Statalist


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

st: AW: help of levpet


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: AW: help of levpet
Date   Wed, 2 Dec 2009 13:56:33 +0100

<> 

The error means what it says, I am afraid:


*************
use http://www.stata-press.com/data/r11/xtfrontier1.dta, clear
gen myproxy=rnormal()
levpet  lnwidgets, free( lnworkers) proxy(myproxy) capital( lnmachines)
//let`s disturb things:
replace t=7 if t==8 & id==1
levpet  lnwidgets, free( lnworkers) proxy(myproxy) capital( lnmachines) t(t)
i(id)
*************



HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Zhang Yan
Gesendet: Mittwoch, 2. Dezember 2009 03:42
An: statalist@hsphsun2.harvard.edu
Betreff: st: help of levpet


Dear
I am Zhangyan, a PhD candidate in Economics.
I am using levpet to calculate TFP. But stata said
"
. tsset frdm year
       panel variable:  frdm (unbalanced)
        time variable:  year, 2005 to 2007, but with gaps
                delta:  1 unit

. levpet lnva, free( lncyry lnage) proxy( lnzjtrj) capital(lngdzch)
valueadded i
(frdm) t(year) reps(250)
repeated time values within panel
r(451);
"

I have calculate TFP using OP method. Now i want to use intermediate input
to
solve the simultaneous problem.
Would you do me a favor? Thanks a lot!

Best regards!



Yan Zhang
PhD Candidate
Ph    : +61 8 8303 4190
e-mail: zhang.yan@adelaide.edu.au

----- End forwarded message -----


Yan Zhang
PhD Candidate
Ph    : +61 8 8303 4190
e-mail: zhang.yan@adelaide.edu.au

*
*   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