Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: Problem with xtregfem in panel data
From
Nick Cox <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: Problem with xtregfem in panel data
Date
Mon, 10 Feb 2014 18:37:03 +0000
Not my field, but others may know.
Nick
[email protected]
On 10 February 2014 18:34, Rolf Lyneborg Lund <[email protected]> wrote:
> 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
>> [email protected]
>>
>>
>> On 10 February 2014 18:12, Rolf Lyneborg Lund <[email protected]> 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
>>> *
>>> * 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/
>> *
>> * 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/
>
>
> *
> * 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/
*
* 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/