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st: RE: partial()-option of xtivreg2


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: partial()-option of xtivreg2
Date   Thu, 20 Dec 2007 13:01:18 -0000

Jessica,

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> Jessica Ölschläger
> Sent: Thursday, December 20, 2007 11:56 AM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: partial()-option of xtivreg2
> 
> Dear Statalisters,
> 
> I'm trying to fit following model using xtivreg2. (I'm using 
> an unbalanced panel data set.)
> 
> xtivreg2 gwgdpvdpc  ln_openquota_oecd ln_govbaladj_oecd  
> ln_unemployment
> ln_lgovinvquota  outputgap l.totalpop   rintratelt syr   
> termstrade  fdiin
> t1100gdp t1200gdp t2000gdp t3000gdp t5000gdp  if year >=1990, fd
> cluster(coid)
> 
> Doing this, stata gives me the warning:
> 
> Warning: estimated covariance matrix of moment conditions not 
> of full rank.
>          standard errors and model tests should be 
> interpreted with caution.
> Possible causes:
>          number of clusters insufficient to calculate robust 
> covariance matrix
>          singleton dummy variable (dummy with one 1 and N-1 0s or vice
> versa)
> partial option may address problem.
> 
> My question is, how should I use the partial-option? I've got 
> a real problem with understanding the syntax correctly. I 
> always get the same error message, e.g. when I try:

I think the problem is a misleading message by xtivreg2 rather than a bug per se.  Partialling-out is appropriate for fixed effects models, but I'm not sure what it would mean when combined with first differencing.

I'm inclined to make -partial- incompatible with -fd- so that combining them causes -xtivreg2- to exit with an informative error.  What do you think?  Or should it mean that the partialling-out is applied to the data BEFORE first-differencing?

--Mark
(-xtivreg2- author)

> . xtivreg2 gwgdpvdpc  ln_openquota_oecd ln_govbaladj_oecd  
> ln_unemployment
> ln_lgovinvquota  outputgap l.totalpop   rintratelt
> >  syr   termstrade  fdiin   t1100gdp t1200gdp t2000gdp 
> t3000gdp t5000gdp
> if year >=1990, fd cluster(coid) partial(ln_openqu
> > ota_oecd ln_govbaladj_oecd  ln_unemployment ln_lgovinvquota  
> > outputgap)
> 
> Error: ln_openquota_oecd ln_govbaladj_oecd ln_unemployment 
> ln_lgovinvquota outputgap listed in partial() but not in list of r
> > egressors.
> invalid syntax
> 
> Could anybody please give me a hint what I am doing wrong?
> Any comments would be greatly appreciated.
> 
> Regards 
> 
> Jessica
>  
> ----------------------------------------------------------------
> Dipl. oec. Jessica Ölschläger
>  
> Forschungsstelle Europäische Integration Universität Hohenheim
> 
> 
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