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st: RE: xtfevd: option robust not allowed, and conformability error

From   Nick Cox <>
To   "''" <>
Subject   st: RE: xtfevd: option robust not allowed, and conformability error
Date   Tue, 25 Oct 2011 17:38:09 +0100

You don�explain where -xtfevd- comes from. 

No matter; I'd recommend reading and being able to refute critiques of the procedure in the literature before you even think about applying this procedure. Google takes you to them. 


Yongzheng Liu

Does anyone familar with command -xtfevd-? I have a strongly balanced panel
data set with 144 observations (no missing obs.). When I run the following
command, "xtfevd y x1 x2 x3, invariant(x2)", stata works but the result
looks strange in the sense that it didnot report the standard
error/t-test/p-value... for variable 'eta' (the error term of the second
stage). When I add option robust to the model "xtfevd y x1 x2 x3,
invariant(x2) robust",  it results with error warning "option robust not
allowed", and when I impose option noconstant instead "xtfevd y x1 x2 x3,
invariant(x2) nocons", it turns out with another error warning
"conformability error". I am really confused with this, does anyone meet
this problem before? Thank you in advance for any thoughts and suggestions.
BTW, I am using STATA 11.

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