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From |
"Martin Weiss" <martin.weiss1@gmx.de> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
AW: st: AW: sort, xtlogit |

Date |
Thu, 22 Jul 2010 21:51:57 +0200 |

<> I do not quite see your point. In your amendment of the code, you change the "time" and "id" variables which you previously used to -xtset-. How can Stata be sure that you did not change its -sort- order? Of course, it needs to check by re-sort-ing... Comment out the lines re "time" and "id", and the error no longer happens... HTH Martin -----Ursprüngliche Nachricht----- Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Abhimanyu Arora Gesendet: Donnerstag, 22. Juli 2010 18:00 An: statalist@hsphsun2.harvard.edu Betreff: Re: st: AW: sort, xtlogit Hi Martin After you run the above do file, please -do- the following. Could it have to do with unbalanced panel/missing data? ******************************* set obs 10003 replace id=1001 in 10001 replace id=1001 in 10002 replace id=1001 in 10003 replace time=2 in 10001 replace y=.6 in 10001 replace x=.3 in 10002 replace y=.3 in 10002 replace x=.4 in 10003 gen temp=x[_n]-x[_n-1] capture noisily xtreg y x L.x temp xtset id time xtreg y x L.x temp ********************************************** On Thu, Jul 22, 2010 at 5:11 PM, Martin Weiss <martin.weiss1@gmx.de> wrote: > > <> > > " Even if the dataset is -xtset panelvar timevar- (whether saved or > not), and one generates new variables by panel, say by the difference > operator, the dataset has to be -xtset- again (unchanged panelvar > timevar)" > > > Can you explain what you mean using my example code? I cannot see why one > would have to -xtset- anew... > > ************* > /* > panel with 10 time > periods for 1000 observations > each > */ > > clear* > set obs 1000 > > //id > gen id=_n > lab var id "Person ID" > > //individual effect > gen alpha=rnormal() > label var alpha "Individual Effect" > > //expand to # of time periods > expand 10 > > //get time period (after expansion!) > bys id: gen time=_n > lab var time "Time Period" > //residual per time period > gen eps=rnormal() > lab var eps "Idiosyncratic Shock" > > gen x=rnormal() > gen y=1+2*x+alpha+eps > > compress > > //xtset the thing > xtset id time > > xtreg y x > > > gen difftime=D.time > gen lagtime=L.time > > > xtreg y x difftime lagtime > ************* > > > > HTH > Martin > > > -----Ursprüngliche Nachricht----- > Von: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Abhimanyu Arora > Gesendet: Donnerstag, 22. Juli 2010 16:45 > An: statalist@hsphsun2.harvard.edu > Betreff: Re: st: AW: sort, xtlogit > > Thanks for the hint Martin, I gave some more thought and played around > with it and learnt a thing which could be useful to some statalisters. > Even if the dataset is -xtset panelvar timevar- (whether saved or > not), and one generates new variables by panel, say by the difference > operator, the dataset has to be -xtset- again (unchanged panelvar > timevar) > In my case, -xtlogit- worked, eventually. > Best regards > Abhimanyu > > > On Thu, Jul 22, 2010 at 4:16 PM, Martin Weiss <martin.weiss1@gmx.de> wrote: >> >> <> >> >> Could have something to do with the lags in the independent vars >> <http://www.stata.com/statalist/archive/2006-08/msg00613.html>, even > though >> -help xtlogit- clearly does allow -tsvarlist-s. >> >> I would say you >> >> ************* >> set tr on >> ************* >> >> and report the area around the error. >> >> HTH >> Martin >> >> -----Ursprüngliche Nachricht----- >> Von: owner-statalist@hsphsun2.harvard.edu >> [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Abhimanyu > Arora >> Gesendet: Donnerstag, 22. Juli 2010 16:03 >> An: statalist@hsphsun2.harvard.edu >> Betreff: st: sort, xtlogit >> >> Dear statalist >> >> I am trying to use the command -xtlogit- and I get a puzzling error >> (pls click on the link below). As you would see, I have sorted my data >> but upon running -xtlogit- I get error r(5) not sorted. What can I be >> missing? >> >> http://screencast.com/t/MDlkZjk4ZjUt >> >> Best regards >> Abhimanyu >> * >> * 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/ >> > > * > * 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/ > * * 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/

**References**:**st: sort, xtlogit***From:*Abhimanyu Arora <abhimanyu.arora1987@gmail.com>

**Re: st: AW: sort, xtlogit***From:*Abhimanyu Arora <abhimanyu.arora1987@gmail.com>

**Re: st: AW: sort, xtlogit***From:*Abhimanyu Arora <abhimanyu.arora1987@gmail.com>

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