I pasted the outcome below. I am using Stata/SE 10.
In the following regression, region, and year are the cross section
and time variables respectively.
--------
. xtreg y ylag g int99 int02 int_07, fe
(results omitted)
. xtserial y ylag g int99 int02 int_07
---------------------------------------------------------------------------------------------------------
begin xtserial ---
- version 8.0
- syntax varlist [if] [in], [ Output ]
- marksample touse
- qui tsset
----------------------------------------------------------------------------------------------------------
begin tsset ---
- version 10
- if `"`0'"' == "" {
= if `""' == "" {
- _ts tvar pvar, panel
----------------------------------------------------------------------------------------------------------
begin _ts ---
- version 6, missing
- gettoken tok : 0, parse(" ,")
- if "`tok'" != "," & "`tok'" != "" {
= if "tvar" != "," & "tvar" != "" {
- gettoken tmac 0 : 0, parse(" ,")
- c_local `tmac' "`_dta[_TStvar]'"
= c_local tvar "year"
- gettoken tok : 0, parse(" ,")
- if "`tok'" != "," & "`tok'" != "" {
= if "pvar" != "," & "pvar" != "" {
- gettoken pmac 0 : 0, parse(" ,")
- c_local `pmac' "`_dta[_TSpanel]'"
= c_local pvar "region"
- }
- }
- syntax [if] [in] [, Sort Panel Onepanel]
- if "`_dta[_TStvar]'" == "" {
= if "year" == "" {
di in red "time variable not set, use -tsset varname ...-"
exit 111
}
- if "`_dta[_TSpanel]'"!="" & "`panel'"=="" & "`onepanel'"=="" {
= if "region"!="" & "panel"=="" & ""=="" {
di in red "command may not be used with panel data"
exit 459
}
- if "`sort'"!="" {
= if ""!="" {
qui sort `_dta[_TSpanel]' `_dta[_TStvar]'
}
- if "`_dta[_TSpanel]'"!="" & "`panel'"=="" & "`onepanel'"!="" {
= if "region"!="" & "panel"=="" & ""!="" {
sum `_dta[_TSpanel]' `if' `in' , meanonly
if r(min) != r(max) {
di in red "sample may not include multiple panels"
exit 459
}
}
------------------------------------------------------------------------------------------------------------
end _ts ---
- local fmt: format `tvar'
= local fmt: format year
- local tsdelta : char _dta[_TSdelta]
- if "`tsdelta'" == "" {
= if "+1.0000000000000X+000" == "" {
local tsdelta 1
}
- tsset `pvar' `tvar', format(`fmt') delta((`tsdelta'))
= tsset region year, format(%9.0g) delta((+1.0000000000000X+000))
--------------------------------------------------------------------------------------------------------
begin tsset ---
- version 10
- if `"`0'"' == "" {
= if `"region year, format(%9.0g) delta((+1.0000000000000X+000))"' == "" {
_ts tvar pvar, panel
local fmt: format `tvar'
local tsdelta : char _dta[_TSdelta]
if "`tsdelta'" == "" {
local tsdelta 1
}
tsset `pvar' `tvar', format(`fmt') delta((`tsdelta'))
ret add
exit
}
- syntax [varlist(numeric max=2 default=none)] [, CLEAR Daily
Format(passthru) Generic Halfyearly Monthly Quarterly Week
> ly Yearly DELta(string) Clocktime FORCE ]
- if "`clear'" != "" {
= if "" != "" {
syntax [, CLEAR]
Clear
exit
}
- if "`varlist'"=="" {
= if "region year"=="" {
_ts tvar pvar, panel
tsset `pvar' `tvar', `daily' `format' `generic' `halfyearly'
`monthly' `quarterly' `weekly' `yearly' `clocktime'
ret add
exit
}
- syntax varlist(numeric max=2 default=none) [ , CLEAR Daily
Format(string) Generic Halfyearly Monthly Quarterly Weekly
> Yearly DELta(string) Clocktime FORCE ]
- local ct : word count `varlist'
= local ct : word count region year
- if `ct'==2 {
= if 2==2 {
- tokenize `varlist'
= tokenize region year
- local panel `1'
= local panel region
- local timevar `2'
= local timevar year
- }
- else {
local timevar `varlist'
}
- local period `daily' `weekly' `monthly' `quarterly' `halfyearly'
`yearly' `generic' `clocktime'
= local period
- if `"`format'"'!="" {
= if `"%9.0g"'!="" {
- local dfltfmt "no"
- if "`period'" != "" {
= if "" != "" {
di in red "may not specify both format() and `period'"
exit 198
}
- local try : di `format' 2
= local try : di %9.0g 2
- }
- else if "`period'" != "" {
= else if "" != "" {
