[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
Robert L Ostergard <orobert@unr.edu> |

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

Subject |
Error message: estimates post: matrix has missing values |

Date |
Mon, 15 Feb 2010 15:06:54 -0800 |

Hi, I'm hoping somebody can help me with this problem. I'm running a 2sls random effects panel model. Because there of the way data are reported and the social phenomena involved, we have lags in the first and second stage, such that the model looks like this Y1(t-1) = a + b1Y2(t-2) + b2X1(t-2) + e Y2 = a + b1Y1(t-1) + b2X1(t-1) + e Because we think Y1 is weekly endogenous, we are not using the xtivreg procedure in stata and are using the separate two stage format needed. We are using the basic procedure spelled out in the Stata post for this: http://www.stata.com/support/faqs/stat/ivreg.html . However, when we get to the final step, ereturn post bmatrix Vmatrix, noclear, we get the estimates post: matrix has missing values. I have a basic understanding of matrix and the general rules, but the data themselves contain no zeroes and there are no missing data. Is this being caused by the panel design (we are using xtreg to estimate the equations). The basic question is: how do I solve the problem so we can get the correct standard errors? Any help is certainly appreciated. Bob * * 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/

**Follow-Ups**:**Re: Error message: estimates post: matrix has missing values***From:*Stas Kolenikov <skolenik@gmail.com>

- Prev by Date:
**st: clogit prediction in the presence of collinearity** - Next by Date:
**Re: Error message: estimates post: matrix has missing values** - Previous by thread:
**st: clogit prediction in the presence of collinearity** - Next by thread:
**Re: Error message: estimates post: matrix has missing values** - Index(es):

© Copyright 1996–2020 StataCorp LLC | Terms of use | Privacy | Contact us | What's new | Site index |