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RE: st: xtivreg2 query


From   "Schaffer, Mark E" <[email protected]>
To   <[email protected]>
Subject   RE: st: xtivreg2 query
Date   Fri, 23 Mar 2012 15:41:46 -0000

Bonnie,

I think I have worked out what is going on.

-xtivreg2- is a wrapper for -ivreg2/ivreg29/ivreg28-, depending on what you have installed.

partial() is an option that was added to -ivreg29-; it exists in -ivreg28- as fwl().

-xtivreg2- passes the partial() option to -ivreg2/ivreg29/ivreg28-, even if it's empty.

So either -xtivreg2- should be recoded so that it doesn't do this, or we need a separate -xtivreg28- to work with -ivreg28-.

--Mark

> -----Original Message-----
> From: [email protected] 
> [mailto:[email protected]] On Behalf Of 
> Bonnie Wilson
> Sent: 23 March 2012 01:05
> To: [email protected]
> Subject: Re: st: xtivreg2 query
> 
> Thanks for sticking with the puzzle Mark.  (I'm beginning to 
> think I've got a good excuse for a Stata upgrade.)
> 
> Here's the Stata output...
> 
> lots of stuff...
> 
>   if "`version'" != "" &
> "`first'`ffirst'`rf'`noheader'`nofooter'`dropfirst'`droprf'`eform'`p
> > lus'" != "" {
>     di as err "option version not allowed"
>     error 198
>     }
>     if "`version'" != "" {
>     di in gr "`lversion'"
>     ereturn clear
>     ereturn local version `lversion'
>     exit
>     }
>     if `"`e(cmd)'"' != "`ivreg2_cmd'" {
>     error 301
>     }
>     if "`e(firsteqs)'" != "" & "`dropfirst'" == "" {
>     local savefirst "savefirst"
>     }
>     if "`e(rfeq)'" != "" & "`droprf'" == "" {
>     local saverf "saverf"
>     }
>     }
>   - else {
>   - syntax [anything(name=0)] [if] [in] [aw fw pw iw/] [, 
> FIRST FFIRST NOID NOCOLLIN SAVEFIRST
> > SAVEFPrefix(name) SMall Robust CLuster(varname) GMM CUE 
> > CUEINIT(string) CUEOPTions(string) OR
> > THOG(string) ENDOGtest(string) FWL(string) NOConstant Level(integer 
> > $S_level) Beta hc2 hc3 NO HEader NOFOoter NOOUTput title(string) 
> > subtitle(string) DEPname(string) EForm(string) PLUS BW
> > (string) kernel(string) Tvar(varname) Ivar(varname) LIML COVIV 
> > FULLER(real 0) Kclass(string)
> > REDundant(string) RF SAVERF SAVERFPrefix(name) B0(string) 
> > SMATRIX(string) WMATRIX(string) EWM
> > ATRIX(string) sw swpsd dofminus(integer 0) ]
>   = syntax [anything(name=0)] [if] [in] [aw fw pw iw/] [, 
> FIRST FFIRST NOID NOCOLLIN SAVEFIRST
> > SAVEFPrefix(name) SMall Robust CLuster(varname) GMM CUE 
> > CUEINIT(string) CUEOPTions(string) OR
> > THOG(string) ENDOGtest(string) FWL(string) NOConstant Level(integer 
> > 95) Beta hc2 hc3 NOHEader  NOFOoter NOOUTput title(string) 
> > subtitle(string) DEPname(string) EForm(string) PLUS BW(strin
> > g) kernel(string) Tvar(varname) Ivar(varname) LIML COVIV 
> FULLER(real 
> > 0) Kclass(string) REDund
> > ant(string) RF SAVERF SAVERFPrefix(name) B0(string) SMATRIX(string) 
> > WMATRIX(string) EWMATRIX(
> > string) sw swpsd dofminus(integer 0) ]
> option partial() not allowed
>     local n 0
>     gettoken lhs 0 : 0, parse(" ,[") match(paren)
>     IsStop `lhs'
>     if `s(stop)' {
>     error 198
> 
> 
> 
> 
> On Thu, Mar 22, 2012 at 7:38 PM, Schaffer, Mark E 
> <[email protected]> wrote:
> > Bonnie,
> >
> > This is very odd.  Neither -xtivreg2- nor -ivreg28- has an 
> error message that says "option partial() not allowed"; this 
> must be being generated by Stata for some reason.
> >
