Please help: r(2000) while using xtheckmanfe

[Erin Chin]

Hello all. I am trying to use xtheckmanfe to run a two-stage fixed effect model. The following is data example: perf is the depenvar, intensity is the indepenvar, firmage and firmsize are controls, tag is selection variable, and z is exlusion restriction variable.
I used the command:

xtset id year
xtheckmanfe perf intensity firmage firmsize, select (tag=z)

But it returned r(2000). Please help. Many thanks.

* Example generated by -dataex-. To install: ssc install dataex
clear
input long id double(z perf tag) int year double(firmage intensity firmsize)
2001 7   .22353 1 2010 140    .004739286445108797 22.540234070904507   .003097863332042473 2.6923076923076925
2001 8  .175119 1 2011 152    .004593954002692953  22.69057593128697   .003097863332042473 2.6923076923076925
2001 1  .113459 1 2012 164   .0038292788898201826 22.781876400587493   .003097863332042473 2.6923076923076925
2001 1  .107635 1 2013 176   .0035822660988528185  22.86988397073096   .003097863332042473 2.6923076923076925
2001 2  .091409 1 2014 188    .003665088659552693  22.93414828812555   .003097863332042473 2.6923076923076925
2001 3  .041366 1 2015 200     .00315525097861933  22.99788978314982   .003097863332042473 2.6923076923076925
2001 4   .11596 1 2016 212   .0029688866482026417 23.157789824666416   .003097863332042473 2.6923076923076925
2001 1  .115824 1 2017 224    .002814913387075014 23.623742741506536   .003097863332042473 2.6923076923076925
2001 1  .154467 1 2018 236      .0028333855016148 23.811344291581776   .003097863332042473 2.6923076923076925
2001 2  .086309 1 2019 248   .0023334296706579638 24.073223351035534   .003097863332042473 2.6923076923076925
2001 3  .119999 1 2020 260    .002154658414238238  24.15392518119496   .003097863332042473 2.6923076923076925
2001 1   .13235 1 2021 272    .001906602622494966  24.26977970912199   .003097863332042473 2.6923076923076925
2001 1   .09969 1 2022 284   .0016952219976217517   24.3678700794763   .003097863332042473 2.6923076923076925
2002 2  .007957 1 2012 142  .00019493414028623558 19.523544486071227 .00009447533584775139                2.7
2002 3  .054034 1 2013 154  .00003909230829257888  22.67608402296915 .00009447533584775139                2.7
2002 4  .041308 1 2014 166 .000026681209449845455  23.00043258673139 .00009447533584775139                2.7
2002 5  .050495 1 2015 178  .00021990354880569286  23.17697951043624 .00009447533584775139                2.7
2002 1  .066164 1 2016 190   .0002529897500338219  23.26785420618319 .00009447533584775139                2.7
2002 2  .074839 1 2017 202  .00011321137610640157 23.386154771389823 .00009447533584775139                2.7
2002 1  .042974 1 2018 214  .00004014589212455361 23.372411139747214 .00009447533584775139                2.7
2002 2  .040719 1 2019 226  .00002254868513257738 23.545099518289778 .00009447533584775139                2.7
2002 3  .047258 1 2020 238  .00002473692242422315 23.608442262203813 .00009447533584775139                2.7
2002 4  .047836 1 2021 250  .00001050952582158352  23.60669229696358 .00009447533584775139                2.7
2003 7  .161231 1 2010 124    .001025631015144379  21.30872200766641  .0011032771524989362 2.6923076923076925
2003 8  .097714 1 2011 136   .0010482305954570836  21.55954624350905  .0011032771524989362 2.6923076923076925
2003 1  .073368 1 2012 148   .0011486169006467656 21.595315943853166  .0011032771524989362 2.6923076923076925
2003 1  .094791 1 2013 160   .0011478282822851087  21.45208412669073  .0011032771524989362 2.6923076923076925
2003 2  .111511 1 2014 172    .001218335939147718 21.479901269551256  .0011032771524989362 2.6923076923076925
2003 3  .115981 1 2015 184   .0011691329356655238 21.490180695173976  .0011032771524989362 2.6923076923076925
2003 4  .129878 1 2016 196   .0012573384547082092  21.70709484784466  .0011032771524989362 2.6923076923076925
