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| From | "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| Subject | Small bug in -ivhettest- fixed (was: RE: st: small bugs in -ivhettest-) |
| Date | Sun, 1 Sep 2013 10:49:54 +0000 |
Hi all. Just a quick note to the list to say that the "_cons" bug in -ivhettest- mentioned below is indeed fixed. Thanks to Federico for bringing it to my attention.
--Mark
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of DE SOUZA Eric
> Sent: 14 August 2013 15:39
> To: statalist@hsphsun2.harvard.edu
> Subject: RE: st: small bugs in -ivhettest-
>
> Both reproduced here.
>
> As to 1), if you remove the underscore (name the variable -exprconstraint-
> instead of -expr_constraint-), then it works. So the problem comes from the
> underscore (in combination with cons?).
>
> As to 2), ivhettest predates ivregress which was introduced in Stata 10 in
> replacement of ivreg, if I'm not mistaken. -ivregress- requires that you specify
> the estimation method even if it is 2sls, whereas -ivreg- considers it the default.
> I cannot check this because the help for -ivreg- just says that it is outdated and
> to use -ivregress- instead.
>
> Using Stata 12.1
>
>
> Eric de Souza
> College of Europe
> Brugge (Bruges), Belgium
> http://www.coleurope.eu
>
>
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of Federico Belotti
> Sent: 14 August 2013 15:10
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: small bugs in -ivhettest-
>
> 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
> >
> >
> > *
> > * For searches and help try:
> > * http://www.stata.com/help.cgi?search
> > * http://www.stata.com/support/faqs/resources/statalist-faq/
> > * http://www.ats.ucla.edu/stat/stata/
>
> --
> 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
>
>
> *
> * For searches and help try:
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> * http://www.stata.com/support/faqs/resources/statalist-faq/
> * http://www.ats.ucla.edu/stat/stata/
>
> *
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> * http://www.stata.com/support/faqs/resources/statalist-faq/
> * http://www.ats.ucla.edu/stat/stata/
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