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Re: Error message: estimates post: matrix has missing values


From   Stas Kolenikov <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: Error message: estimates post: matrix has missing values
Date   Mon, 15 Feb 2010 17:33:22 -0600

Please post your code. From your description, it is not possible to
disentangle what's going on. You would also want to

mat list bmatrix
mat list Vmatrix

to find out who's the culprit of the error message.

On Mon, Feb 15, 2010 at 5:06 PM, Robert L Ostergard <orobert@unr.edu> wrote:

> Hi,
>
> I'm hoping somebody can help me with this problem.
>
> I'm running a 2sls random effects panel model. Because there of the way
> data
> are reported and the social phenomena involved, we have lags in the first
> and second stage, such that the model looks like this
>
> Y1(t-1) = a + b1Y2(t-2) + b2X1(t-2) + e
> Y2 = a + b1Y1(t-1) + b2X1(t-1) + e
>
> Because we think Y1 is weekly endogenous, we are not using the xtivreg
> procedure in stata and are using the separate two stage format needed.
>
> We are using the basic procedure spelled out in the Stata post for this:
> http://www.stata.com/support/faqs/stat/ivreg.html .
>
> However, when we get to the final step, ereturn post bmatrix Vmatrix,
> noclear, we get the estimates post: matrix has missing values.
>
> I have a basic understanding of matrix and the general rules, but the data
> themselves contain no zeroes and there are no missing data. Is this being
> caused by the panel design (we are using xtreg to estimate the equations).
> The basic question is: how do I solve the problem so we can get the correct
> standard errors?
>
> Any help is certainly appreciated.
>
> Bob
>
>
>
> *
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>



-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.

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