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st: r451 error when using nl command and hac std error
From
"William (Billy) Hankins" <[email protected]>
To
[email protected]
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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