local ct : word count `period'
if `ct' > 1 {
di in red "may only specify one time-scale from " "daily,
weekly, monthly, "
di in red "quarterly, halfyearly, yearly, and generic"
exit 198
}
local curfmt : format `timevar'
local fmttype = substr("`curfmt'", 2, 1)
if "`fmttype'" != "d" & "`fmttype'" != "t" {
local format = "%t" + substr("`period'",1,1)
if substr("`period'", 1, 1) == "c" {
local dfltfmt "yes"
}
}
else {
local format `curfmt'
}
}
- else {
local format : format `timevar'
}
- capture assert int(`timevar')==`timevar'
= capture assert int(year)==year
- if _rc {
di in red "time variable must contain only integer values"
exit 451
}
- sort `panel' `timevar'
= sort region year
- if "`panel'" != "" {
= if "region" != "" {
- local bypfx "by `panel': "
= local bypfx "by region: "
- }
- if `"`format'"' != "" {
= if `"%9.0g"' != "" {
- format `timevar' `format'
= format year %9.0g
- }
- tempname scdelta
- mata: _TS_p_delta("`scdelta'", "`delta'", "`timevar'")
= mata: _TS_p_delta("__000001", "(+1.0000000000000X+000)", "year")
- if `scdelta' == -2 {
= if __000001 == -2 {
di as err "invalid time-series format on `timevar'"
exit 120
}
- if `scdelta' == -1 {
= if __000001 == -1 {
di as err "invalid argument in delta()"
exit 198
}
- tempvar timedif
- qui `bypfx' gen double `timedif' = `timevar'[_n+1] - `timevar'
= qui by region: gen double __000003 = year[_n+1] - year
- qui sum `timedif', meanonly
= qui sum __000003, meanonly
- if r(min) == 0 {
if "`panel'" != "" {
di in red "repeated time values within panel"
}
else {
di in red "repeated time values in sample"
}
exit 451
}
- if "`force'" == "" {
= if "" == "" {
- if r(min) < `scdelta' {
= if r(min) < __000001 {
di in red "time values with period less than delta() found"
exit 451
}
- }
- Clear
------------------------------------------------------------------------------------------------
begin tsset.Clear ---
- char _dta[_TStvar]
- char _dta[_TSpanel]
- char _dta[_TSdelta]
- char _dta[_TSitrvl]
- char _dta[tis]
- char _dta[iis]
--------------------------------------------------------------------------------------------------
end tsset.Clear ---
- nobreak {
- char _dta[_TStvar] "`timevar'"
= char _dta[_TStvar] "year"
- char _dta[_TSpanel] "`panel'"
= char _dta[_TSpanel] "region"
- char _dta[_TSdelta] `: di %21x `scdelta''
= char _dta[_TSdelta] +1.0000000000000X+000
- char _dta[_TSitrvl] 1
- char _dta[tis] "`timevar'"
= char _dta[tis] "year"
- char _dta[iis] "`panel'"
= char _dta[iis] "region"
- }
- if "`dfltfmt'" == "yes" & substr("`format'", 3, 1) == "c" {
= if "no" == "yes" & substr("%9.0g", 3, 1) == "c" {
format `timevar' %tcDDmonCCYY_HH:MM:SS.sss
}
- Query
------------------------------------------------------------------------------------------------
begin tsset.Query ---
- local timevar `_dta[_TStvar]'
= local timevar year
- local panel `_dta[_TSpanel]'
= local panel region
- local delta : char _dta[_TSdelta]
- if "`panel'" == "" {
= if "region" == "" {
qui count if `timevar' - `timevar'[_n-1] != `delta' &
`timevar' != . in 2/l
local gaps = r(N)
}
- else {
- qui count if `timevar' - `timevar'[_n-1] != `delta' &
`timevar' != . & `panel' == `panel'[_n-1] in 2/l
= qui count if year - year[_n-1] != +1.0000000000000X+000 & year
!= . & region == region[_n-1] in 2/l
- local gaps = r(N)
- }
- if "`panel'" == "" {
= if "region" == "" {
tempvar seenvar
local t0 = `timevar'[1]
gen long `seenvar' = sum(`timevar' != .)
local t1 = `timevar'[`seenvar'[_N]]
}
- else {
- tempname firstob lastob
- qui gen byte `firstob' = `panel' != . & `panel' != `panel'[_n-1]
= qui gen byte __000004 = region != . & region != region[_n-1]
- qui sum `timevar' if `firstob', meanonly
= qui sum year if __000004, meanonly
- local t0 = r(min)
- qui gen byte `lastob' = `panel' != . & `timevar' != . &
(`panel' != `panel'[_n+1] | `timevar'[_n+1] == .)
= qui gen byte __000005 = region != . & year != . & (region !=
region[_n+1] | year[_n+1] == .)
