st: RE: polynomial distributed lag models error message

[Nick Cox <n.j.cox@durham.ac.uk>]

On #1 I could reproduce your problem by copying and pasting from the Stata Journal archives into Stata's do-file editor under Windows. The problem in that circumstance was that the right quotes that appear are not the right quotes that Stata uses to denote references to local macros. You should be able to test this by comparison with the default single quote character (= Stata's right quote) and the default left quote character. I'll not elaborate because I have no idea what your keyboard looks like, but the program looks fine to me when the correct quote characters are used. 

Having run the first very short leg of your unequal relay race, I'll throw the baton right up in the air. 

Nick 
n.j.cox@durham.ac.uk 

Steve Rothenberg

We are trying to reproduce the analysis for using polynomial distributed lag
models found in SJ(2004) 4, Number 2, pp. 180-189, by Allen McDowell of
StataCorp.

When we try to form the Vandermonde matrix using the supplied program
-vandermonde-, the program returns an error message: 'namelist' invalid name
r(198); 

The issued command is:
	vandermonde V, n(0/12)
exactly as suggested in the article.

Though we are using Stata 11.1, the program -vandermonde- is stored as an
ado file with a version control statement "version 8.2", exactly as copied
from the SJ article.

We've tried using another name for the generated matrix instead of "V" when
running the command, as we see that V is now defined in Mata as a built-in
Vandermonde matrix, but we receive the same error message.

We have four questions:

1. Can anyone advise us why the program -vandermonde- returns the error
message?

2. Can we achieve the same results by running the Mata Vandermonde command
and if so, can you provide the proper syntax to set up the matrix and then
use the Mata generated matrix in the following Stata matrix manipulation
commands for polynomial distributed model in the SJ article?

3. Given eventual success with working through the example in the SJ
article, can we use these procedures to construct a Poisson model with
distributed lags of one of the independent variables and if so, how?

4. Since Allen McDowell wrote the article as a tutorial instead of providing
polished production code, does anyone know if there is newer provision for
running distributed lag models in independent variables, especially models
with count data dependent variables?


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