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Re: st: SUREG with if command.


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: SUREG with if command.
Date   Thu, 27 Sep 2012 14:48:55 +0100

Sorry, I can't add to my previous.

Nick

On Thu, Sep 27, 2012 at 2:42 PM, David Ashcraft
<ashcraftd@rocketmail.com> wrote:
> I have checked it again. I have looked in the properties of  c:\ado\plus,  "read only" option is unchecked on this folder. This is first time, I am facing this problem. I read through several posts and it seems 'permission problem' or may be something random???
>
>
> ----- Original Message -----
> From: Nick Cox <njcoxstata@gmail.com>
> To: statalist@hsphsun2.harvard.edu
> Cc:
> Sent: Thursday, September 27, 2012 4:24:31 PM
> Subject: Re: st: SUREG with if command.
>
> I just checked and all worked fine for me. Note that -itsp_ado- (from
> SSC module of the same name) includes the lines
>
> loc plus `c(sysdir_plus)'
> cd "`plus'"
>
> which means that where you have Stata installed should not in any
> sense be a complication, let alone a difficulty.
> -itsp_ado- automatically changes to an appropriate location indicated
> by your system to install files in an appropriate place.
>
> aggreg.mo is the first file to be installed, yet Kit's program bails
> out. That sounds like a problem with write permissions or write access
> to your D: drive.
>
> Nick
>
> On Thu, Sep 27, 2012 at 1:50 PM, David Ashcraft
> <ashcraftd@rocketmail.com> wrote:
>> I have further reviewed my commands. Apparently, problem is not with the location of PERSONAL directory rather it is with the file. As I have changed the location of PERSONAL folder to D-drive. I am getting the same error message: file D:\Stata11\StataAdo\Personal\aggreg.mo not found)". Any idea, Am I missing the file or my operating system has some issue. I am using Windows XP and Stata 11.
>> Regards
>>
>> David
>>
>>
>> ----- Original Message -----
>> From: David Ashcraft <ashcraftd@rocketmail.com>
>> To: "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
>> Cc:
>> Sent: Thursday, September 27, 2012 2:57:03 PM
>> Subject: Re: st: SUREG with if command.
>>
>> I have downloaded  -suregb- and follow the instruction given with the program: "After installing the package, give command itsp_ado to build the Mata object files." What I understand from the error message -itsp_ado is stored at c:\ado\plus. While I have my stata installed from D drive and ado files are stored at D:\Stata11\ado. How can I fix this problem without losing any content.
>> Regards
>>
>> David
>>
>>
>> Below is the outcome:
>>  itsp_ado
>> c:\ado\plus
>>
>> . version 10.1
>>
>> . mata: mata set matastrict on
>>
>> . mata:
>> ------------------------------------------------- mata (type end to exit) ----------------------------------------------------------------
>> : // aggreg 1.0.0  CFBaum 11aug2008
>> : void aggreg(string scalar vname,
>>>             string scalar newvname,
>>>                 real scalar per,
>>>                 string scalar op,
>>>                 string scalar touse)
>>>         {
>>>         real colvector mult, v1, v2
>>>         real matrix v3
>>>         if (op=="A") {
>>>              mult = J(per, 1, 1/per)
>>>         }
>>>         else if (op=="S") {
>>>              mult = J(per, 1, 1)
>>>         }
>>>         else if (op=="F") {
>>>                  mult = J(per, 1, 0)
>>>                  mult[1] = 1
>>>         }
>>>         else if (op=="L") {
>>>              mult = J(per, 1, 0)
>>>              mult[per] = 1
>>>         }
>>>         st_view(v1=., ., vname, touse)
>>>         st_view(v2=., ., newvname)
>>>         v3 = colshape(v1', per) * mult
>>>         v2[(1::rows(v3)), ] = v3
>>>         }
>>
>> : end
>> ------------------------------------------------------------------------------------------------------------------------------------------
>>
>> .
>> end of do-file
>> (note: file c:\ado\personal\aggreg.mo not found)
>> file c:\ado\personal\aggreg.mo could not be opened
>> r(603);
>>
>>
>>
>>
>>
>>
>>
>> ----- Original Message -----
>> From: Christopher Baum <kit.baum@bc.edu>
>> To: "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
>> Cc:
>> Sent: Wednesday, September 26, 2012 2:40:58 PM
>> Subject: Re: st: SUREG with if command.
>>
>> <>
>> On Sep 26, 2012, at 2:33 AM, Mark wrote:
>>
>>> It is indeed possible in principle to use the additional obs.  -sureg-
>>> and -reg3- are estimating the error components for a 2-eqn model, so the
>>> estimated covariance matrix is 2x2:
>>>
>>> . qui reg3 (mpg rep78) (trunk turn), ols
>>>
>>> . mat list e(Sigma)
>>>
>>> symmetric e(Sigma)[2,2]
>>>              mpg       trunk
>>>  mpg   29.274269
>>> trunk  -5.0326348   12.233795
>>>
>>> The above uses OLS appled to 69 obs for both equations.  If we use
>>> - -regress- to estimate the mpg eqn, where only 69 obs are available, we
>>> get the same error variance:
>>>
>>> . qui reg mpg rep78
>>>
>>> . di e(rmse)^2
>>> 29.274269
>>>
>>> But -regress- applied to the trunk equation on its own uses all 74 obs,
>>> and so the error variance is different (and, since it uses more obs,
>>> preferable):
>>>
>>> . qui reg trunk turn
>>>
>>> . di e(rmse)^2
>>> 11.848587
>>>
>>> In principle -sureg-/-reg3- should use the additional 5 obs when
>>> estimating the trunk equation.  Not to do so is throwing away
>>> information.
>>
>>
>> That's why I wrote -suregub-.  findit suregub

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