Re: st: xtivreg2 query

[Bonnie Wilson <wilsonbe@slu.edu>]

Mark,

Thanks very much for the information.  I appreciate your efforts.

Best,

Bonnie

On Fri, Mar 23, 2012 at 10:41 AM, Schaffer, Mark E
<M.E.Schaffer@hw.ac.uk> wrote:
> Bonnie,
>
> I think I have worked out what is going on.
>
> -xtivreg2- is a wrapper for -ivreg2/ivreg29/ivreg28-, depending on what you have installed.
>
> partial() is an option that was added to -ivreg29-; it exists in -ivreg28- as fwl().
>
> -xtivreg2- passes the partial() option to -ivreg2/ivreg29/ivreg28-, even if it's empty.
>
> So either -xtivreg2- should be recoded so that it doesn't do this, or we need a separate -xtivreg28- to work with -ivreg28-.
>
> --Mark
>
>> -----Original Message-----
>> From: owner-statalist@hsphsun2.harvard.edu
>> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of
>> Bonnie Wilson
>> Sent: 23 March 2012 01:05
>> To: statalist@hsphsun2.harvard.edu
>> Subject: Re: st: xtivreg2 query
>>
>> Thanks for sticking with the puzzle Mark.  (I'm beginning to
>> think I've got a good excuse for a Stata upgrade.)
>>
>> Here's the Stata output...
>>
>> lots of stuff...
>>
>>   if "`version'" != "" &
>> "`first'`ffirst'`rf'`noheader'`nofooter'`dropfirst'`droprf'`eform'`p
>> > lus'" != "" {
>>     di as err "option version not allowed"
>>     error 198
>>     }
>>     if "`version'" != "" {
>>     di in gr "`lversion'"
>>     ereturn clear
>>     ereturn local version `lversion'
>>     exit
>>     }
>>     if `"`e(cmd)'"' != "`ivreg2_cmd'" {
>>     error 301
>>     }
>>     if "`e(firsteqs)'" != "" & "`dropfirst'" == "" {
>>     local savefirst "savefirst"
>>     }
>>     if "`e(rfeq)'" != "" & "`droprf'" == "" {
>>     local saverf "saverf"
>>     }
>>     }
>>   - else {
>>   - syntax [anything(name=0)] [if] [in] [aw fw pw iw/] [,
>> FIRST FFIRST NOID NOCOLLIN SAVEFIRST
>> > SAVEFPrefix(name) SMall Robust CLuster(varname) GMM CUE
>> > CUEINIT(string) CUEOPTions(string) OR
>> > THOG(string) ENDOGtest(string) FWL(string) NOConstant Level(integer
>> > $S_level) Beta hc2 hc3 NO HEader NOFOoter NOOUTput title(string)
>> > subtitle(string) DEPname(string) EForm(string) PLUS BW
>> > (string) kernel(string) Tvar(varname) Ivar(varname) LIML COVIV
>> > FULLER(real 0) Kclass(string)
>> > REDundant(string) RF SAVERF SAVERFPrefix(name) B0(string)
>> > SMATRIX(string) WMATRIX(string) EWM
>> > ATRIX(string) sw swpsd dofminus(integer 0) ]
>>   = syntax [anything(name=0)] [if] [in] [aw fw pw iw/] [,
>> FIRST FFIRST NOID NOCOLLIN SAVEFIRST
>> > SAVEFPrefix(name) SMall Robust CLuster(varname) GMM CUE
>> > CUEINIT(string) CUEOPTions(string) OR
>> > THOG(string) ENDOGtest(string) FWL(string) NOConstant Level(integer
>> > 95) Beta hc2 hc3 NOHEader  NOFOoter NOOUTput title(string)
>> > subtitle(string) DEPname(string) EForm(string) PLUS BW(strin
>> > g) kernel(string) Tvar(varname) Ivar(varname) LIML COVIV
>> FULLER(real
>> > 0) Kclass(string) REDund
>> > ant(string) RF SAVERF SAVERFPrefix(name) B0(string) SMATRIX(string)
>> > WMATRIX(string) EWMATRIX(
>> > string) sw swpsd dofminus(integer 0) ]
>> option partial() not allowed
>>     local n 0
>>     gettoken lhs 0 : 0, parse(" ,[") match(paren)
>>     IsStop `lhs'
>>     if `s(stop)' {
>>     error 198
>>
>>
>>
>>
>> On Thu, Mar 22, 2012 at 7:38 PM, Schaffer, Mark E
>> <M.E.Schaffer@hw.ac.uk> wrote:
>> > Bonnie,
>> >
>> > This is very odd.  Neither -xtivreg2- nor -ivreg28- has an
>> error message that says "option partial() not allowed"; this
>> must be being generated by Stata for some reason.
>> >
>> > I don't have a Stata 8.2 around but I tried mimicking your
>> installation with Stata 9.2 and couldn't reproduce it.
>> >
>> > Maybe try
>> >
>> > set trace on
>> >
>> > and then
>> >
>> > xtivreg2 growth5 ef loggroups, fe
>> >
>> > This will display the commands that are being executed by