2003 1  .143264 1 2017 208   .0010646532716946972 21.832768360088508  .0011032771524989362 2.6923076923076925
2003 1  .105354 1 2018 220   .0009692541160561837 21.877869432160747  .0011032771524989362 2.6923076923076925
2003 2  .085232 1 2019 232   .0010953359674267605  21.96878554522258  .0011032771524989362 2.6923076923076925
2003 3  .114911 1 2020 244   .0009954070407378484 21.947853918094143  .0011032771524989362 2.6923076923076925
2003 1  .119696 1 2021 256   .0010576352978743807  22.11927187920727  .0011032771524989362 2.6923076923076925
2003 1  .110554 1 2022 268   .0011452031656415118 22.286275894918457  .0011032771524989362 2.6923076923076925
2004 2  .111193 1 2011 123    .002049977686877939 22.155821389843393  .0027333678629818154 3.1818181818181817
2004 3  .073343 1 2012 135    .004792993669499417 22.501982205609615  .0027333678629818154 3.1818181818181817
2004 4  .046719 1 2013 147    .004486248568608199 22.757662415039487  .0027333678629818154 3.1818181818181817
2004 5   .04186 1 2014 159     .00407187735433832 23.330990824059253  .0027333678629818154 3.1818181818181817
2004 6  .039474 1 2015 171   .0031136005316710793  23.70441211267252  .0027333678629818154 3.1818181818181817
2004 7  .027843 1 2016 183     .00271983245786582  23.91077003145357  .0027333678629818154 3.1818181818181817
2004 1  .022269 1 2017 195   .0024372652556582572 24.093661571591603  .0027333678629818154 3.1818181818181817
2004 .  .029375 1 2018 207   .0020410980173573585 24.002352154630856                     .                  .
2004 1  .034981 1 2019 219   .0017074401762895268 24.005544516349666  .0027333678629818154 3.1818181818181817
2004 2  .032627 1 2020 231   .0015314043258273457 24.063513261096837  .0027333678629818154 3.1818181818181817
2004 3  .031747 1 2021 243   .0015505938454831562  24.12594301485216  .0027333678629818154 3.1818181818181817
2004 1  .037518 1 2022 255   .0016058126206809147 24.125276331287168  .0027333678629818154 3.1818181818181817
2005 7  .052503 1 2010 175     .00445327856060331 22.343877196029425  .0025685031751696602 3.5384615384615383
2005 8   .06509 1 2011 187   .0035941779265191045  22.63591203445971  .0025685031751696602 3.5384615384615383
2005 1  .019917 1 2012 199   .0031172835468012993 22.942794667812784  .0025685031751696602 3.5384615384615383
2005 2   .00046 1 2013 211   .0018922630158538728 23.113831907122027  .0025685031751696602 3.5384615384615383
2005 3  .001121 1 2014 223   .0025814853018767047  23.28327993825183  .0025685031751696602 3.5384615384615383
2005 4  .001072 1 2015 235    .002699131309903065  23.32086406659042  .0025685031751696602 3.5384615384615383
2005 5  .002065 1 2016 247   .0024024794450891117  23.32815302804046  .0025685031751696602 3.5384615384615383
2005 1 -.070297 1 2017 259   .0019234358432976058   23.3582888382418  .0025685031751696602 3.5384615384615383
2005 2 -.332437 1 2018 271   .0017666881100935584 23.069064538471267  .0025685031751696602 3.5384615384615383
2005 3  .039292 1 2019 283   .0019028157011707358 22.409495817856378  .0025685031751696602 3.5384615384615383
2005 4  -.12734 1 2020 295   .0023207728814676276 22.125306562511753  .0025685031751696602 3.5384615384615383
2005 5 -.142867 1 2021 307   .0025731298201124614 21.955829258918097  .0025685031751696602 3.5384615384615383
2005 1 -.121755 1 2022 319   .0021635998144171236 21.708690896919126  .0025685031751696602 3.5384615384615383
2006 7   .06338 1 2010 123   .0014765062183209263 21.262527673217843  .0004330990177076952 2.6923076923076925
2006 8  .178597 1 2011 135   .0002179456395093362 21.714894360236475  .0004330990177076952 2.6923076923076925
2006 1 -.082687 1 2012 147   .0009119323590580759  21.51634371589586  .0004330990177076952 2.6923076923076925
2006 1 -.096136 1 2013 159   .0006181045305771001 21.423291327924062  .0004330990177076952 2.6923076923076925
2006 2  .005224 1 2014 171   .0004244002340058177  21.23385943569268  .0004330990177076952 2.6923076923076925
