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Re: RE: st: RE: Problem with xi and xtivreg2


From   Juan Pablo Cote Baron <jp.cote63@uniandes.edu.co>
To   statalist@hsphsun2.harvard.edu
Subject   Re: RE: st: RE: Problem with xi and xtivreg2
Date   Mon, 20 Jun 2011 11:59:55 -0500

Hi Mark,
 
Thank you very much for your help. Unfortunately, the problem persists. This is the result when I don't instrument y:

. xtivreg2 x w _Iyear_2004 _Iyear_2005 y, fe robust
Warning - singleton groups detected.  1584207 observation(s) not used.
too few variables specified
r(102);

The same happens if I include the instrument z as a regressor:

. xtivreg2 x w _Iyear_2004 _Iyear_2005 y z, fe robust
Warning - singleton groups detected.  1584207 observation(s) not used.
too few variables specified
r(102);

The error message appears even when I just run: 

xtivreg2 x _Iyear_2004 _Iyear_2005, fe robust

(with no more regressors than the year dummies). I have also tried similar regressions with other independent variables but the outcome has always been the same. It is really strange to me.

Thanks as always,

Juan.


----- Mensaje original -----
De: "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
Fecha: Domingo, 19 de Junio de 2011, 4:10 pm
Asunto: RE: st: RE: Problem with xi and xtivreg2
A: statalist@hsphsun2.harvard.edu

> Juan,
> 
> > -----Original Message-----
> > From: owner-statalist@hsphsun2.harvard.edu 
> > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> > Juan Pablo Cote Baron
> > Sent: 19 June 2011 19:43
> > To: statalist@hsphsun2.harvard.edu
> > Subject: Re: st: RE: Problem with xi and xtivreg2
> > 
> > Hi Mark,
> > 
> > Thanks for your response. I tried what you suggested but it 
> > didn't work. Having created the year dummies first, I typed:
> > 
> > xtivreg2 x w _Iyear_2004 _Iyear_2005 (y = z), fe robust
> > 
> > but I keep getting the same error message. I wonder what the 
> > problem could be.
> 
> I wonder if it's a collinearity problem involving your other variables
> and/or instruments.
> 
> Maybe try
> 
> xtivreg2 x w _Iyear_2004 _Iyear_2005 y, fe robust
> 
> i.e., don't instrument y.
> 
> And also try
> 
> xtivreg2 x w _Iyear_2004 _Iyear_2005 y z, fe robust
> 
> i.e., treat z as a regressor instead of an instrument.  It 
> may not make
> any economic sense, but it might help trace the problem.
> 
> And can you also show us the actual output?
> 
> --Mark
> 
> > 
> > Thanks again,
> > 
> > Juan.
> > 
> > 
> > >----- Mensaje original -----
> > >2011/6/19 Schaffer, Mark E <M.E.Schaffer@hw.ac.uk>
> > 
> > >Juan,
> > 
> > >> -----Original Message-----
> > >> From: owner-statalist@hsphsun2.harvard.edu
> > >> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> > Juan Pablo 
> > >> Cote Baron
> > >> Sent: 19 June 2011 00:40
> > >> To: statalist@hsphsun2.harvard.edu
> > >> Subject: st: Problem with xi and xtivreg2
> > >>
> > >> Dear statalist users,
> > >>
> > >> I have a problem when using the xi: xtivreg2... combination.
> > >> I need to regress "x" on "w", an instrumented variable "y"
> > >> and on year dummies. I typed this:
> > >>
> > >> xi: xtivreg2 x w i.year (y = z), fe robust
> > >>
> > >> but it doesn't work. Instead, I get the error message "too 
> few 
> > >> variables specified r(102)", but I don't know what the 
> > problem could 
> > >> be (the syntax works when I use it with another 
> > cathegorical variable 
> > >> different from year) .
> > 
> > >What happens if you first use -xi- on its own to create the 
> year 
> > >dummies, and then use the year dummies in the estimation 
> > without -xi-?
> > 
> > >--Mark
> > 
> > >>
> > >> Thanks in advance,
> > >>
> > >> Juan Pablo Cote.
> > >>
> > >>
> > 
> > 
> 
> 
> -- 
> Heriot-Watt University is a Scottish charity
> registered under charity number SC000278.
> 
> 
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