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st: Problem with xtregfem in panel data


From   Rolf Lyneborg Lund <[email protected]>
To   [email protected]
Subject   st: Problem with xtregfem in panel data
Date   Mon, 10 Feb 2014 19:12:40 +0100

Hello statalisters.

I've been trying to run a userwritten program to do a ridge and weighted fixed effects panel data regression called xtregfem but I can't get it to work. What I do is:

*******example*******

xtregfem hea gdpln postin labforfem, id(country) it(year)


******example end*******

But I get error:

matsize too small to create a [480,1] matrix


I've tried to set the matsize higher (since I run STATA I/C, the limit is 800), but I get the same error. Is there any way to do ridged panel data regression without this error popping up? And do I really need to upgrade to run this regression?

Best
-Rolf Lyneborg Lund
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