Announcement

Collapse
No announcement yet.
X
  • Filter
  • Time
  • Show
Clear All
new posts

  • xtbcfe erroe

    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:

    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);
    Hence I installed distinct. Then I receive the following error:

    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);
    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:

    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
    Any idea why standard errors are not computed?
    Last edited by Dario Maimone Ansaldo Patti; 22 Aug 2019, 19:41.
Working...
X