Re: st: RE: problems with conducting OLS-PCSE analysis

[Edward James <ej111005@gmail.com>]

Thank you for your guidance, Jacobs
I will try it as soon as possible.

2012/1/19 Jacobs, David <jacobs.184@sociology.osu.edu>:
> Yes immediately afterwards.  The -if e(sample)- qualifier only works immediately after a run as it is an impermanent indicator of the precise cases used in an immediately prior run.  You can, of course, create a permanent variable with a statement something like "generate casespresent=e(sample)"
>
> I missed the 40 gaps in your sample, so I can understand why Professor Hughes is skeptical about imputing or using linear interpolation to fill all those gaps.
>
> Dave Jacobs
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Edward James
> Sent: Tuesday, January 17, 2012 7:23 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: RE: problems with conducting OLS-PCSE analysis
>
> Thanks, Jacobs.
>
> Do I have to run commands that you suggest after following error
> message pops up?
>
> "Number of gaps in sample:  40
>  (note: computations for rho restarted at each gap)
>  (note: estimates of rho outside [-1,1] bounded to be in the range [-1,1])
>  no time periods are common to all panels, cannot estimate disturbance
> covariance matrix using casewise inclusion"
>
>
> 2012/1/17 Jacobs, David <jacobs.184@sociology.osu.edu>:
>> As you probably already know, you have missing values or gaps within various series included in your models.
>>
>> Some obvious tricks to determine where these missing values are located include running the command -xtdescribe if e(sample)- immediately after an -xtpcse- run.  That will show you what the exact pattern of gaps is. Another possibility that will provide more detail is to type ".browse if e(sample)" again immediately after a run. The last command works best if you have only a few explanatory variables in your model as it will show the entire data set the xtpcse routine could access.
>>
>> In general and as you probably already know AR(1) routines don't like gaps within a series and you seem to have that problem.  One possibility is to employ Stata's commands that impute missing data to overcome these difficulties.
>>
>> D. Jacobs
>>
>> -----Original Message-----
>> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Edward James
>> Sent: Monday, January 16, 2012 9:33 AM
>> To: statalist@hsphsun2.harvard.edu
>> Subject: st: problems with conducting OLS-PCSE analysis
>>
>> Dear Statalist.
>>
>> I am currently conducting ols-pcse(pannel corrected standard error) with stata.
>>
>> Although the number of groups(countries) are 19, the result shows only
>> 16 groups.
>>
>> In addition, when I conduct different model, following error message comes up:
>>
>> "Number of gaps in sample:  40
>> (note: computations for rho restarted at each gap)
>> (note: estimates of rho outside [-1,1] bounded to be in the range [-1,1])
>> no time periods are common to all panels, cannot estimate disturbance
>> covariance matrix using casewise inclusion"
>>
>> Do you have any idea for including all countries?
>>
>> Thanks.
>> *
>> *   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/
>>
>> *
>> *   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/
>
> *
> *   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/
>
> *
> *   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/

*
*   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/