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From |
DocStudentAA <allen.orders@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Fri, 14 May 2010 12:36:09 -0700 (PDT) |

I'm having the same issue. I tried using the EXACT code from http://www.stata.com/support/faqs/stat/ivreg.html on the "sysuse auto data" (i.e. I'm replicating the Stata help example) and I get the same error Bob is getting "estimates post: matrix has missing values" which on investigation stems from the fact that Vmatrix is populated with blanks... Help!? Robert L Ostergard wrote: > > Hi, > > Thanks for being willing to take a look at this. After running the mat > list Vmatrix command, it was obvious that there was a problem, given the > whole matrix is missing values. But now I'm at a loss as to why. I'm > guessing there is something wrong with the code now. Given my limited > knowledge of matrix, I tried to follow the procedure set out in the > webpage: http://www.stata.com/support/faqs/stat/ivreg.html . But > obviously, I missed something. > > Thanks for anything you can help with here. Bob. > > > This is the code: > > **second stage equation > xtreg Y2 Y1hat X1lag1 X2lag1 X3lag1 X4lag1, re > rename Y1hat Y1hold > rename Y1lag1 Y1hat */original Y1 replacing predicted Y1 > predict double res , e > rename Y1hat Y1lag1 > rename Y1hold Y1hat > replace res = res^2 > summarize res > scalar realmse = r(mean)*r(N)/e(df_r) > matrix bmatrix = e(b) > matrix Vmatrix=e(V) > matrix Vmatrix = e(V)*realmse/e(rmse)^2 > ereturn post bmatrix Vmatrix, noclear > > > bmatrix[1,6] > Y1hat X1lag1 X2lag1 X3lag1 X4lag1 > _cons > y1 3.1597052 1.6225073 -3.9195477 729.46403 .06494996 > -459.83919 > > > > symmetric Vmatrix[6,6] > Y1hat X1lag1 X2lag1 X3lag1 X4lag1 > _cons > Y1hat . > X1lag1 . . > X2lag1 . . . > X3lag1 . . . . > X4lag1 . . . . > . > _cons . . . . > . . > > > > > > > On 2/15/10 6:33 PM, "Stas Kolenikov" <skolenik@gmail.com> wrote: > > 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 >> >> >> >> * >> * 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/ >> > > > > -- > Stas Kolenikov, also found at http://stas.kolenikov.name > Small print: I use this email account for mailing lists only. > > * > * 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/ > > -- View this message in context: http://statalist.1588530.n2.nabble.com/Error-message-estimates-post-matrix-has-missing-values-tp4577699p5056889.html Sent from the Statalist mailing list archive at Nabble.com. * * 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/

**Follow-Ups**:**Re: Error message: estimates post: matrix has missing values***From:*Stas Kolenikov <skolenik@gmail.com>

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