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Re: st: RE: [XTIVREG2] Cause of Errors? IV or Cluster {Update doesn't help me}


From   "javanfish" <javanfish@tamu.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: RE: [XTIVREG2] Cause of Errors? IV or Cluster {Update doesn't help me}
Date   Wed, 26 Aug 2009 16:21:21 -0500

Nick,

Thans for your pointing it out. But I did all except what I didn't find.


. update all

---------------------------------------------------------------------------------------------------------
update ado
(contacting http://www.stata.com)
ado-files already up to date

---------------------------------------------------------------------------------------------------------
update utilities
(contacting http://www.stata.com)
utilities already up to date

---------------------------------------------------------------------------------------------------------
update executable
(contacting http://www.stata.com)
executable already up to date

.



Sungbok Lee


Department of Economics
TAMU
javanfish@tamu.edu


--------------------------------------------------
From: "Nick Cox" <n.j.cox@durham.ac.uk>
Sent: Wednesday, August 26, 2009 12:39 PM
To: <statalist@hsphsun2.harvard.edu>
Subject: RE: st: RE: [XTIVREG2] Cause of Errors? IV or Cluster {Update doesn't help me}

Updating your user-written ado files through -ssc- does nothing to the
official Mata installation.

I think Mark means that you should -update- your Stata. You don't answer
his question on whether you did that.

Nick
n.j.cox@durham.ac.uk

javanfish (a.k.a. Sungbok Lee, TAMU)

I wish that -update- resolve these errors. But still.

. which ivreg2
c:\ado\plus\i\ivreg2.ado
*! ivreg2 2.2.09  17jul2008
*! authors cfb & mes
*! see end of file for version comments

. which xtivreg2
c:\ado\plus\x\xtivreg2.ado
*! xtivreg2 1.0.09 4Nov2007
*! author mes

. which ranktest
c:\ado\plus\r\ranktest.ado
*! ranktest 1.1.03  4May2008
*! author mes, based on code by fk

. ssc install ranktest
checking ranktest consistency and verifying not already installed...
all files already exist and are up to date.

. ssc install ivreg2
checking ivreg2 consistency and verifying not already installed...
all files already exist and are up to date.

. ssc install xtivreg2
checking xtivreg2 consistency and verifying not already installed...
all files already exist and are up to date.

Does it depend on the version of STATA? Someone mentioned about it but I
am not sure.

"Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>

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.


[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of javanfish

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


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.

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