>> -xtivreg2-, line by line.  If you could post the lines just
>> before Stata crashes with the error message, we might be able
>> to work out what is going wrong.
>> >
>> > --Mark
>> >
>> >> -----Original Message-----
>> >> From: owner-statalist@hsphsun2.harvard.edu
>> >> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Bonnie
>> >> Wilson
>> >> Sent: 23 March 2012 00:02
>> >> To: statalist@hsphsun2.harvard.edu
>> >> Subject: Re: st: xtivreg2 query
>> >>
>> >> Mark,
>> >>
>> >> As best I can tell, there's only one xtivreg2 and one ivreg28, no
>> >> ivreg2 and no ivreg29.
>> >>
>> >> Results from Stata are below...(and I've taken a peak in the
>> >> directories.  I see the same thing that Stata reports.)
>> >>
>> >> Thanks for the suggestion.  Any further thoughts would be
>> appreciated.
>> >>
>> >> Again, here's an example of what's happening:
>> >>
>> >> tsset country_number yr2
>> >>        panel variable:  country_number, 1 to 173
>> >>         time variable:  yr2, 1 to 3
>> >>
>> >> . xtivreg2 growth5 ef loggroups, fe
>> >> Warning - singleton groups detected.  2 observation(s) not used.
>> >> option partial() not allowed
>> >> r(198);
>> >>
>> >>
>> >> I believe I understand the "warning."  What I don't understand is
>> >> "option partial() not allowed".
>> >>
>> >> Bonnie
>> >>
>> >>
>> >> . which xtivreg2, all
>> >>
>> >> c:\ado\plus\x\xtivreg2.ado
>> >> *! xtivreg2 1.0.13 28Aug2011
>> >> *! author mes
>> >>
>> >> . which ivreg28, all
>> >>
>> >> c:\ado\plus\i\ivreg28.ado
>> >> *! ivreg28 2.1.22  6July2007
>> >> *! authors cfb & mes
>> >> *! cloned from official ivreg version 5.0.9  19Dec2001 *!
>> see end of
>> >> file for version comments
>> >>
>> >> . which ivreg2
>> >> command ivreg2 not found as either built-in or ado-file r(111);
>> >>
>> >> . which ivreg29
>> >> command ivreg29 not found as either built-in or ado-file r(111);
>> >>
>> >>
>> >> On Thu, Mar 22, 2012 at 5:43 PM, Schaffer, Mark E
>> >> <M.E.Schaffer@hw.ac.uk> wrote:
>> >> > Bonnie,
>> >> >
>> >> > Might you have multiple versions of -xtivreg2- or -ivreg28-
>> >> lurking on your machine?
>> >> >
>> >> > which xtivreg2, all
>> >> >
>> >> > which ivreg2, all
>> >> >
>> >> > will tell you.
>> >> >
>> >> > Or maybe there is a version of -ivreg29- or -ivreg2-
>> >> installed?  That would cause problems if you try to run them under
>> >> Stata 8.2.
>> >> >
>> >> > --Mark
>> >> >
>> >> >> -----Original Message-----
>> >> >> From: owner-statalist@hsphsun2.harvard.edu
>> >> >> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf
>> Of Bonnie
>> >> >> Wilson
>> >> >> Sent: 22 March 2012 19:38
>> >> >> To: statalist@hsphsun2.harvard.edu
>> >> >> Subject: Re: st: xtivreg2 query
>> >> >>
>> >> >> Sorry...that was a typo on my part.  I am indeed using
>> xtivreg2...
>> >> >>
>> >> >>
>> >> >> On Thu, Mar 22, 2012 at 2:15 PM, Nick Cox <njcoxstata@gmail.com>
>> >> >> wrote:
>> >> >> > -xtivreg- is an official Stata command. It is nothing
>> to do with
>> >> >> > -ivreg2- or -xtivreg2- or their variants, which are
>> user-written.
>> >> >> >
>> >> >> > Nick
>> >> >> >
>> >> >> > On Thu, Mar 22, 2012 at 7:09 PM, Bonnie Wilson
>> >> >> <wilsonbe@slu.edu> wrote:
>> >> >> >> Thanks for the fwl() option suggestion as well as the
>> >> >> suggestion to
>> >> >> >> upgrade from Kit.
>> >> >> >>
>> >> >> >> Problem is...I'm not using the partial option.  At
>> >> least, I don't
>> >> >> >> think I'm using the partial option.
>> >> >> >>
>> >> >> >> For example, I write
>> >> >> >>
>> >> >> >> xtivreg y x1 x2, fe
>> >> >> >>
>> >> >> >> And I get "option partial() not allowed".
>> >> >> >>
>> >> >> >> I have installed ivreg29.  If I try to use the partial
>> >> option and
>> >> >> >> write
>> >> >> >>
>> >> >> >> xtivreg y x1 x2, fe partial(x2)
>> >> >> >>
>> >> >> >> ...I still get "option partial() not allowed".
>> >> >> >>
>> >> >> >> Any further thoughts would be much appreciated.
