Davide,
I'm the author of -xtivreg2- so maybe I should take over from Martin...
Can you run your regression again WITHOUT cluster and send us the list of returned macros? I think part of the problem is that you have more regressors than clusters, and the cluster-robust var-cov matrix is not full rank.
Can you also tell us which version you are using? -which xtivreg2- will do it.
And can you share the command line and output with us?
--Mark
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> Davide Cantoni
> Sent: Tuesday, March 10, 2009 6:13 PM
> To: [email protected]
> Subject: 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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>
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