Dear all,
Currently, I am running into some trouble with xtivreg in combination with random effects. My regression is formulated as follows:
I want to test whether my instruments are weak or overidentified. However, the commands
and
do not work in combination with re.
With regards to weakiv I get the following error:
error - unsupported xtivreg model g2sls
r(198);
Does anyone know how to circumvent this/knows of a different command that allows for testing weak iv for re models?
With regards to xtoverid, I have already tried to circumvent the issue of xtoverid being unable to deal with factor variables by coding the following:
However, I run into the problem that because of collinearity lot of dummies made by
are dropped in the second stage. This leads Stata to give the following error after
:
o. operator not allowed
r(101);
Does anyone know how to solve this?
I am using StataMP 17 (64-bit) on a Windows10 Enterprise OS.
My data looks as follows;
Thank you in advance!
Kind regards,
David
Currently, I am running into some trouble with xtivreg in combination with random effects. My regression is formulated as follows:
Code:
xtivreg ln_FDI (tt_d= comlang_off colony treaties_s ln_GDP_1) ln_Openness_1 ln_GDP_pc_1 ln_Telephone_1 PS_1 ln_Gov_exp_1 ln_GDP_Growth_1 ln_av_CPI_5 ln_M2_growth_1 i.Country_e i.cou_e i.year, re first
I want to test whether my instruments are weak or overidentified. However, the commands
Code:
weakivtest
Code:
xtoverid
With regards to weakiv I get the following error:
error - unsupported xtivreg model g2sls
r(198);
Does anyone know how to circumvent this/knows of a different command that allows for testing weak iv for re models?
With regards to xtoverid, I have already tried to circumvent the issue of xtoverid being unable to deal with factor variables by coding the following:
Code:
fvrevar i.Country_e i.cou_e i.year xi: xtivreg ln_FDI (tt_d= comlang_off colony treaties_s ln_GDP_1) ln_Openness_1 ln_GDP_pc_1 ln_Telephone_1 PS_1 ln_Gov_exp_1 ln_GDP_Growth_1 ln_av_CPI_5 ln_M2_growth_1 `r(varlist)', re first xtoverid, cluster(country_pair_c)
Code:
xi:
Code:
xtoverid
o. operator not allowed
r(101);
Does anyone know how to solve this?
I am using StataMP 17 (64-bit) on a Windows10 Enterprise OS.
My data looks as follows;
Code:
* Example generated by -dataex-. For more info, type help dataex
clear
input float(ln_FDI tt_d) double Openness_1 float(ln_GDP_pc_1 ln_Telephone_1) double PS_1 float(ln_Gov_exp_1 ln_GDP_Growth_1 ln_av_CPI_5 ln_M2_growth_1) double(Source WHTrates PE Other UN) byte(comlang_off colony) int treaties_s float ln_GDP_1
0 0 . 6.931498 .317376 -2.671054 . 1.554339 2.1304839 2.970524 . . . . . 0 0 . 24.31324
0 0 . 7.013929 .3144341 -2.571222 . 1.1674504 2.1967888 1.8431436 . . . . . 0 0 . 24.36789
0 0 . 6.931498 .317376 -2.671054 . 1.554339 2.1304839 2.970524 . . . . . 0 0 . 24.31324
0 0 . 6.940572 .3216475 -2.801084 . 1.7004848 1.7526053 2.1170902 . . . . . 0 0 . 24.34779