- qui sum `timevar' if `lastob', meanonly
= qui sum year if __000005, meanonly
- local t1 = r(max)
- local npanel = r(N)
- sum `panel', meanonly
= sum region, meanonly
- ret scalar imin = r(min)
- ret scalar imax = r(max)
- tempvar tmin tmax tcount
- qui by `panel' : gen double `tcount' = _N if !missing(`timevar')
= qui by region : gen double __000008 = _N if !missing(year)
- capture assert `tcount' == `tcount'[1]
= capture assert __000008 == __000008[1]
- if c(rc) {
local bal unbalanced
}
- else {
- CheckStrongBal `npanel' `panel' `timevar'
= CheckStrongBal 81 region year
-------------------------------------------------------------------------------------
begin tsset.CheckStrongBal ---
- args npanel panel time
- capture bysort `time': assert `npanel' == _N
= capture bysort year: assert 81 == _N
- return scalar rc = c(rc)
---------------------------------------------------------------------------------------
end tsset.CheckStrongBal ---
- if r(rc) {
local bal "weakly balanced"
}
- else {
- local bal "strongly balanced"
- }
- }
- di in gr _col(8) "panel variable: " in ye "`panel' (`bal')"
= di in gr _col(8) "panel variable: " in ye "region (strongly balanced)"
- return local balanced "`bal'"
= return local balanced "strongly balanced"
- }
- local fmt : format `timevar'
= local fmt : format year
- local t0s = trim(string(`t0', "`fmt'"))
= local t0s = trim(string(1987, "%9.0g"))
- local t1s = trim(string(`t1', "`fmt'"))
= local t1s = trim(string(2007, "%9.0g"))
- di in gr _col(9) "time variable: " _c
- local i 1
- local line`i' `=abbrev("`timevar'",13)',
= local line1 year,
- local linelen = length(`"`line`i''"')
= local linelen = length(`"year,"')
- if (`linelen' + length(`"`t0s'"')) < 53 {
= if (5 + length(`"1987"')) < 53 {
- local line`i' `line`i'' `t0s'
= local line1 year, 1987
- local linelen = length(`"`line`i''"')
= local linelen = length(`"year, 1987"')
- }
- else {
local `++i'
local line`i' `t0s'
local linelen = length(`"`line`i''"')
}
- if (`linelen' + 3) < 53 {
= if (10 + 3) < 53 {
- local line`i' `"`line`i'' to"'
= local line1 `"year, 1987 to"'
- local linelen = length(`"`line`i''"')
= local linelen = length(`"year, 1987 to"')
- }
- else {
local `++i'
local line`i' "to"
local linelen = 3
}
- if (`linelen' + length(`"`t1s'"')) < 53 {
= if (13 + length(`"2007"')) < 53 {
- local line`i' `line`i'' `t1s'
= local line1 year, 1987 to 2007
- local linelen = length(`"`line`i''"')
= local linelen = length(`"year, 1987 to 2007"')
- }
- else {
local `++i'
local line`i' `t1s'
local linelen = length(`"`t1s'"')
}
- if `gaps' > 0 {
= if 405 > 0 {
- if `gaps' == 1 {
= if 405 == 1 {
local note "but with a gap"
}
- else {
- local note "but with gaps"
- }
- if (`linelen' + length(`", `note'"')) < 53 {
= if (18 + length(`", but with gaps"')) < 53 {
- local line`i' `line`i'', `note'
= local line1 year, 1987 to 2007, but with gaps
- }
- else {
local `++i'
local line`i' `note'
}
- }
- forvalues j = 1/`i' {
= forvalues j = 1/1 {
- di in ye _col(25) `"`line`j''"'
= di in ye _col(25) `"year, 1987 to 2007, but with gaps"'
- }
- tempname fancyd
- mata:_TS_p_delta2str("`fancyd'", `=`delta'', "`timevar'")
= mata:_TS_p_delta2str("__000009", 1, "year")
- di in gr _col(17) "delta: " in ye "`=`fancyd''"
= di in gr _col(17) "delta: " in ye "1 unit"
- ret scalar tmin = `t0'
= ret scalar tmin = 1987
- ret scalar tmax = `t1'
= ret scalar tmax = 2007
- ret scalar tdelta = `delta'
= ret scalar tdelta = +1.0000000000000X+000
- ret local tmins `t0s'
= ret local tmins 1987
- ret local tmaxs `t1s'
= ret local tmaxs 2007
- ret local tdeltas "`=`fancyd''"
= ret local tdeltas "1 unit"
--------------------------------------------------------------------------------------------------
end tsset.Query ---
- if "`dfltfmt'" == "yes" & substr("`format'", 3, 1) == "c" {
= if "no" == "yes" & substr("%9.0g", 3, 1) == "c" {
format `timevar' %tc
}
- ret add
- local fmt : format `timevar'
= local fmt : format year
- return local tsfmt `fmt'
= return local tsfmt %9.0g
- return local unit1 = substr("`fmt'", 3, 1)
= return local unit1 = substr("%9.0g", 3, 1)
- Period per : "`period'" `return(unit1)'
= Period per : "" .
