I haven't followed the postings in detail but as your last post indicates
that your problem is not solved:
Look at Mitchell A. Petersen's homepage for fm.ado which I just checked is
for Stata 8.
http://www.kellogg.northwestern.edu/faculty/petersen/htm/papers/se/se_progra
mming.htm
- Tom
-----Urspr�ngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von tabreez shams
Gesendet: Dienstag, 19. Dezember 2006 10:21
An: [email protected]; [email protected]
Betreff: RE: st: fama macbeth procedure
Thanks to Benjamin, Neil and Sergio for your helping
hand. Unfortunately the revised program didn't work. I
may be missing something!
--- "Earnhart, Benjamin J"
<[email protected]> wrote:
> Shams --
>
> What Sergio says makes a lot of sense, and should
> solve your issues. Neat trick... you'd have to
> know things inside and out to have any confidence
> that it would work, but sounds like he really knows
> his stuff.
>
> One thing I'd add (that you probably already thought
> of): You will want to double-check that it does
> operate properly under 8.2 by at least running some
> of your models with 9.2 as well. I'd suggest to do
> your modeling, and then have somebody with access to
> 9.2 re-run your final models just in case, and if
> your results look odd, do such a check at that point
> to see if it's a version-specific oddity. If you
> don't have colleages with the latest version and
> your data isn't too huge or sensitive to send to
> third parties, I'd be happy to do those sanity
> checks for you. Presumably you'd send me just a
> nice clean dataset and a .do file, then I'd run it
> and fire back the output, so it's not a hassle at
> all.
>
> Good luck,
>
> Ben
>
> ________________________________
>
> From: [email protected] on behalf
> of Sergio Correia
> Sent: Mon 12/18/2006 8:00 PM
> To: [email protected]
> Subject: Re: st: fama macbeth procedure
>
>
>
> Doing a quick scan of the code, I could not find
> commands that only
> work on stata 9 (mvreg, for example, works even
> under stata 6).
> Therefore, you can try this RISKY procedure (I take
> no
> responsability!)
>
> 1) write: which xtfmb
> 2) write: doedit c:\ado\plus\x\xtfmb.ado
> ... or something like that (it depends on the folder
> that you get on step 1)
> 3) Replace the line "version 9.2" for "version 8.2",
> save.
> ... Run the command.
>
> However, this command was not really tested under
> stata 8.2 so you
> must be very careful.
>
> Cheers,
> Sergio
>
>
>
> On 12/18/06, tabreez shams <[email protected]>
> wrote:
> > Dear all,
> > Much appreciate if anyone can help me in any
> programme
> > to execute the fama-macbeth procedure compatible
> to
> > stata 8.2 version. I found xtfmb but requires
> stata
> > 9.2 minimum.
> > thanks in advance for any of your
> suggestion/comments.
> >
> > Regards,
> > Shams
> > Monash University
> >
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