Dear Mark,
I'll try it this way.
Thank you so much.
jessica
----------------------------------------------------------------
Dipl. oec. Jessica �lschl�ger
Forschungsstelle Europ�ische Integration
-----Urspr�ngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Schaffer, Mark
E
Gesendet: Freitag, 21. Dezember 2007 11:01
An: [email protected]
Betreff: st: RE: AW: RE: partial()-option of xtivreg2
Jessica,
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> Jessica �lschl�ger
> Sent: Friday, December 21, 2007 9:27 AM
> To: [email protected]
> Subject: st: AW: RE: partial()-option of xtivreg2
>
> Dear Mark,
>
> thank you for your reply.
>
> I must admit that I'm not that experienced in statistics yet
> and thus far from suggesting anything to you.
> But from my point of view I would prefer an informative error
> message by stata when using the fd option.
>
> I meant to do the partialling-out after the first-differencing.
>
> Would it make any sense to do the partialling-out before
> first-differencing?
Austin Nichols suggests that partialling-out after the first differences is
perfectly logical, and on reflection I think he's probably right.
Programming it into -xtivreg2- will go on my to-do list.
In the meantime, you can do what you want by hand: just generate new
variables, e.g.,
gen double d_gwgdpvdpc = d.gwgdpvdpc
and then use -ivreg2- with the -partial- option and the first-differenced
variables to do the partialling-out.
Cheers,
Mark
> I'm afraid, I'm at a complete loss on this topic.
>
> Regards
>
> Jessica
>
>
> ----------------------------------------------------------------
> Dipl. oec. Jessica �lschl�ger
>
> Forschungsstelle Europ�ische Integration Universit�t Hohenheim
>
> -----Urspr�ngliche Nachricht-----
> Von: [email protected]
> [mailto:[email protected]] Im Auftrag von
> Schaffer, Mark E
> Gesendet: Donnerstag, 20. Dezember 2007 14:01
> An: [email protected]
> Betreff: st: RE: partial()-option of xtivreg2
>
> Jessica,
>
> > -----Original Message-----
> > From: [email protected]
> > [mailto:[email protected]] On Behalf Of Jessica
> > �lschl�ger
> > Sent: Thursday, December 20, 2007 11:56 AM
> > To: [email protected]
> > 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 �lschl�ger
> >
> > Forschungsstelle Europ�ische Integration Universit�t Hohenheim
> >
> >
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> >
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