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From | Yongzheng Liu <lyz292@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: xtfevd: option robust not allowed, and conformability error |
Date | Tue, 25 Oct 2011 11:48:30 -0400 |
Dear all, Does anyone familar with command -xtfevd-? I have a strongly balanced panel data set with 144 observations (no missing obs.). When I run the following command, "xtfevd y x1 x2 x3, invariant(x2)", stata works but the result looks strange in the sense that it didnot report the standard error/t-test/p-value... for variable 'eta' (the error term of the second stage). When I add option robust to the model "xtfevd y x1 x2 x3, invariant(x2) robust", it results with error warning "option robust not allowed", and when I impose option noconstant instead "xtfevd y x1 x2 x3, invariant(x2) nocons", it turns out with another error warning "conformability error". I am really confused with this, does anyone meet this problem before? Thank you in advance for any thoughts and suggestions. BTW, I am using STATA 11. Best, Yongzheng * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/