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From |
DE SOUZA Eric <eric.de_souza@coleurope.eu> |

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

Subject |
RE: RE: st: RE: Problem with xi and xtivreg2 |

Date |
Mon, 20 Jun 2011 20:21:07 +0200 |

Warning - singleton groups detected. The panel dimension is essentially missing. What you appear to have is a pseudo-cross-section. Pseudo because some observations may be from one year and some from the other. Try a simple -ivreg- or -ivreg2- with a dummy variable for (one of the) year(s). How many years do you theoretically have? Eric de Souza College of Europe Brugge (Bruges), Belgium http://www.coleurope.eu -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Juan Pablo Cote Baron Sent: 20 June 2011 19:00 To: statalist@hsphsun2.harvard.edu Subject: Re: RE: st: RE: Problem with xi and xtivreg2 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. > > > * > * 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/

**Follow-Ups**:**Re: RE: RE: st: RE: Problem with xi and xtivreg2***From:*Juan Pablo Cote Baron <jp.cote63@uniandes.edu.co>

**References**:**Re: st: RE: Problem with xi and xtivreg2***From:*Juan Pablo Cote Baron <jp.cote63@uniandes.edu.co>

**RE: st: RE: Problem with xi and xtivreg2***From:*"Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>

**Re: RE: st: RE: Problem with xi and xtivreg2***From:*Juan Pablo Cote Baron <jp.cote63@uniandes.edu.co>

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