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  • suest singular variance matrix

    Dear all,

    I'am trying to run this code:

    reg outcome i.post i.cell i.data_periods i.post#i.data_periods treated if split_var==1,
    estimates store A

    reg outcome i.post i.cell i.data_periods i.post#i.data_periods treated if split_var==0,
    estimates store B
    suest A B, cluster(double_cluster)
    test [A_mean]treated=[B_mean]treated

    Sorry if don't usa dataex but the code takes half an hour to work. At the suest point it reminds me the error "Variance matrix highly asymmetric or non-singular". I read a lot of previous posts on this issue but no one seems my problem. I attached with dataex my data.

    Code:
    * Example generated by -dataex-. For more info, type help dataex
    clear
    input byte outcome float(post data_periods treated cell individual_id cluster_var split_var)
    4 0 1 0  1 311  770 1
    4 0 1 0  2 405  995 1
    1 0 1 0  3  28   73 1
    6 0 1 0  3 478 1170 0
    6 0 1 0  4 434 1064 1
    2 0 1 0  5  92  227 0
    2 0 1 0  6 365  900 0
    1 0 1 0  6  63  160 1
    5 0 1 0  6 117  287 1
    4 0 1 0  7 125  311 0
    3 1 1 1  8 242  605 1
    1 0 1 0  8 175  417 1
    4 0 1 0  9 512 1249 1
    1 0 1 0 10 158  375 0
    9 0 1 0 11 352  868 1
    0 0 1 0 11 106  258 0
    1 0 1 0 12 297  730 0
    3 0 1 0 12 121  300 0
    0 0 1 0 13 237  591 1
    2 0 1 0 14 109  266 0
    1 0 1 0 14 215  533 1
    0 0 1 0 15 364  897 0
    3 1 1 1 16 254  627 1
    1 0 1 0 17 130  323 1
    0 0 1 0 17 207  507 1
    5 1 1 1 18 417 1022 0
    1 0 1 0 19  34   88 0
    1 0 1 0 20 456 1117 1
    1 0 1 0 21 421 1033 0
    4 0 1 0 22  47  121 0
    0 1 1 1 23 238  594 1
    0 1 1 1 24 319  789 0
    1 0 1 0 25 429 1052 1
    1 1 1 1 26 261  645 1
    5 0 1 0 26 443 1085 1
    3 0 1 0 27  16   39 1
    2 0 1 0 28 218  542 0
    2 0 1 0 29 146  356 0
    0 0 1 0 30  60  155 0
    1 0 1 0 31 373  918 1
    1 0 1 0 32  82  200 0
    0 0 1 0 33  96  235 0
    2 0 1 0 33 455 1116 0
    2 0 1 0 33 252  625 1
    0 0 1 0 34 282  695 0
    0 0 1 0 35 153  366 1
    1 0 1 0 36  99  242 1
    0 0 1 0 36 241  602 1
    1 0 1 0 36 317  784 0
    2 0 1 0 36 262  647 1
    1 0 1 0 37 320  791 0
    4 0 1 0 37 186  443 1
    4 0 1 0 37 280  690 1
    1 0 1 0 37 151  363 1
    1 1 1 1 37 303  751 1
    0 0 1 0 37 189  448 1
    1 1 1 1 37 314  778 1
    2 0 1 0 38 401  988 0
    0 0 1 0 39  10   21 1
    4 0 1 0 39 170  407 1
    0 1 1 1 40  94  232 1
    1 0 1 0 41 520 1270 0
    2 1 1 1 41  63  161 1
    1 1 1 1 42 396  976 0
    1 0 1 0 43 334  823 0
    0 0 1 0 43 349  861 0
    0 0 1 0 44  69  176 1
    3 0 1 0 44 103  251 1
    0 1 1 1 45 152  364 1
    0 1 1 1 45 179  428 0
    0 0 1 0 45 441 1083 1
    5 0 1 0 46 492 1209 1
    2 1 1 1 46 122  303 0
    6 0 1 0 47 335  826 0
    0 0 1 0 47  39  100 1
    5 0 1 0 47 102  248 0
    3 0 1 0 47 462 1131 0
    1 0 1 0 47  95  234 1
    1 0 1 0 48  48  124 0
    0 0 1 0 49 135  335 0
    0 0 1 0 50 493 1210 0
    7 1 1 1 50  76  189 0
    0 1 1 1 51 158  376 0
    1 0 1 0 52 161  384 0
    2 0 1 0 53 494 1211 1
    0 0 1 0 54 267  657 0
    2 0 1 0 55 362  895 1
    1 0 1 0 55 466 1140 1
    0 0 1 0 55 497 1214 1
    0 0 1 0 55 388  958 0
    0 0 1 0 55 131  326 0
    0 0 1 0 55 250  622 1
    0 1 1 1 56 424 1040 1
    6 1 1 0 57 311  771 1
    3 0 1 0 58 150  362 1
    3 1 1 1 59   5   11 1
    0 1 1 1 60  34   89 1
    8 0 1 0 60 511 1248 1
    1 0 1 0 61 412 1011 1
    7 1 1 1 61 405  996 0
    end
    label values outcome eurod
    label def eurod 0 "Not depressed", modify

  • #2
    What does
    Code:
    regress outcome i.split_var##i.cell i.split_var##i.post##i.data_periods i.split_var##i.treated
    or
    Code:
    hetregress outcome i.split_var##i.cell i.split_var##i.post##i.data_periods i.split_var##i.treated, ///
        het(i.split_var)
    give you?

    suest A B, cluster(double_cluster)
    double_cluster isn't in your data snippet, not that it matters much, given how uninformative the snippet is.

    Comment

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