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RE: RE: st: RE: Problem with xi and xtivreg2
From
DE SOUZA Eric <[email protected]>
To
"[email protected]" <[email protected]>
Subject
RE: RE: st: RE: Problem with xi and xtivreg2
Date
Mon, 20 Jun 2011 20:21:07 +0200
Warning - singleton groups detected.
The panel dimension is essentially missing. What you appear to have is a pseudo-cross-section. Pseudo because some observations may be from one year and some from the other.
Try a simple -ivreg- or -ivreg2- with a dummy variable for (one of the) year(s).
How many years do you theoretically have?
Eric de Souza
College of Europe
Brugge (Bruges), Belgium
http://www.coleurope.eu
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Juan Pablo Cote Baron
Sent: 20 June 2011 19:00
To: [email protected]
Subject: Re: RE: st: RE: Problem with xi and xtivreg2
Hi Mark,
Thank you very much for your help. Unfortunately, the problem persists. This is the result when I don't instrument y:
. xtivreg2 x w _Iyear_2004 _Iyear_2005 y, fe robust Warning - singleton groups detected. 1584207 observation(s) not used.
too few variables specified
r(102);
The same happens if I include the instrument z as a regressor:
. xtivreg2 x w _Iyear_2004 _Iyear_2005 y z, fe robust Warning - singleton groups detected. 1584207 observation(s) not used.
too few variables specified
r(102);
The error message appears even when I just run:
xtivreg2 x _Iyear_2004 _Iyear_2005, fe robust
(with no more regressors than the year dummies). I have also tried similar regressions with other independent variables but the outcome has always been the same. It is really strange to me.
Thanks as always,
Juan.
----- Mensaje original -----
De: "Schaffer, Mark E" <[email protected]>
Fecha: Domingo, 19 de Junio de 2011, 4:10 pm
Asunto: RE: st: RE: Problem with xi and xtivreg2
A: [email protected]
> Juan,
>
> > -----Original Message-----
> > From: [email protected]
> > [mailto:[email protected]] On Behalf Of Juan
> > Pablo Cote Baron
> > Sent: 19 June 2011 19:43
> > To: [email protected]
> > Subject: Re: st: RE: Problem with xi and xtivreg2
> >
> > Hi Mark,
> >
> > Thanks for your response. I tried what you suggested but it didn't
> > work. Having created the year dummies first, I typed:
> >
> > xtivreg2 x w _Iyear_2004 _Iyear_2005 (y = z), fe robust
> >
> > but I keep getting the same error message. I wonder what the problem
> > could be.
>
> I wonder if it's a collinearity problem involving your other variables
> and/or instruments.
>
> Maybe try
>
> xtivreg2 x w _Iyear_2004 _Iyear_2005 y, fe robust
>
> i.e., don't instrument y.
>
> And also try
>
> xtivreg2 x w _Iyear_2004 _Iyear_2005 y z, fe robust
>
> i.e., treat z as a regressor instead of an instrument. It may not
> make any economic sense, but it might help trace the problem.
>
> And can you also show us the actual output?
>
> --Mark
>
> >
> > Thanks again,
> >
> > Juan.
> >
> >
> > >----- Mensaje original -----
> > >2011/6/19 Schaffer, Mark E <[email protected]>
> >
> > >Juan,
> >
> > >> -----Original Message-----
> > >> From: [email protected]
> > >> [mailto:[email protected]] On Behalf Of
> > Juan Pablo
> > >> Cote Baron
> > >> Sent: 19 June 2011 00:40
> > >> To: [email protected]
> > >> Subject: st: Problem with xi and xtivreg2
> > >>
> > >> Dear statalist users,
> > >>
> > >> I have a problem when using the xi: xtivreg2... combination.
> > >> I need to regress "x" on "w", an instrumented variable "y"
> > >> and on year dummies. I typed this:
> > >>
> > >> xi: xtivreg2 x w i.year (y = z), fe robust
> > >>
> > >> but it doesn't work. Instead, I get the error message "too
> few
> > >> variables specified r(102)", but I don't know what the
> > problem could
> > >> be (the syntax works when I use it with another
> > cathegorical variable
> > >> different from year) .
> >
> > >What happens if you first use -xi- on its own to create the
> year
> > >dummies, and then use the year dummies in the estimation
> > without -xi-?
> >
> > >--Mark
> >
> > >>
> > >> Thanks in advance,
> > >>
> > >> Juan Pablo Cote.
> > >>
> > >>
> >
> >
>
>
> --
> Heriot-Watt University is a Scottish charity registered under charity
> number SC000278.
>
>
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