> > I don't have a Stata 8.2 around but I tried mimicking your 
> installation with Stata 9.2 and couldn't reproduce it.
> >
> > Maybe try
> >
> > set trace on
> >
> > and then
> >
> > xtivreg2 growth5 ef loggroups, fe
> >
> > This will display the commands that are being executed by 
> -xtivreg2-, line by line.  If you could post the lines just 
> before Stata crashes with the error message, we might be able 
> to work out what is going wrong.
> >
> > --Mark
> >
> >> -----Original Message-----
> >> From: [email protected]
> >> [mailto:[email protected]] On Behalf Of Bonnie 
> >> Wilson
> >> Sent: 23 March 2012 00:02
> >> To: [email protected]
> >> Subject: Re: st: xtivreg2 query
> >>
> >> Mark,
> >>
> >> As best I can tell, there's only one xtivreg2 and one ivreg28, no
> >> ivreg2 and no ivreg29.
> >>
> >> Results from Stata are below...(and I've taken a peak in the 
> >> directories.  I see the same thing that Stata reports.)
> >>
> >> Thanks for the suggestion.  Any further thoughts would be 
> appreciated.
> >>
> >> Again, here's an example of what's happening:
> >>
> >> tsset country_number yr2
> >>        panel variable:  country_number, 1 to 173
> >>         time variable:  yr2, 1 to 3
> >>
> >> . xtivreg2 growth5 ef loggroups, fe
> >> Warning - singleton groups detected.  2 observation(s) not used.
> >> option partial() not allowed
> >> r(198);
> >>
> >>
> >> I believe I understand the "warning."  What I don't understand is 
> >> "option partial() not allowed".
> >>
> >> Bonnie
> >>
> >>
> >> . which xtivreg2, all
> >>
> >> c:\ado\plus\x\xtivreg2.ado
> >> *! xtivreg2 1.0.13 28Aug2011
> >> *! author mes
> >>
> >> . which ivreg28, all
> >>
> >> c:\ado\plus\i\ivreg28.ado
> >> *! ivreg28 2.1.22  6July2007
> >> *! authors cfb & mes
> >> *! cloned from official ivreg version 5.0.9  19Dec2001 *! 
> see end of 
> >> file for version comments
> >>
> >> . which ivreg2
> >> command ivreg2 not found as either built-in or ado-file r(111);
> >>
> >> . which ivreg29
> >> command ivreg29 not found as either built-in or ado-file r(111);
> >>
> >>
> >> On Thu, Mar 22, 2012 at 5:43 PM, Schaffer, Mark E 
> >> <[email protected]> wrote:
> >> > Bonnie,
> >> >
> >> > Might you have multiple versions of -xtivreg2- or -ivreg28-
> >> lurking on your machine?
> >> >
> >> > which xtivreg2, all
> >> >
> >> > which ivreg2, all
> >> >
> >> > will tell you.
> >> >
> >> > Or maybe there is a version of -ivreg29- or -ivreg2-
> >> installed?  That would cause problems if you try to run them under 
> >> Stata 8.2.
> >> >
> >> > --Mark
> >> >
> >> >> -----Original Message-----
> >> >> From: [email protected]
> >> >> [mailto:[email protected]] On Behalf 
> Of Bonnie 
> >> >> Wilson
> >> >> Sent: 22 March 2012 19:38
> >> >> To: [email protected]
> >> >> Subject: Re: st: xtivreg2 query
> >> >>
> >> >> Sorry...that was a typo on my part.  I am indeed using 
> xtivreg2...
> >> >>
> >> >>
> >> >> On Thu, Mar 22, 2012 at 2:15 PM, Nick Cox <[email protected]>
> >> >> wrote:
> >> >> > -xtivreg- is an official Stata command. It is nothing 
> to do with
> >> >> > -ivreg2- or -xtivreg2- or their variants, which are 
> user-written.
> >> >> >
> >> >> > Nick
> >> >> >
> >> >> > On Thu, Mar 22, 2012 at 7:09 PM, Bonnie Wilson
> >> >> <[email protected]> wrote:
> >> >> >> Thanks for the fwl() option suggestion as well as the
> >> >> suggestion to
> >> >> >> upgrade from Kit.
> >> >> >>
