David,
Ignore my email below, at least with respect to e(df_r). Martin found the answer: you need the -small- option.
I think you still have a problem, though - too few clusters to use -cluster-.
--Mark
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> Schaffer, Mark E
> Sent: Tuesday, March 10, 2009 6:34 PM
> To: [email protected]
> Subject: st: RE: Re: AW: AW: ereturn list with xtivreg2
>
> Davide,
>
> I'm the author of -xtivreg2- so maybe I should take over from
> Martin...
>
> Can you run your regression again WITHOUT cluster and send us
> the list of returned macros? I think part of the problem is
> that you have more regressors than clusters, and the
> cluster-robust var-cov matrix is not full rank.
>
> Can you also tell us which version you are using? -which
> xtivreg2- will do it.
>
> And can you share the command line and output with us?
>
> --Mark
>
> > -----Original Message-----
> > From: [email protected]
> > [mailto:[email protected]] On Behalf Of
> > Davide Cantoni
> > Sent: Tuesday, March 10, 2009 6:13 PM
> > To: [email protected]
> > Subject: st: Re: AW: AW: ereturn list with xtivreg2
> >
> > I get a gazillion of results, just no e(df_r). Cf:
> >
> > (And, as I said, I have the same issue whether or not I have
> > clustering or not, robust se or not, etc etc.)
> >
> > > scalars:
> > > e(inexog_ct) = 11
> > > e(exexog_ct) = 1
> > > e(endog_ct) = 1
> > > e(partial_ct) = 0
> > > e(N_clust) = 8
> > > e(sdofminus) = 0
> > > e(dofminus) = 8
> > > e(r2) = .9229592972559002
> > > e(rmse) = 4.482742177668595
> > > e(rss) = 1728.168059104612
> > > e(mss) = 20703.71531616696
> > > e(r2_a) = .9021374857034408
> > > e(F) = 2.799026483928738
> > > e(Fp) = .0897520696224036
> > > e(Fdf1) = 12
> > > e(Fdf2) = 7
> > > e(yy) = 22431.88337527158
> > > e(yyc) = 22431.88337527158
> > > e(N) = 94
> > > e(df_m) = 20
> > > e(singleton) = 0
> > > e(sigma_e) = 4.482742177668595
> > > e(df_a) = 8
> > > e(df_b) = 12
> > > e(N_g) = 8
> > > e(g_max) = 12
> > > e(g_min) = 11
> > > e(g_avg) = 11.75
> > > e(partialcons) = 0
> > > e(cons) = 0
> > > e(cdf) = 25.73075120843825
> > > e(widstat) = 8.208461212944977
> > > e(cd) = .3477128541680844
> > > e(idp) = .2053493221619689
> > > e(iddf) = 1
> > > e(idstat) = 1.603914697363933
> > > e(jdf) = 0
> > > e(j) = .
> > > e(ll) = -270.2217758044246
> > > e(rankV) = 7
> > > e(rankS) = 7
> > > e(rankxx) = 12
> > > e(rankzz) = 12
> > > e(r2c) = .9229592972559002
> > > e(r2u) = .9229592972559002
> >
> > Davide
> >
> >
> > > <>
> > >
> > >
> > > You are more than welcome :-) Your issue is weird indeed!
> > What do you get
> > > with -ereturn list- after applying -xtivreg2- to your data?
> > I mean, does
> > > Stata populate the rest of the returned values?
> > >
> > >
> > >
> > > HTH
> > > Martin
> > >
> > >
> > > -----Ursprüngliche Nachricht-----
> > > Von: [email protected]
> > > [mailto:[email protected]] Im Auftrag
> > von Davide Cantoni
> > > Gesendet: Dienstag, 10. März 2009 16:29
> > > An: [email protected]
> > > Betreff: st: Re: AW: AW: ereturn list with xtivreg2
> > >
> > > Well, curious... I have -adoupdate-d my -xtivreg2-, just
> to be sure.
> > > When I run your example, I get in fact e(df_r) (thanks for
> > pointing it
> > > out in red!). But when I run my own command on my
> dataset, I do not
> > > get anything:
> > >
> > > . disp e(df_r)
> > > .
> > >
> > > This happens with and without clustering, with and without robust
> > > s.e., with and without excluded instruments. In every one of these
> > > cases, I do not have anything saved in e(df_r). My data
> are properly
> > > -tsset-.
> > >
> > > Davide
> >
> > *
> > * For searches and help try:
> > * http://www.stata.com/help.cgi?search
> > * http://www.stata.com/support/statalist/faq
> > * http://www.ats.ucla.edu/stat/stata/
> >
>
>
> --
> Heriot-Watt University is a Scottish charity
> registered under charity number SC000278.
>
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
--
Heriot-Watt University is a Scottish charity
registered under charity number SC000278.
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
