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From |
"Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: Re: RE: RE: Re: AW: AW: ereturn list with xtivreg2 |

Date |
Tue, 10 Mar 2009 22:48:21 -0000 |

Martin, > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of > Martin Weiss > Sent: 10 March 2009 19:24 > To: statalist@hsphsun2.harvard.edu > Subject: st: Re: RE: RE: Re: AW: AW: ereturn list with xtivreg2 > > <> > > Mark, > > Now that you are with us, just briefly: Is there a reason for > e(df_r) not to > be there in case -small- is not specified, or is this an omission? It's been ages since I programmed it, but as I recall it was deliberate - the notion of "residual degrees of freedom" seemed to me a small-sample notion. --Mark > > > HTH > Martin > _______________________ > ----- Original Message ----- > From: "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk> > To: <statalist@hsphsun2.harvard.edu> > Sent: Tuesday, March 10, 2009 8:12 PM > Subject: st: RE: RE: Re: AW: AW: ereturn list with xtivreg2 > > > > 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: owner-statalist@hsphsun2.harvard.edu > >> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of > >> Schaffer, Mark E > >> Sent: Tuesday, March 10, 2009 6:34 PM > >> To: statalist@hsphsun2.harvard.edu > >> 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: owner-statalist@hsphsun2.harvard.edu > >> > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of > >> > Davide Cantoni > >> > Sent: Tuesday, March 10, 2009 6:13 PM > >> > To: statalist@hsphsun2.harvard.edu > >> > 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: owner-statalist@hsphsun2.harvard.edu > >> > > [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag > >> > von Davide Cantoni > >> > > Gesendet: Dienstag, 10. März 2009 16:29 > >> > > An: statalist@hsphsun2.harvard.edu > >> > > 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/ > > > > * > * 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/

**References**:**st: Re: AW: AW: ereturn list with xtivreg2***From:*Davide Cantoni <davide.cantoni@gmail.com>

**st: RE: Re: AW: AW: ereturn list with xtivreg2***From:*"Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>

**st: RE: RE: Re: AW: AW: ereturn list with xtivreg2***From:*"Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>

**st: Re: RE: RE: Re: AW: AW: ereturn list with xtivreg2***From:*"Martin Weiss" <martin.weiss1@gmx.de>

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