Re: st: xtpmg

[Christopher Baum <kit.baum@bc.edu>]

<>
On Aug 29, 2011, at 2:33 AM, statalist-digest wrote:

> Dear list-users,
> I am running PMG and MG estimator and I got  my regressions results for the below command and other command using the same estimator ( pmg , mg )before.
> xtpmg d. gdpg d. lnca d. lnhh d. lnpop d. fl1, lr(12.gdpg fl1) pmg replace ec(ec)
> xtpmg d. gdpg d. lnca d. lnhh d. lnpop d. fl1, lr(12.gdpg fl1) mg replace ec(ec)
> However, now when I tried to run the same formula again in order to report my results (using outreg2)  for my deadline submission,   I got these massages
> xtpmg d. gdpg d. lnca d. lnhh d. lnpop d. fl1, lr(12.gdpg fl1) pmg replace ec(ec)
> 12:  operator invalid
> in option lr()
> r(198);
> 
> . xtpmg d. gdpg d. lnca d. lnhh d. lnpop d. fl1, lr(l2.gdpg fl1) pmg replace ec(ec)
> time variable not set
> in option lr()
> r(111
> could you please help me if you have any idea how I can fix this problem ?

It appears that you are sometimes typing 12.gdpg and sometimes typing l2.gdpg: that is, L2.gdpg, the second lag of the variable gdpg. As you are working
with time series data I presume your data are properly -tsset-. If they are not, do so before running a command that requires time-series operators such as xtpmg. And there is a difference between L2.gdpg and 12.gdpg. The latter is vaid Stata 11 syntax for a factor variable, but surely gdpg is a time-series (continuous) variable, not a factor variable, so it makes no sense here.

You may find Gallup's -outreg- or Jann's -estout- more reliable than -outreg2-, which has been the source of a number of recently reported problems.

Kit

Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
                              An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
   An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html




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