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


From   "Jacobs, David" <jacobs.184@sociology.osu.edu>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: problems with conducting OLS-PCSE analysis
Date   Thu, 19 Jan 2012 18:32:18 +0000

I assumed all along that your -xtpcse- models ran although with error messages.  If they did not, no "e(sample)" for that particular model would be computed, and my exploratory procedures that find where your gaps are won't work.

D. Jacobs



-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Edward James
Sent: Wednesday, January 18, 2012 7:31 PM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: RE: problems with conducting OLS-PCSE analysis

Thank you for your guidance, Jacobs
I will try it as soon as possible.

2012/1/19 Jacobs, David <jacobs.184@sociology.osu.edu>:
> Yes immediately afterwards.  The -if e(sample)- qualifier only works immediately after a run as it is an impermanent indicator of the precise cases used in an immediately prior run.  You can, of course, create a permanent variable with a statement something like "generate casespresent=e(sample)"
>
> I missed the 40 gaps in your sample, so I can understand why Professor Hughes is skeptical about imputing or using linear interpolation to fill all those gaps.
>
> Dave Jacobs
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Edward James
> Sent: Tuesday, January 17, 2012 7:23 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: RE: problems with conducting OLS-PCSE analysis
>
> 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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