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Re: st: RE: problems with conducting OLS-PCSE analysis


From   Edward James <ej111005@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: problems with conducting OLS-PCSE analysis
Date   Wed, 18 Jan 2012 09:21:57 +0900

Thanks, Jacobs.

Do I have to run commands that you suggest after following error
message pops up?

"Number of gaps in sample:  40
 (note: computations for rho restarted at each gap)
 (note: estimates of rho outside [-1,1] bounded to be in the range [-1,1])
 no time periods are common to all panels, cannot estimate disturbance
covariance matrix using casewise inclusion"


2012/1/17 Jacobs, David <jacobs.184@sociology.osu.edu>:
> As you probably already know, you have missing values or gaps within various series included in your models.
>
> Some obvious tricks to determine where these missing values are located include running the command -xtdescribe if e(sample)- immediately after an -xtpcse- run.  That will show you what the exact pattern of gaps is. Another possibility that will provide more detail is to type ".browse if e(sample)" again immediately after a run. The last command works best if you have only a few explanatory variables in your model as it will show the entire data set the xtpcse routine could access.
>
> In general and as you probably already know AR(1) routines don't like gaps within a series and you seem to have that problem.  One possibility is to employ Stata's commands that impute missing data to overcome these difficulties.
>
> D. Jacobs
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Edward James
> Sent: Monday, January 16, 2012 9:33 AM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: problems with conducting OLS-PCSE analysis
>
> Dear Statalist.
>
> I am currently conducting ols-pcse(pannel corrected standard error) with stata.
>
> Although the number of groups(countries) are 19, the result shows only
> 16 groups.
>
> In addition, when I conduct different model, following error message comes up:
>
> "Number of gaps in sample:  40
> (note: computations for rho restarted at each gap)
> (note: estimates of rho outside [-1,1] bounded to be in the range [-1,1])
> no time periods are common to all panels, cannot estimate disturbance
> covariance matrix using casewise inclusion"
>
> Do you have any idea for including all countries?
>
> Thanks.
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