Re: st: RE: Question on xthtaylor

["Roy,Suryadipta" <suryadipta.roy@lawrence.edu>]

Dear Nick, Rodrigo, and Mark,

Thank you very much indeed for your suggestions- I shall 
closely follow what Nick and Rodrigo had suggested as 
regards the R-sq and the robust standard errors. Meanwhile 
here is the output from -xthtaylor-, followed by 
-xtoverid- :

xthtaylor rhat2 corrupt x1 loggdp yr* logpopulat island 
landlocked, endog(corrupt x1 loggdp)
note: yr1 dropped due to collinearity
Hausman-Taylor estimation                       Number of 
obs      =      1712
Group variable (i): id                          Number of 
groups   =       121
                                                Obs per 
group: min =         1
                                                           
   avg =      14.1
                                                           
   max =        16
Random effects u_i ~ i.i.d.                     Wald 
chi2(21)      =     45.12
                                                Prob > 
chi2        =    0.0017
------------------------------------------------------------------------------
       rhat2 |      Coef.   Std. Err.      z    P>|z| 
   [95% Conf. Interval]
-------------+----------------------------------------------------------------
TVexogenous  |
         yr2 |   .0035842   .0310919     0.12   0.908 
  -.0573547    .0645231
         yr3 |   .0281418   .0301447     0.93   0.351 
  -.0309406    .0872243
         yr4 |   .0379859    .029738     1.28   0.201 
  -.0202995    .0962714
         yr5 |   .0256643   .0296197     0.87   0.386 
  -.0323892    .0837178
         yr6 |   .0244164   .0298725     0.82   0.414 
  -.0341325    .0829654
         yr7 |   .0182896   .0302195     0.61   0.545 
  -.0409396    .0775188
         yr8 |    .017861    .030464     0.59   0.558 
  -.0418472    .0775693
         yr9 |   .0058436   .0305084     0.19   0.848 
  -.0539517    .0656389
        yr10 |   .0217139   .0307479     0.71   0.480 
  -.0385508    .0819786
        yr11 |   .0236914   .0310368     0.76   0.445 
  -.0371396    .0845224
        yr12 |  -.0067792   .0313415    -0.22   0.829 
  -.0682073    .0546489
        yr13 |  -.0104486   .0317474    -0.33   0.742 
  -.0726723    .0517751
        yr14 |  -.0093062   .0322576    -0.29   0.773 
  -.0725299    .0539175
        yr15 |  -.0097496   .0326688    -0.30   0.765 
  -.0737793    .0542801
        yr16 |  -.0071128   .0332515    -0.21   0.831 
  -.0722844    .0580589
  logpopulat |  -.0630136   .0467928    -1.35   0.178 
  -.1547258    .0286985
TVendogenous |
     corrupt |   -.231095   .0438374    -5.27   0.000 
  -.3170147   -.1451753
          x1 |   .0316134   .0058632     5.39   0.000 
   .0201217    .0431051
      loggdp |  -.0366722   .0434294    -0.84   0.398 
  -.1217922    .0484478
TIexogenous  |
      island |  -.0773091    .262035    -0.30   0.768 
  -.5908883    .4362701
  landlocked |   .0981921   .2297618     0.43   0.669 
  -.3521327    .5485169
             |
       _cons |   1.175497   .9099886     1.29   0.196 
  -.6080481    2.959042
-------------+----------------------------------------------------------------
     sigma_u |  .88297205
     sigma_e |  .20390525
         rho |  .94937106   (fraction of variance due to 
u_i)
------------------------------------------------------------------------------
note:  TV refers to time varying; TI refers to time 
invariant.
. 
. xtoverid
. invalid name
r(198);
I am using Stata 9 and regularly update all the codes from 
ssc. -xtoverid- ran alright when I used the example from 
stata (using xtoverid.hlp).

Thanks again for your invaluable inputs!

Suryadipta.




On Wed, 25 Jul 2007 22:40:40 +0100
 "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk> wrote:

> Suryadipta,
>
> > -----Original Message-----
> > From: owner-statalist@hsphsun2.harvard.edu 
> > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf 
> > Of 
> > Roy,Suryadipta
> > Sent: 25 July 2007 18:44
> > To: statalist@hsphsun2.harvard.edu
> > Subject: st: Question on xthtaylor
> >
> > Hi,
> >
> > There have been a few threads on the first one, but I am 
> > still asking the question to find out if there is an 
> > easier solution:
> >
> > 1. Is there a command to obtain robust/ cluster(robust) 
> > standard errors while using xthtaylor (as in xtreg, fe 
> > or xtreg, re)?
> >
> > 2. Is there a command to obtain R-square while using 
> > xthtaylor?
> >
> > 3. Moreover, after I run xthtaylor, I am trying to do 
> > the 
> > overidentifiaction test with -xtoverid- but I am getting 
> > an 
> > error message : "invalid name". I only have time-varying 
> > variables as endogenous variables.
> It's impossible to tell what's going wrong with just the 
> information
> you've provided.  Can you post the estimation results 
> and xtoverid
> output, plus the versions of xthtaylor and xtoverid? 
> Then maybe we can
> tell if it's a problem with your estimation, xthtaylor, 
> or xtoverid.
>
> --Mark
>
> Prof. Mark Schaffer
> Director, CERT
> Department of Economics
> School of Management & Languages
> Heriot-Watt University, Edinburgh EH14 4AS
> tel +44-131-451-3494 / fax +44-131-451-3296
> email: m.e.schaffer@hw.ac.uk
> web: http://www.sml.hw.ac.uk/ecomes
>
>
>
> > Any comment on these issues would be really helpful.
> > Thanks as usual!
> > Suryadipta.
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