Dear Mark,
thank you for your reply.
I must admit that I'm not that experienced in statistics yet and thus far
from suggesting anything to you.
But from my point of view I would prefer an informative error message by
stata when using the fd option.
I meant to do the partialling-out after the first-differencing.
Would it make any sense to do the partialling-out before first-differencing?
I'm afraid, I'm at a complete loss on this topic.
Regards
Jessica
----------------------------------------------------------------
Dipl. oec. Jessica �lschl�ger
Forschungsstelle Europ�ische Integration
Universit�t Hohenheim
-----Urspr�ngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Schaffer, Mark
E
Gesendet: Donnerstag, 20. Dezember 2007 14:01
An: [email protected]
Betreff: st: RE: partial()-option of xtivreg2
Jessica,
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> Jessica �lschl�ger
> Sent: Thursday, December 20, 2007 11:56 AM
> To: [email protected]
> Subject: st: partial()-option of xtivreg2
>
> Dear Statalisters,
>
> I'm trying to fit following model using xtivreg2. (I'm using
> an unbalanced panel data set.)
>
> xtivreg2 gwgdpvdpc ln_openquota_oecd ln_govbaladj_oecd
> ln_unemployment
> ln_lgovinvquota outputgap l.totalpop rintratelt syr
> termstrade fdiin
> t1100gdp t1200gdp t2000gdp t3000gdp t5000gdp if year >=1990, fd
> cluster(coid)
>
> Doing this, stata gives me the warning:
>
> Warning: estimated covariance matrix of moment conditions not
> of full rank.
> standard errors and model tests should be
> interpreted with caution.
> Possible causes:
> number of clusters insufficient to calculate robust
> covariance matrix
> singleton dummy variable (dummy with one 1 and N-1 0s or vice
> versa)
> partial option may address problem.
>
> My question is, how should I use the partial-option? I've got
> a real problem with understanding the syntax correctly. I
> always get the same error message, e.g. when I try:
I think the problem is a misleading message by xtivreg2 rather than a bug
per se. Partialling-out is appropriate for fixed effects models, but I'm
not sure what it would mean when combined with first differencing.
I'm inclined to make -partial- incompatible with -fd- so that combining them
causes -xtivreg2- to exit with an informative error. What do you think? Or
should it mean that the partialling-out is applied to the data BEFORE
first-differencing?
--Mark
(-xtivreg2- author)
> . xtivreg2 gwgdpvdpc ln_openquota_oecd ln_govbaladj_oecd
> ln_unemployment
> ln_lgovinvquota outputgap l.totalpop rintratelt
> > syr termstrade fdiin t1100gdp t1200gdp t2000gdp
> t3000gdp t5000gdp
> if year >=1990, fd cluster(coid) partial(ln_openqu
> > ota_oecd ln_govbaladj_oecd ln_unemployment ln_lgovinvquota
> > outputgap)
>
> Error: ln_openquota_oecd ln_govbaladj_oecd ln_unemployment
> ln_lgovinvquota outputgap listed in partial() but not in list of r
> > egressors.
> invalid syntax
>
> Could anybody please give me a hint what I am doing wrong?
> Any comments would be greatly appreciated.
>
> Regards
>
> Jessica
>
> ----------------------------------------------------------------
> Dipl. oec. Jessica �lschl�ger
>
> Forschungsstelle Europ�ische Integration Universit�t Hohenheim
>
>
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