Dear All,
I am trying to use the user written routine xtbcfe for bias corrected fixed effect estimation of a panel data model. I installed the routine and attempted to replicate the estimations suggested in the help file.
I got the following error message, which I cannot understand:
Hence I installed distinct. Then I receive the following error:
As far as you know (if you know the routine), is there any bug in it?
Best
Dario
EDIT
I found the solution in another thread in this forum. But still I have problems with the routine. The results of the estimation (the same suggested in the help file) is reported below:
Any idea why standard errors are not computed?
I am trying to use the user written routine xtbcfe for bias corrected fixed effect estimation of a panel data model. I installed the routine and attempted to replicate the estimations suggested in the help file.
I got the following error message, which I cannot understand:
Code:
. xtbcfe n w wL1 k kL1 kL2 ys ysL1 ysL2, bciters(250) res(iid) ini(bi) lags(2) command distinct is unrecognized r(199);
Code:
xtbcfe n w wL1 k kL1 kL2 ys ysL1 ysL2, bciters(250) res(iid) ini(bi) lags(2) bcfe_ub(): 3499 mm_repeat() not found <istmt>: - function returned error r(3499);
Best
Dario
EDIT
I found the solution in another thread in this forum. But still I have problems with the routine. The results of the estimation (the same suggested in the help file) is reported below:
Code:
. xtbcfe n w wL1 k kL1 kL2 ys ysL1 ysL2, bciters(250) res(iid) ini(bi) lags(2) te crit(0.01) Bootstrap corrected dynamic FE regression Number of obs = 751 Group variable : id Number of groups = 140 Resample : i.i.d. Obs per group: min = 5 Initialization : Burn-in avg = 5.4 Convergence : Yes max = 7 Dependent variable : n ------------------------------------------------------------------------------ Results Coefs. Std. Err. t P>|t| [95% Conf. Interval] ------------------------------------------------------------------------------ L.n 1.0507655 . . . . . L2.n -0.1656689 . . . . . w -0.5516643 . . . . . wL1 0.5132341 . . . . . k 0.3880882 . . . . . kL1 -0.2208651 . . . . . kL2 -0.0465805 . . . . . ys 0.4757484 . . . . . ysL1 -0.7717861 . . . . . ysL2 0.1648291 . . . . . year4 0.0198841 . . . . . year5 0.0347159 . . . . . year6 0.0006001 . . . . . year7 0.0054584 . . . . . year8 0.0242108 . . . . . year9 0.0480169 . . . . . ------------------------------------------------------------------------------ Notes: - No standard errors computed
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