0 0 . 7.152811 .28499976 -2.418561 . 3.2403915 3.0799816 2.8629184 . . . . . 0 0 . 24.4075
0 0 . 7.129804 .29258543 -2.519349 . 2.423923 2.570989 2.9896774 . . . . . 0 0 . 24.41944
0 0 . 7.113506 .300889 -2.411068 . 1.727542 2.480182 2.793149 . . . . . 0 0 . 24.436697
0 0 . 7.013929 .3144341 -2.571222 . 1.1674504 2.1967888 1.8431436 . . . . . 0 0 . 24.36789
0 0 . 6.931498 .317376 -2.671054 . 1.554339 2.1304839 2.970524 . . . . . 0 0 . 24.31324
0 0 . 6.940572 .3216475 -2.801084 . 1.7004848 1.7526053 2.1170902 . . . . . 0 0 . 24.34779
0 0 . 6.878675 .3373562 -2.763864 . 1.0090588 1.5797658 1.6744245 . . . . . 0 0 . 24.30974
0 0 . 6.896047 .3469158 -2.655531 . 2.0730472 1.7911087 2.441974 . . . . . 0 0 . 24.35024
0 0 . 6.04682 . -2.296179 . 1.1461606 . . . . . . . 0 0 . 23.07021
1.65107 0 . 6.182219 . -2.070934 . 3.113687 . . . . . . . 0 0 . 23.242435
-2.401703 0 . 6.26809 . -2.221302 . 2.3802252 . . . . . . . 0 0 . 23.358213
1.1734915 0 . 6.578401 . -2.410581 . 3.321026 . 4.4403205 . . . . . 0 0 . 23.69346
0 0 . 6.592124 . -2.690477 . 2.076356 . 4.1396933 . . . . . 0 0 . 23.72987
0 0 . 6.773696 .018065697 -2.712689 . 3.7566414 3.08054 4.1912484 . . . . . 0 0 . 23.93541
0 0 . 6.990822 .05691534 -2.579152 . 3.3589735 3.109101 3.987368 . . . . . 0 0 . 24.180004
-3.0489736 0 . 7.075285 .04483942 -2.50206 . .4143925 3.10329 3.752835 . . . . . 0 0 . 24.2959
.7900314 0 . 7.152811 .28499976 -2.418561 . 3.2403915 3.0799816 2.8629184 . . . . . 0 0 . 24.4075
-2.735222 0 . 7.129804 .29258543 -2.519349 . 2.423923 2.570989 2.9896774 . . . . . 0 0 . 24.41944
.0842044 0 . 7.113506 .300889 -2.411068 . 1.727542 2.480182 2.793149 . . . . . 0 0 . 24.436697
.03095823 0 . 7.013929 .3144341 -2.571222 . 1.1674504 2.1967888 1.8431436 . . . . . 0 0 . 24.36789
1.1697117 0 . 6.931498 .317376 -2.671054 . 1.554339 2.1304839 2.970524 . . . . . 0 0 . 24.31324
-.9001914 0 . 6.940572 .3216475 -2.801084 . 1.7004848 1.7526053 2.1170902 . . . . . 0 0 . 24.34779
.3031813 0 . 6.878675 .3373562 -2.763864 . 1.0090588 1.5797658 1.6744245 . . . . . 0 0 . 24.30974
-.7834536 0 . 6.896047 .3469158 -2.655531 . 2.0730472 1.7911087 2.441974 . . . . . 0 0 . 24.35024
0 0 . 7.129804 .29258543 -2.519349 . 2.423923 2.570989 2.9896774 . . . . . 0 0 . 24.41944
-1.7108308 0 . 7.113506 .300889 -2.411068 . 1.727542 2.480182 2.793149 . . . . . 0 0 . 24.436697
-2.3509212 0 . 7.013929 .3144341 -2.571222 . 1.1674504 2.1967888 1.8431436 . . . . . 0 0 . 24.36789
0 0 . 6.931498 .317376 -2.671054 . 1.554339 2.1304839 2.970524 . . . . . 0 0 . 24.31324
0 0 . 6.940572 .3216475 -2.801084 . 1.7004848 1.7526053 2.1170902 . . . . . 0 0 . 24.34779
0 0 . 6.878675 .3373562 -2.763864 . 1.0090588 1.5797658 1.6744245 . . . . . 0 0 . 24.30974
0 0 . 6.896047 .3469158 -2.655531 . 2.0730472 1.7911087 2.441974 . . . . . 0 0 . 24.35024
0 0 . 6.931498 .317376 -2.671054 . 1.554339 2.1304839 2.970524 . . . . . 0 0 . 24.31324
