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Re: st: levpet - loops and varying results


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: levpet - loops and varying results
Date   Tue, 9 Oct 2012 19:45:50 +0100

I've never used this, but the answer to #2 presumably follows from
Brian Poi's answer in

http://www.stata.com/statalist/archive/2012-10/msg00332.html

That is, the standard errors come from the bootstrapping, and so too
do any P-values.

Nick

On Tue, Oct 9, 2012 at 6:54 PM, SAM MCCAW <sam2stata@gmail.com> wrote:
> Hello All,
>
> I am running into 2 problems with running levpet.
>
> (Problem No. 1):
>
> When I run levpet industry by industry it works fine. But when I do
> the same thing with the following loop I get an error message.
>
> So the individual command is as follows:
>
>                  eststo: levpet lnY if industryno_5 == 1, free (lnl)
> proxy (lnM) capital (lnK1) revenue
>
> And, my loop command is as follows:
>
>         foreach i of varlist  industryno_1 - industryno_23 {
>                         eststo: levpet lnY if `i' == 1, free (lnl) proxy (lnM) capital
> (lnK1) revenue reps (50)
>                         predict lnY_hatind_`i', omega
>                         gen lnTFPind_`i' = lnY -  lnY_hatind_`i'
>                         }
>
> The error message when using the loop is as follows for the same
> industry which worked fine when run through an individual command:
>
>         .......insufficient observations
>         error #2001 occurred in program nllp_bs_gmm
>
> (Problem no. 2)
>
> When running levpet industry by industry, the stata output keeps
> varying for P>|z| values. So everytime I run the same command I get a
> different P>|z| value although the coeffecients remain the same. Is
> there a way to restrict this?
>
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