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st: RE: problems with conducting OLS-PCSE analysis


From   "Jacobs, David" <[email protected]>
To   "'[email protected]'" <[email protected]>
Subject   st: RE: problems with conducting OLS-PCSE analysis
Date   Mon, 16 Jan 2012 20:54:01 +0000

As you probably already know, you have missing values or gaps within various series included in your models.  

Some obvious tricks to determine where these missing values are located include running the command -xtdescribe if e(sample)- immediately after an -xtpcse- run.  That will show you what the exact pattern of gaps is. Another possibility that will provide more detail is to type ".browse if e(sample)" again immediately after a run. The last command works best if you have only a few explanatory variables in your model as it will show the entire data set the xtpcse routine could access.

In general and as you probably already know AR(1) routines don't like gaps within a series and you seem to have that problem.  One possibility is to employ Stata's commands that impute missing data to overcome these difficulties.

D. Jacobs

-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Edward James
Sent: Monday, January 16, 2012 9:33 AM
To: [email protected]
Subject: st: problems with conducting OLS-PCSE analysis

Dear Statalist.

I am currently conducting ols-pcse(pannel corrected standard error) with stata.

Although the number of groups(countries) are 19, the result shows only
16 groups.

In addition, when I conduct different model, following error message comes up:

"Number of gaps in sample:  40
(note: computations for rho restarted at each gap)
(note: estimates of rho outside [-1,1] bounded to be in the range [-1,1])
no time periods are common to all panels, cannot estimate disturbance
covariance matrix using casewise inclusion"

Do you have any idea for including all countries?

Thanks.
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