Error threshold model " xthreg"

[sedki zn]

Dear all,
I hope you are doing well.
While running the xthreg command i get the following error just with this variable ( STkOPT = its a Ratio (stock options / total compensation))

i would appreciate your help
kind regards

[sedki zn]

Dear River Huang

I would appreciate your help professor

Kind regards

[sedki zn]

Dear Richard Williams
I'd appreciate your help

Kind regards

[sedki zn]

Dear Clyde Schechter

I would appreciate your help

Kind regards

[River Huang]

Dear sedki, My suggestion is (1) set trim = 0.05 or 0.1, (2) start with a simpler specification, say xtreg ROA SIZE, rx(...) qx(...) ..., (3) I suppose that there is no dummy in your explanatory variables.

[sedki zn]

Dear sedki, My suggestion is (1) set trim = 0.05 or 0.1, (2) start with a simpler specification, say xtreg ROA SIZE, rx(...) qx(...) ..., (3) I suppose that there is no dummy in your explanatory variables.

Dear professor,

I have tried option (1) and the problem remains
Concerning (2), i didn't get it. How to run xtreg with rx and qx ?
(3) yes there is no dummy variable.

The problem is with STKOPT when is used as rx . Because when i use other variable, it works.
I don't know why.

[Richard Williams]

I've never used xthreg. My general experience is that when Stata prints stuff in red then the program seems to be blowing up. Errors aren't being trapped and meaningful messages aren't printed. My theory is that you are asking Stata to do something that requires an incredible amount of memory.

Anyway, my generic advice is to try to simplify the model, and if it runs, then gradually build it back up.

[River Huang]

Are there many zero values in the STKOPT variable?

[sedki zn]

Are there many zero values in the STKOPT variable?

yes

[River Huang]

I think this is where the problem is, although I don't exactly know why (in the bootstrapping process).