0 0 . 6.04682 . -2.296179 . 1.1461606 . . . . . . . 0 0 . 23.07021
0 0 . 6.182219 . -2.070934 . 3.113687 . . . . . . . 0 0 . 23.242435
0 0 . 6.26809 . -2.221302 . 2.3802252 . . . . . . . 0 0 . 23.358213
0 0 . 6.592124 . -2.690477 . 2.076356 . 4.1396933 . . . . . 0 0 . 23.72987
0 0 . 6.773696 .018065697 -2.712689 . 3.7566414 3.08054 4.1912484 . . . . . 0 0 . 23.93541
0 0 . 6.990822 .05691534 -2.579152 . 3.3589735 3.109101 3.987368 . . . . . 0 0 . 24.180004
0 0 . 7.075285 .04483942 -2.50206 . .4143925 3.10329 3.752835 . . . . . 0 0 . 24.2959
0 0 . 7.152811 .28499976 -2.418561 . 3.2403915 3.0799816 2.8629184 . . . . . 0 0 . 24.4075
0 0 . 7.129804 .29258543 -2.519349 . 2.423923 2.570989 2.9896774 . . . . . 0 0 . 24.41944
0 0 . 7.113506 .300889 -2.411068 . 1.727542 2.480182 2.793149 . . . . . 0 0 . 24.436697
0 0 . 7.013929 .3144341 -2.571222 . 1.1674504 2.1967888 1.8431436 . . . . . 0 0 . 24.36789
0 0 . 6.931498 .317376 -2.671054 . 1.554339 2.1304839 2.970524 . . . . . 0 0 . 24.31324
0 0 . 6.940572 .3216475 -2.801084 . 1.7004848 1.7526053 2.1170902 . . . . . 0 0 . 24.34779
0 0 . 6.878675 .3373562 -2.763864 . 1.0090588 1.5797658 1.6744245 . . . . . 0 0 . 24.30974
0 0 . 6.896047 .3469158 -2.655531 . 2.0730472 1.7911087 2.441974 . . . . . 0 0 . 24.35024
0 0 . 7.152811 .28499976 -2.418561 . 3.2403915 3.0799816 2.8629184 . . . . . 0 0 . 24.4075
0 0 . 7.129804 .29258543 -2.519349 . 2.423923 2.570989 2.9896774 . . . . . 0 0 . 24.41944
0 0 . 7.113506 .300889 -2.411068 . 1.727542 2.480182 2.793149 . . . . . 0 0 . 24.436697
0 0 . 6.931498 .317376 -2.671054 . 1.554339 2.1304839 2.970524 . . . . . 0 0 . 24.31324
0 0 . 6.940572 .3216475 -2.801084 . 1.7004848 1.7526053 2.1170902 . . . . . 0 0 . 24.34779
0 0 . 6.878675 .3373562 -2.763864 . 1.0090588 1.5797658 1.6744245 . . . . . 0 0 . 24.30974
0 0 . 6.896047 .3469158 -2.655531 . 2.0730472 1.7911087 2.441974 . . . . . 0 0 . 24.35024
0 0 . 7.113506 .300889 -2.411068 . 1.727542 2.480182 2.793149 . . . . . 0 0 . 24.436697
0 0 . 7.013929 .3144341 -2.571222 . 1.1674504 2.1967888 1.8431436 . . . . . 0 0 . 24.36789
-.56430537 0 . 6.896047 .3469158 -2.655531 . 2.0730472 1.7911087 2.441974 . . . . . 0 0 . 24.35024
0 0 . 7.152811 .28499976 -2.418561 . 3.2403915 3.0799816 2.8629184 . . . . . 0 0 . 24.4075
0 0 . 7.129804 .29258543 -2.519349 . 2.423923 2.570989 2.9896774 . . . . . 0 0 . 24.41944
0 0 . 7.113506 .300889 -2.411068 . 1.727542 2.480182 2.793149 . . . . . 0 0 . 24.436697
0 0 . 7.013929 .3144341 -2.571222 . 1.1674504 2.1967888 1.8431436 . . . . . 0 0 . 24.36789
0 0 . 6.931498 .317376 -2.671054 . 1.554339 2.1304839 2.970524 . . . . . 0 0 . 24.31324
0 0 . 6.940572 .3216475 -2.801084 . 1.7004848 1.7526053 2.1170902 . . . . . 0 0 . 24.34779
0 0 . 6.878675 .3373562 -2.763864 . 1.0090588 1.5797658 1.6744245 . . . . . 0 0 . 24.30974
0 0 . 6.896047 .3469158 -2.655531 . 2.0730472 1.7911087 2.441974 . . . . . 0 0 . 24.35024
