Re: st: small bugs in -ivhettest-

[Federico Belotti <f.belotti@gmail.com>]

I'm so sorry. There is a small "bug" in my post as well :-)

Please consider the following as the code to reproduce the second mentioned error

2) return code 301, that is "last estimates not found". The following lines reproduce the error

	use http://fmwww.bc.edu/ec-p/data/hayashi/griliches76.dta
	ivregress lw s expr tenure rns smsa (iq=med kww age mrt)
	ivhettest


Federico

On Aug 14, 2013, at 2:17 PM, Federico Belotti wrote:

> I am using -ivhettest- by Mark E. Schaffer, v1.1.6  4Feb2007 from SSC with Stata 13.0 and I am getting two errors
> 
> 1) return code 111, that is one of the independent variables in the previously issued estimation command is not found during the execution of -ivhettest-. The following lines reproduce the error
> 
> 	use http://fmwww.bc.edu/ec-p/data/hayashi/griliches76.dta
> 	gen expr_constraint = (expr<2)
> 	ivreg2 lw s expr_constraint tenure rns smsa (iq=med kww age mrt)
> 	ivhettest
> 
> 2) return code 301, that is "last estimates not found". The following lines reproduce the error
> 	
> 	use http://fmwww.bc.edu/ec-p/data/hayashi/griliches76.dta
> 	ivreg2 lw s expr tenure rns smsa (iq=med kww age mrt)
> 	ivhettest
> 	
> 
> As for the first issue, after investigation I see that the following line is responsible for the small bug (traced output):
> 
>    - local cn : subinstr local cn "_cons" "`one'"
>    = local cn : subinstr local cn "_cons" "__00000C"
> 
> Basically this line returns the contents of "cn", with the first occurrence of "_cons" changed to "__00000C".
> Unfortunately, one of the independent variables in the model contains in its name the word "_cons" which is mistakenly replaced, that is the variable "expr_constraint" becomes "expr__00000Ctraint", thus generating the aforementioned error.
> 
> A quick workaround to avoid this issue is to change the names of the variables so as to remove the word "_cons".
> 
> Since the word "_cons" in the e(b) parameter vector is always the last one (at least for the estimation commands for which -ivhettest- should work, i.e. -ivregress-, -ivreg2- and -regress-), a permanent workaround should be something like:
> 
> 	local CoNs _cons
> 	local cn "`:list cn - CoNs' `one'"
> 
> in place of
> 
> 	local cn : subinstr local cn "_cons" "`one'"
> 
> 
> 
> As for the second issue, after investigation I see that the following line is responsible for the small bug (traced output):
> 
> - if "`e(cmd)'" != "ivreg" & "`e(cmd)'" != "ivreg2" & "`e(cmd)'" != "ivgmm0" & "`e(cmd)'" != "regress" {
> = if "ivregress" != "ivreg" & "ivregress" != "ivreg2" & "ivregress" != "ivgmm0" & "ivregress" != "regress" {
> 
> Basically, the command should work with -ivregress- but this command has not been included in the list of the supported commands.
> A quick workaround to avoid this issue is to use -ivreg2- or the out-of-date command -ivreg-.
> The permanent workaround is to add -ivregress- to the list, that is replace
> 
> 	if "`e(cmd)'" != "ivreg" & "`e(cmd)'" != "ivreg2" & "`e(cmd)'" != "ivgmm0" & "`e(cmd)'" != "regress" {
> 
> with
> 
> 	if "`e(cmd)'" != "ivregress" & "`e(cmd)'" != "ivreg" & "`e(cmd)'" != "ivreg2" & "`e(cmd)'" != "ivgmm0" & "`e(cmd)'" != "regress" {
> 
> 
> I hope these can be fixed in the next -ivhettest- update.
> 
> Federico
> 
> --
> Federico Belotti, PhD
> Research Fellow
> Centre for Economics and International Studies
> University of Rome Tor Vergata
> tel/fax: +39 06 7259 5627
> e-mail: federico.belotti@uniroma2.it
> web: http://www.econometrics.it
> 
> 
> *
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-- 
Federico Belotti, PhD
Research Fellow
Centre for Economics and International Studies
University of Rome Tor Vergata
tel/fax: +39 06 7259 5627
e-mail: federico.belotti@uniroma2.it
web: http://www.econometrics.it


*
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