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Re: st: RE: xtivreg2
From
xiang ao <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: RE: xtivreg2
Date
Wed, 10 Mar 2010 09:09:45 -0500
Thank you, Mark. That explains it.
Xiang
Schaffer, Mark E wrote:
Xiang,
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of xiang ao
Sent: 10 March 2010 00:37
To: [email protected]
Subject: Re: st: RE: xtivreg2
Thanks Martin. bw(auto) is apparently disabled in the newest
version of xtivreg2. Maybe the author (Mark Schaffer) can
answer the question why?
The very short answer is that it shouldn't have worked in the first place, and when we realized that we disabled it.
The slightly longer answer is that xtivreg2 is basically a wrapper with tweaks for ivreg2. But the automatic bandwidth code in ivreg2 wasn't treating the dataset it received from xtivreg2 as a panel, and was generating the wrong automatic bandwidth. When we discovered this, Kit and I discussed what the "right" bw was in this context, and there was no simple answer. The automatic bandwidth Mata code in ivreg2 is for a pure time series, and something special would be required for a large-N-large-T panel. So we just disabled it and left it to the user to specify the bandwidth.
Yours,
Mark
Thanks,
Xiang
Martin Weiss wrote:
bandwidth. I
<>
The latest version is accessible via - ssc type xtivreg2.ado-. Line
74-75
reads:
if "`bw'"=="auto" {
di as err "error - automatic bandwidth selection not supported by
-xtivreg2-"
This could be the source of your problems...
HTH
Martin
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Xiang Ao
Sent: Dienstag, 9. März 2010 22:29
To: [email protected]
Subject: st: xtivreg2
Dear statalisters,
It seems xtivreg2 does not support bw(auto) for automatic
am using Stata 11 MP under Linux. I used it on a Windows
machine, with
Stata 11, SE. It works with bw(auto). It's possible the Windows
machines has an older version of xtivreg2 on it. Is there a reason
for
supported
xtivreg2 to stop supporting that?
The error says: "error - automatic bandwidth selection not
by
-xtivreg2-
invalid syntax".
Thanks,
Xiang
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