>> >> >> >>
>> >> >> >
>> >> >> > *
>> >> >> > *   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/
>> >> >>
>> >> >>
>> >> >>
>> >> >> --
>> >> >> ************************************************************
>> >> >> Bonnie Wilson
>> >> >> Associate Professor, Department of Economics Saint Louis
>> >> >> University
>> >> >> 3674 Lindell Blvd.
>> >> >> St. Louis, MO 63108-3397
>> >> >>
>> >> >> Phone:  (314) 977-3844
>> >> >> Fax:      (314) 977-1478
>> >> >>
>> >> >> https://sites.google.com/a/slu.edu/bonnie_wilson/
>> >> >> ************************************************************
>> >> >>
>> >> >> *
>> >> >> *   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/
>> >> >>
>> >> >
>> >> >
>> >> > --
>> >> > Heriot-Watt University is the Sunday Times Scottish
>> >> University of the
>> >> > Year 2011-2012
>> >> >
>> >> > We invite research leaders and ambitious early career
>> >> researchers to
>> >> > join us in leading and driving research in key
>> inter-disciplinary
>> >> > themes. Please see
>> >> >
>> >> > http://www.hw.ac.uk/researchleaders
>> >> >
>> >> > for further information and how to apply.
>> >> >
>> >> > Heriot-Watt University is a Scottish charity registered
>> >> under charity
>> >> > number SC000278.
>> >> >
>> >> >
>> >> > *
>> >> > *   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/
>> >>
>> >>
>> >>
>> >> --
>> >> ************************************************************
>> >> Bonnie Wilson
>> >> Associate Professor, Department of Economics Saint Louis University
>> >> 3674 Lindell Blvd.
>> >> St. Louis, MO 63108-3397
>> >>
>> >> Phone:  (314) 977-3844
>> >> Fax:      (314) 977-1478
>> >>
>> >> https://sites.google.com/a/slu.edu/bonnie_wilson/
>> >> ************************************************************
>> >>
>> >> *
>> >> *   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/
>> >>
>> >
>> >
>> > --
>> > Heriot-Watt University is the Sunday Times Scottish
>> University of the
>> > Year 2011-2012
>> >
>> > We invite research leaders and ambitious early career
>> researchers to
>> > join us in leading and driving research in key inter-disciplinary
>> > themes. Please see
>> >
>> > http://www.hw.ac.uk/researchleaders
>> >
>> > for further information and how to apply.
>> >
>> > Heriot-Watt University is a Scottish charity registered
>> under charity
>> > number SC000278.
>> >
>> >
>> > *
>> > *   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/
>>
>>
>>
>> --
>> ************************************************************
>> Bonnie Wilson
>> Associate Professor, Department of Economics Saint Louis University
>> 3674 Lindell Blvd.
>> St. Louis, MO 63108-3397
>>
>> Phone:  (314) 977-3844
>> Fax:      (314) 977-1478
>>
>> https://sites.google.com/a/slu.edu/bonnie_wilson/
>> ************************************************************
>>
>> *
>> *   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/
>>
>
>
> --
> Heriot-Watt University is the Sunday Times
> Scottish University of the Year 2011-2012
>
> We invite research leaders and ambitious early career
> researchers to join us in leading and driving research
> in key inter-disciplinary themes. Please see
>
> http://www.hw.ac.uk/researchleaders
>
> for further information and how to apply.
>
> Heriot-Watt University is a Scottish charity
> registered under charity number SC000278.
>
>
> *
> *   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/



-- 
************************************************************
Bonnie Wilson
Associate Professor, Department of Economics
Saint Louis University
3674 Lindell Blvd.
St. Louis, MO 63108-3397

Phone:  (314) 977-3844
Fax:      (314) 977-1478

https://sites.google.com/a/slu.edu/bonnie_wilson/
************************************************************

*
*   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/