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st: RE: xttrans accuracy


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: xttrans accuracy
Date   Tue, 22 Jun 2010 23:48:59 +0200

<>


Which -matrix- are we talking about, Dmitriy? -xttrans- only leaves
-scalar-s behind, as far as I can see:

***********
webuse nlswork, clear
xtset id year
xttrans msp
ret li
xttab msp
mat l r(results)
***********

Maybe you want the returned -matrix- following -xttab-? Which results in
there are you unhappy about?


HTH
Martin

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Dmitriy
Krichevskiy
Sent: Dienstag, 22. Juni 2010 22:08
To: statalist
Subject: st: xttrans accuracy

Dear Statalisters,

I am trying to calculate limiting distribution based on the matrix
produced by -xttans- . the issue is that -xttrans- produces (or sat
least shows) rounded results (such that often probability adds up to
.9999 and not 1) which complicates solving the system of equations. I
feel uncomfortable adding/subtracting  arbitrary .01's here and there
to make things work, Is there a way to produce more accurate estimate
via -xttrans- or otherwise?

-- 
Dmitriy Krichevskiy Ph.D. Candidate
Economics Department
Florida International University
www.fiu.edu/~dkrichev

Research Associate, College of Education
Lumina Foundation Project
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