<>
Sorry, my mistake, the e(df_r) appears only with the -small- option specified. As it happens, all examples in the help file are conducted with the -small- option present, so I had a hard time finding this out (had to search a log of 237 pages to get a clue...)
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected] [mailto:[email protected]] Im Auftrag von Davide Cantoni
Gesendet: Dienstag, 10. März 2009 19:13
An: [email protected]
Betreff: st: Re: AW: AW: ereturn list with xtivreg2
I get a gazillion of results, just no e(df_r). Cf:
(And, as I said, I have the same issue whether or not I have
clustering or not, robust se or not, etc etc.)
> scalars:
> e(inexog_ct) = 11
> e(exexog_ct) = 1
> e(endog_ct) = 1
> e(partial_ct) = 0
> e(N_clust) = 8
> e(sdofminus) = 0
> e(dofminus) = 8
> e(r2) = .9229592972559002
> e(rmse) = 4.482742177668595
> e(rss) = 1728.168059104612
> e(mss) = 20703.71531616696
> e(r2_a) = .9021374857034408
> e(F) = 2.799026483928738
> e(Fp) = .0897520696224036
> e(Fdf1) = 12
> e(Fdf2) = 7
> e(yy) = 22431.88337527158
> e(yyc) = 22431.88337527158
> e(N) = 94
> e(df_m) = 20
> e(singleton) = 0
> e(sigma_e) = 4.482742177668595
> e(df_a) = 8
> e(df_b) = 12
> e(N_g) = 8
> e(g_max) = 12
> e(g_min) = 11
> e(g_avg) = 11.75
> e(partialcons) = 0
> e(cons) = 0
> e(cdf) = 25.73075120843825
> e(widstat) = 8.208461212944977
> e(cd) = .3477128541680844
> e(idp) = .2053493221619689
> e(iddf) = 1
> e(idstat) = 1.603914697363933
> e(jdf) = 0
> e(j) = .
> e(ll) = -270.2217758044246
> e(rankV) = 7
> e(rankS) = 7
> e(rankxx) = 12
> e(rankzz) = 12
> e(r2c) = .9229592972559002
> e(r2u) = .9229592972559002
Davide
> <>
>
>
> You are more than welcome :-) Your issue is weird indeed! What do you get
> with -ereturn list- after applying -xtivreg2- to your data? I mean, does
> Stata populate the rest of the returned values?
>
>
>
> HTH
> Martin
>
>
> -----Ursprüngliche Nachricht-----
> Von: [email protected]
> [mailto:[email protected]] Im Auftrag von Davide Cantoni
> Gesendet: Dienstag, 10. März 2009 16:29
> An: [email protected]
> Betreff: st: Re: AW: AW: ereturn list with xtivreg2
>
> Well, curious... I have -adoupdate-d my -xtivreg2-, just to be sure.
> When I run your example, I get in fact e(df_r) (thanks for pointing it
> out in red!). But when I run my own command on my dataset, I do not
> get anything:
>
> . disp e(df_r)
> .
>
> This happens with and without clustering, with and without robust
> s.e., with and without excluded instruments. In every one of these
> cases, I do not have anything saved in e(df_r). My data are properly
> -tsset-.
>
> Davide
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