are you using?

And have you updated your version of Stata with -update all-?

In my experience these Mata errors usually go away after a full
updating.

--Mark

> Just in case, I experimented why it has the errors.
> 
> xi: xtivreg2 y (x1 x2 x3  = iv1 iv2 iv3 iv4 iv5) i.time, fe 
> small   --> no 
> errors
> 
> xi: xtivreg2 y x1^ x2^ x3^ i.time, fe small cluster(group)  
> --> no errors
> 
> where X1^ indicates the instrumented value of x1 in the first stage.
> 
> 
> I hope these experiments to help you to answer me.
> 
> 
> 
> Sungbok Lee
>  
> 
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