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re: Re: st: error using Denton command

From   Christopher Baum <>
To   "" <>
Subject   re: Re: st: error using Denton command
Date   Tue, 13 Mar 2012 17:21:07 -0400

Nick is correct. If you 

webuse klein
tsset year

You have not declared the frequency of the timevar year. If you -return list- at this point, it will say that r(unit1)=".".  A file tsset in that manner will not be usable by -denton- (Baum & Hristakeva, SSC).  You must in the above example

tsset year, yearly

which will properly set r(unit1). In the help for -tsset-, unit1 is described as

r(unit1)       units of time variable:  C, c, d, w, m, q, h, y, or ""

So for files used by -denton-, this must be y, q or m. -denton- is concatenating "dof" with one of those letters to produce the appropriate function name. I don't know how you could make r(unit1) = 0, but that is how -denton- is coming up with "dof0" which is, of course, not a valid function.


Kit Baum   |   Boston College Economics & DIW Berlin   |
                            An Introduction to Stata Programming  |
 An Introduction to Modern Econometrics Using Stata  |

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