0 0 . 7.113506 .300889 -2.411068 . 1.727542 2.480182 2.793149 . . . . . 0 0 . 24.436697
0 0 . 7.013929 .3144341 -2.571222 . 1.1674504 2.1967888 1.8431436 . . . . . 0 0 . 24.36789
0 0 . 6.931498 .317376 -2.671054 . 1.554339 2.1304839 2.970524 . . . . . 0 0 . 24.31324
0 0 . 6.940572 .3216475 -2.801084 . 1.7004848 1.7526053 2.1170902 . . . . . 0 0 . 24.34779
0 0 . 6.878675 .3373562 -2.763864 . 1.0090588 1.5797658 1.6744245 . . . . . 0 0 . 24.30974
0 0 . 6.896047 .3469158 -2.655531 . 2.0730472 1.7911087 2.441974 . . . . . 0 0 . 24.35024
0 0 . 7.075285 .04483942 -2.50206 . .4143925 3.10329 3.752835 . . . . . 0 0 . 24.2959
0 0 . 7.152811 .28499976 -2.418561 . 3.2403915 3.0799816 2.8629184 . . . . . 0 0 . 24.4075
0 0 . 7.129804 .29258543 -2.519349 . 2.423923 2.570989 2.9896774 . . . . . 0 0 . 24.41944
0 0 . 7.113506 .300889 -2.411068 . 1.727542 2.480182 2.793149 . . . . . 0 0 . 24.436697
0 0 . 7.013929 .3144341 -2.571222 . 1.1674504 2.1967888 1.8431436 . . . . . 0 0 . 24.36789
0 0 . 6.931498 .317376 -2.671054 . 1.554339 2.1304839 2.970524 . . . . . 0 0 . 24.31324
0 0 . 6.940572 .3216475 -2.801084 . 1.7004848 1.7526053 2.1170902 . . . . . 0 0 . 24.34779
0 0 . 6.878675 .3373562 -2.763864 . 1.0090588 1.5797658 1.6744245 . . . . . 0 0 . 24.30974
0 0 . 6.896047 .3469158 -2.655531 . 2.0730472 1.7911087 2.441974 . . . . . 0 0 . 24.35024
0 0 . 7.152811 .28499976 -2.418561 . 3.2403915 3.0799816 2.8629184 . . . . . 0 0 . 24.4075
0 0 . 7.129804 .29258543 -2.519349 . 2.423923 2.570989 2.9896774 . . . . . 0 0 . 24.41944
0 0 . 7.113506 .300889 -2.411068 . 1.727542 2.480182 2.793149 . . . . . 0 0 . 24.436697
0 0 . 7.013929 .3144341 -2.571222 . 1.1674504 2.1967888 1.8431436 . . . . . 0 0 . 24.36789
0 0 . 6.931498 .317376 -2.671054 . 1.554339 2.1304839 2.970524 . . . . . 0 0 . 24.31324
0 0 . 6.940572 .3216475 -2.801084 . 1.7004848 1.7526053 2.1170902 . . . . . 0 0 . 24.34779
0 0 . 6.878675 .3373562 -2.763864 . 1.0090588 1.5797658 1.6744245 . . . . . 0 0 . 24.30974
0 0 . 6.896047 .3469158 -2.655531 . 2.0730472 1.7911087 2.441974 . . . . . 0 0 . 24.35024
-2.7105775 0 . 7.152811 .28499976 -2.418561 . 3.2403915 3.0799816 2.8629184 . . . . . 0 0 . 24.4075
.9476042 0 . 7.129804 .29258543 -2.519349 . 2.423923 2.570989 2.9896774 . . . . . 0 0 . 24.41944
.3676981 0 . 7.113506 .300889 -2.411068 . 1.727542 2.480182 2.793149 . . . . . 0 0 . 24.436697
-.3913492 0 . 7.013929 .3144341 -2.571222 . 1.1674504 2.1967888 1.8431436 . . . . . 0 0 . 24.36789
.06083497 0 . 6.931498 .317376 -2.671054 . 1.554339 2.1304839 2.970524 . . . . . 0 0 . 24.31324
-.10954122 0 . 6.940572 .3216475 -2.801084 . 1.7004848 1.7526053 2.1170902 . . . . . 0 0 . 24.34779
.06934997 0 . 6.878675 .3373562 -2.763864 . 1.0090588 1.5797658 1.6744245 . . . . . 0 0 . 24.30974
.02848618 0 . 6.896047 .3469158 -2.655531 . 2.0730472 1.7911087 2.441974 . . . . . 0 0 . 24.35024
end
Thank you in advance!
Kind regards,
David
