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st: r451 error when using nl command and hac std error


From   "William (Billy) Hankins" <wbhankins@crimson.ua.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: r451 error when using nl command and hac std error
Date   Mon, 16 Jul 2012 16:21:53 -0500

I am estimating a panel data model using the nl command and I am
attempting to estimate the model with different standard error
specifications (gnr, hc3, hac nw)  so that I can compare the standard
errors.  When I estimate the model and specify gnr or hc3 I obtain
convergence.  However, when I use vce(hac nw) I receive an r(451)
error.  I have performed several checks that verify that I do not have
duplicate or repeated time values so I am confused as to why this
error presents itself when using the vce(hac nw) option.  Any help is
greatly appreciated.

Thanks,

Billy Hankins
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