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| From | Nick Cox <njcoxstata@gmail.com> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| Subject | Re: st: Problem with xtregfem in panel data |
| Date | Mon, 10 Feb 2014 18:37:03 +0000 |
Not my field, but others may know. Nick njcoxstata@gmail.com On 10 February 2014 18:34, Rolf Lyneborg Lund <starpen@mac.com> wrote: > Thank you for your help. I've been trying to find just about any program that lets me do a ridge regression or a principal components regression on panel data but I have had no luck except for this program. Do you know of any other programs that allows me to do this in panel data? > > Again, thank you for your time! > > Rolf > > > > Den 10/02/2014 kl. 19.26 skrev Nick Cox: > >> You are asked to explain _where_ user-written programs come from. >> >> -xtregfem- is a program from SSC by Emad Abd Elmessih Shehata, who is >> not I think active on Statalist. >> >> On the face of it, you have the scope to create a matrix of that size. >> -xtregfem-, although for some reason stated to require Stata 11, makes >> no use of Mata, but heavy use of Stata's matrix language. >> >> For that reason, you should probably >> >> 1. get a trace of the program and find out exactly where the program >> fails using -set trace on- >> >> 2. contact the author directly >> >> You might need to send him a copy of your dataset for his testing. >> >> >> Nick >> njcoxstata@gmail.com >> >> >> On 10 February 2014 18:12, Rolf Lyneborg Lund <starpen@mac.com> wrote: >>> 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 >>> * >>> * For searches and help try: >>> * http://www.stata.com/help.cgi?search >>> * http://www.stata.com/support/faqs/resources/statalist-faq/ >>> * http://www.ats.ucla.edu/stat/stata/ >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/faqs/resources/statalist-faq/ >> * http://www.ats.ucla.edu/stat/stata/ > > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/statalist-faq/ > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/