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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. > > > > > > * > > * 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**:**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>

**RE: RE: st: RE: Problem with xi and xtivreg2***From:*DE SOUZA Eric <eric.de_souza@coleurope.eu>

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