> >> >> >> Problem is...I'm not using the partial option.  At
> >> least, I don't
> >> >> >> think I'm using the partial option.
> >> >> >>
> >> >> >> For example, I write
> >> >> >>
> >> >> >> xtivreg y x1 x2, fe
> >> >> >>
> >> >> >> And I get "option partial() not allowed".
> >> >> >>
> >> >> >> I have installed ivreg29.  If I try to use the partial
> >> option and
> >> >> >> write
> >> >> >>
> >> >> >> xtivreg y x1 x2, fe partial(x2)
> >> >> >>
> >> >> >> ...I still get "option partial() not allowed".
> >> >> >>
> >> >> >> Any further thoughts would be much appreciated.
> >> >> >>
> >> >> >
> >> >> > *
> >> >> > *   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/
> >> >>
> >> >>
> >> >>
> >> >> --
> >> >> ************************************************************
> >> >> Bonnie Wilson
> >> >> Associate Professor, Department of Economics Saint Louis 
> >> >> University
> >> >> 3674 Lindell Blvd.
> >> >> St. Louis, MO 63108-3397
> >> >>
> >> >> Phone:  (314) 977-3844
> >> >> Fax:      (314) 977-1478
> >> >>
> >> >> https://sites.google.com/a/slu.edu/bonnie_wilson/
> >> >> ************************************************************
> >> >>
> >> >> *
> >> >> *   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 the Sunday Times Scottish
> >> University of the
> >> > Year 2011-2012
> >> >
> >> > We invite research leaders and ambitious early career
> >> researchers to
> >> > join us in leading and driving research in key 
> inter-disciplinary 
> >> > themes. Please see
> >> >
> >> > http://www.hw.ac.uk/researchleaders
> >> >
> >> > for further information and how to apply.
> >> >
> >> > 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/
> >>
> >>
> >>
> >> --
> >> ************************************************************
> >> Bonnie Wilson
> >> Associate Professor, Department of Economics Saint Louis University
> >> 3674 Lindell Blvd.
> >> St. Louis, MO 63108-3397
> >>
> >> Phone:  (314) 977-3844
> >> Fax:      (314) 977-1478
> >>
> >> https://sites.google.com/a/slu.edu/bonnie_wilson/
> >> ************************************************************
> >>
> >> *
> >> *   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 the Sunday Times Scottish 
> University of the 
> > Year 2011-2012
> >
> > We invite research leaders and ambitious early career 
> researchers to 
> > join us in leading and driving research in key inter-disciplinary 
> > themes. Please see
> >
> > http://www.hw.ac.uk/researchleaders
> >
> > for further information and how to apply.
> >
> > 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/
> 
> 
> 
> --
> ************************************************************
> Bonnie Wilson
> Associate Professor, Department of Economics Saint Louis University
> 3674 Lindell Blvd.
> St. Louis, MO 63108-3397
> 
> Phone:  (314) 977-3844
> Fax:      (314) 977-1478
> 
> https://sites.google.com/a/slu.edu/bonnie_wilson/
> ************************************************************
> 
> *
> *   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 the Sunday Times
Scottish University of the Year 2011-2012

We invite research leaders and ambitious early career
researchers to join us in leading and driving research
in key inter-disciplinary themes. Please see 

http://www.hw.ac.uk/researchleaders

for further information and how to apply.

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/


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