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


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
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 23:48:44 +0100

Sungbok,

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of javanfish
> Sent: 26 August 2009 22:21
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: RE: [XTIVREG2] Cause of Errors? IV or 
> Cluster {Update doesn't help me}
> 
> Nick,
> 
> Thans for your pointing it out. But I did all except what I 
> didn't find.

Can you contact me off-list with more details of the problem?

Meanwhile, I think you can stop the problem occuring if you don't need
first-stage and under/weak identification statistics.  You can stop
these with the -noid- option.  That should stop -ranktest- from being
called.

Best wishes,
Mark

> 
> . 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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> > 
> *
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> 


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