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Re: 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: RE: st: RE: Problem with xi and xtivreg2
Date   Mon, 20 Jun 2011 20:00:12 -0500

Hi Eric,

Thanks for your response. The panel has only 3 years, and when I try -ivreg- or -ivreg2- with year dummies the model works perfectly. The problem, as you said, seems to be the panel dimension.

Thanks again,

Juan

----- Mensaje original -----
De: DE SOUZA Eric <eric.de_souza@coleurope.eu>
Fecha: Lunes, 20 de Junio de 2011, 1:48 pm
Asunto: RE: RE: st: RE: Problem with xi and xtivreg2
A: "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>

> 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.
> > 
> > 
> > *
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> 
> 
> *
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