Re: st: Problem with xtregfem in panel data

[Rolf Lyneborg Lund <starpen@mac.com>]

Thank you for your help. I've been trying to find just about any program that lets me do a ridge regression or a principal components regression on panel data but I have had no luck except for this program. Do you know of any other programs that allows me to do this in panel data?

Again, thank you for your time!

Rolf



Den 10/02/2014 kl. 19.26 skrev Nick Cox:

> You are asked to explain _where_ user-written programs come from.
> 
> -xtregfem- is a program from SSC by Emad Abd Elmessih Shehata, who is
> not I think active on Statalist.
> 
> On the face of it, you have the scope to create a matrix of that size.
> -xtregfem-, although for some reason stated to require Stata 11, makes
> no use of Mata, but heavy use of Stata's matrix language.
> 
> For that reason, you should probably
> 
> 1. get a trace of the program and find out exactly where the program
> fails using -set trace on-
> 
> 2. contact the author directly
> 
> You might need to send him a copy of your dataset for his testing.
> 
> 
> Nick
> njcoxstata@gmail.com
> 
> 
> On 10 February 2014 18:12, Rolf Lyneborg Lund <starpen@mac.com> wrote:
>> Hello statalisters.
>> 
>> I've been trying to run a userwritten program to do a ridge and weighted fixed effects panel data regression called xtregfem but I can't get it to work. What I do is:
>> 
>> *******example*******
>> 
>> xtregfem hea gdpln postin labforfem, id(country) it(year)
>> 
>> 
>> ******example end*******
>> 
>> But I get error:
>> 
>> matsize too small to create a [480,1] matrix
>> 
>> 
>> I've tried to set the matsize higher (since I run STATA I/C, the limit is 800), but I get the same error. Is there any way to do ridged panel data regression without this error popping up? And do I really need to upgrade to run this regression?
>> 
>> Best
>> -Rolf Lyneborg Lund
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