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Re: st: AW: sort, xtlogit
From
Abhimanyu Arora <[email protected]>
To
[email protected]
Subject
Re: st: AW: sort, xtlogit
Date
Thu, 22 Jul 2010 18:02:28 +0200
oops, a typo *bys id:gen temp=x[_n]-x[_n-1]* ,same result though
On Thu, Jul 22, 2010 at 6:00 PM, Abhimanyu Arora
<[email protected]> wrote:
> Hi Martin
> After you run the above do file, please -do- the following. Could it
> have to do with unbalanced panel/missing data?
>
>
>
> *******************************
> set obs 10003
> replace id=1001 in 10001
> replace id=1001 in 10002
> replace id=1001 in 10003
> replace time=2 in 10001
> replace y=.6 in 10001
> replace x=.3 in 10002
> replace y=.3 in 10002
> replace x=.4 in 10003
>
> gen temp=x[_n]-x[_n-1]
>
> capture noisily xtreg y x L.x temp
>
> xtset id time
>
> xtreg y x L.x temp
> **********************************************
>
>
>
>
>
>
> On Thu, Jul 22, 2010 at 5:11 PM, Martin Weiss <[email protected]> wrote:
>>
>> <>
>>
>> " Even if the dataset is -xtset panelvar timevar- (whether saved or
>> not), and one generates new variables by panel, say by the difference
>> operator, the dataset has to be -xtset- again (unchanged panelvar
>> timevar)"
>>
>>
>> Can you explain what you mean using my example code? I cannot see why one
>> would have to -xtset- anew...
>>
>> *************
>> /*
>> panel with 10 time
>> periods for 1000 observations
>> each
>> */
>>
>> clear*
>> set obs 1000
>>
>> //id
>> gen id=_n
>> lab var id "Person ID"
>>
>> //individual effect
>> gen alpha=rnormal()
>> label var alpha "Individual Effect"
>>
>> //expand to # of time periods
>> expand 10
>>
>> //get time period (after expansion!)
>> bys id: gen time=_n
>> lab var time "Time Period"
>> //residual per time period
>> gen eps=rnormal()
>> lab var eps "Idiosyncratic Shock"
>>
>> gen x=rnormal()
>> gen y=1+2*x+alpha+eps
>>
>> compress
>>
>> //xtset the thing
>> xtset id time
>>
>> xtreg y x
>>
>>
>> gen difftime=D.time
>> gen lagtime=L.time
>>
>>
>> xtreg y x difftime lagtime
>> *************
>>
>>
>>
>> HTH
>> Martin
>>
>>
>> -----Ursprüngliche Nachricht-----
>> Von: [email protected]
>> [mailto:[email protected]] Im Auftrag von Abhimanyu Arora
>> Gesendet: Donnerstag, 22. Juli 2010 16:45
>> An: [email protected]
>> Betreff: Re: st: AW: sort, xtlogit
>>
>> Thanks for the hint Martin, I gave some more thought and played around
>> with it and learnt a thing which could be useful to some statalisters.
>> Even if the dataset is -xtset panelvar timevar- (whether saved or
>> not), and one generates new variables by panel, say by the difference
>> operator, the dataset has to be -xtset- again (unchanged panelvar
>> timevar)
>> In my case, -xtlogit- worked, eventually.
>> Best regards
>> Abhimanyu
>>
>>
>> On Thu, Jul 22, 2010 at 4:16 PM, Martin Weiss <[email protected]> wrote:
>>>
>>> <>
>>>
>>> Could have something to do with the lags in the independent vars
>>> <http://www.stata.com/statalist/archive/2006-08/msg00613.html>, even
>> though
>>> -help xtlogit- clearly does allow -tsvarlist-s.
>>>
>>> I would say you
>>>
>>> *************
>>> set tr on
>>> *************
>>>
>>> and report the area around the error.
>>>
>>> HTH
>>> Martin
>>>
>>> -----Ursprüngliche Nachricht-----
>>> Von: [email protected]
>>> [mailto:[email protected]] Im Auftrag von Abhimanyu
>> Arora
>>> Gesendet: Donnerstag, 22. Juli 2010 16:03
>>> An: [email protected]
>>> Betreff: st: sort, xtlogit
>>>
>>> Dear statalist
>>>
>>> I am trying to use the command -xtlogit- and I get a puzzling error
>>> (pls click on the link below). As you would see, I have sorted my data
>>> but upon running -xtlogit- I get error r(5) not sorted. What can I be
>>> missing?
>>>
>>> http://screencast.com/t/MDlkZjk4ZjUt
>>>
>>> Best regards
>>> Abhimanyu
>>> *
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>>
>> *
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>>
>>
>> *
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>>
>
*
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