-----------------------------------------------------------------------------------------------
begin tsset.Period ---
- args newper colon per unit1
- if "`per'" == "" {
= if "" == "" {
- if "`unit1'" != "" {
= if "." != "" {
- local c "clocktime"
- local g "generic"
- local d "daily"
- local w "weekly"
- local m "monthly"
- local q "quarterly"
- local h "halfyearly"
- local y "yearly"
- capture c_local `newper' ``unit1''
= capture c_local per
- }
- else {
c_local `newper' "generic"
}
- }
- else {
c_local `newper' `per'
}
-------------------------------------------------------------------------------------------------
end tsset.Period ---
- return local unit `per'
= return local unit
- ret local timevar "`timevar'"
= ret local timevar "year"
- ret local panelvar "`panel'"
= ret local panelvar "region"
----------------------------------------------------------------------------------------------------------
end tsset ---
- ret add
- exit
------------------------------------------------------------------------------------------------------------
end tsset ---
- local ivar "`r(panelvar)'"
= local ivar "region"
- if "`ivar'" == "" {
= if "region" == "" {
di as err "panel variable not specified"
exit 498
}
- local tvar "`r(timevar)'"
= local tvar "year"
- if "`tvar'" == "" {
= if "year" == "" {
di as err "time variable not specified"
exit 498
}
- if "`output'" == "" {
= if "" == "" {
- local qui quietly
- }
- `qui' regress d.(`varlist') if `touse', nocons cluster(`ivar')
= quietly regress d.(y ylag g int99 int02 int_07) if __000000, nocons
cluster(region)
--------------------------------------------------------------------------------------------------------
begin regress ---
- version 9, missing
- local version : di "version " string(_caller()) ", missing :"
- if _by() {
local BY `"by `_byvars'`_byrc0':"'
}
- syntax [anything] [if] [in] [aw fw iw pw] [, VCE(passthru) Robust
CLuster(passthru) * ]
- if `:length local vce' {
= if 0 {
`version' `BY' _vce_parserun regress, mark(CLuster) eq(NOConstant) : `0'
if "`s(exit)'" != "" {
ereturn local cmdline `"regress `0'"'
exit
}
_vce_parse, argopt(CLuster) opt(OLS Robust HC2 HC3) old :
[`weight'`exp'], `vce' `robust' `cluster'
if "`r(cluster)'" != "" {
local cluster cluster(`r(cluster)')
}
else if "`r(vce)'" != "ols" {
local robust = "`r(vce)'"
}
local vce = cond("`r(vce)'" != "", "`r(vce)'", "ols")
}
- else if "`cluster'" != "" {
= else if "cluster(region)" != "" {
- local vce cluster
- }
- else if "`weight'" == "pweight" | "`robust'" != "" {
= else if "" == "pweight" | "" != "" {
local vce robust
}
- else local vce ols
- if replay() {
if _by() {
error 190
}
`version' Display `0'
exit
}
- `version' `BY' _regress `anything' `if' `in' [`weight'`exp'],
`options' `robust' `cluster'
= version 8, missing : _regress d.(y ylag g int99 int02 int_07) if
__000000 [], nocons cluster(region)
no observations
----------------------------------------------------------------------------------------------------------
end regress ---
-----------------------------------------------------------------------------------------------------------
end xtserial ---
r(2000);
On Feb 11, 2008 2:06 PM, Nick Cox <[email protected]> wrote:
> Put
>
> . set trace on
>
> Before you call to -xtserial- to see where it is crashing.
>
> Koksal, Bulent
>
>
> I made a mistake. Sorry.
>
> .xtreg y x1 x2, fe
>
> works fine. but I get the "no obs" message for the following
>
> .xtserial y x1 x2
> no observations
> r(2000);
>
>
> On Feb 10, 2008 9:17 PM, <[email protected]> wrote:
> > Did you tell us EXACTLY what you type?
> > I type -xtserial- (please cite that it's from SJ) and I get
> > varlist required
> > r(100);
> > which suggests the solution
> > Nicola
> >
> >
> > At 02.33 10/02/2008 -0500, "Koksal, Bulent" wrote:
> > >Dear Stata users,
> > >
> > >I estimate a fe panel model
> > >
> > >.xtreg y x1 x2, fe
> > >
> > >and everything works fine. then I want to test for correlation by
> > >
> > >.xtserial
> > >
> > >but I get
> > >
> > >no observations
> > >r(2000);
> > >
> > >Any suggestions?
>
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
--
Bülent Köksal
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