2006 3  .008681 1 2015 183    .000388774292211267  21.16902611842894  .0004330990177076952 2.6923076923076925
2006 4   .03614 1 2016 195  .00016373158521888151 21.205112491359213  .0004330990177076952 2.6923076923076925
2006 1  .055353 1 2017 207  .00040867342774908466  21.30114580474695  .0004330990177076952 2.6923076923076925
2006 1   .00361 1 2018 219   .0002330153955053213 21.377122768696726  .0004330990177076952 2.6923076923076925
2006 2  -.06729 1 2019 231  .00030283467857162243  21.26407819441705  .0004330990177076952 2.6923076923076925
2006 3  .021294 1 2020 243  .00027227296938366844 21.451290266475755  .0004330990177076952 2.6923076923076925
2006 1  .045153 1 2021 255 .000055663366781567695  21.64427918405766  .0004330990177076952 2.6923076923076925
2006 1  .117257 1 2022 267    .000156432533307369  21.67398459535417  .0004330990177076952 2.6923076923076925
2007 2        . 0 2010 225                      . 21.669443675595346                     .                  .
2007 3        . 0 2011 237                      . 21.729374014081866                     .                  .
2007 4        . 0 2012 249                      . 21.809359248874053                     .                  .
2007 5        . 0 2013 261                      . 22.016160076040894                     .                  .
2007 1        . 0 2014 273                      .   22.0502445905598                     .                  .
2007 2        . 0 2015 285                      . 22.114919182260582                     .                  .
2007 3        . 0 2016 297                      . 22.260232697331904                     .                  .
2007 1        . 0 2017 309                      .   22.3756315030569                     .                  .
2007 2        . 0 2018 321                      . 22.593998661520704                     .                  .
2007 3        . 0 2019 333                      . 22.749200846664575                     .                  .
2007 1        . 0 2020 345                      .  23.02970719814636                     .                  .
2007 2        . 0 2021 357                      . 23.168845653109553                     .                  .
2007 1        . 0 2022 369                      .  23.41389626881185                     .                  .
2008 7  .091475 1 2010 111   .0008403897587430839 22.417272736732006  .0005405041571028868 3.5384615384615383
2008 8    .1086 1 2011 123   .0006041968812674388 22.526167803479417  .0005405041571028868 3.5384615384615383
2008 1  .100909 1 2012 135    .000621203963418724 22.600197777176152  .0005405041571028868 3.5384615384615383
2008 2  .087155 1 2013 147    .000827585749751817 22.616035147504014  .0005405041571028868 3.5384615384615383
2008 3  .103606 1 2014 159   .0006053853782988563 22.696810226773028  .0005405041571028868 3.5384615384615383
2008 4  .101007 1 2015 171   .0005832592943138742  22.74909805754187  .0005405041571028868 3.5384615384615383
2008 5  .084043 1 2016 183    .000601301643678302  23.06213240935597  .0005405041571028868 3.5384615384615383
2008 1  .139811 1 2017 195  .00037293838539188503  23.36965130378285  .0005405041571028868 3.5384615384615383
2008 2  .104401 1 2018 207   .0005287152870835403  23.66480677719805  .0005405041571028868 3.5384615384615383
2008 3  .033432 1 2019 219  .00042902307210292286 23.607696390254542  .0005405041571028868 3.5384615384615383
2008 4  .050639 1 2020 231   .0005035833669674399 23.784100044920116  .0005405041571028868 3.5384615384615383
2008 5  .085734 1 2021 243  .00024911119788471534   24.0257678367282  .0005405041571028868 3.5384615384615383
2008 1  .043382 1 2022 255   .0002598600634349288 24.186248827328463  .0005405041571028868 3.5384615384615383
end

[FernandoRios]

Do you encounter the same problem using the example in the helpfile?

[Erin Chin]

Do you encounter the same problem using the example in the helpfile?

I tried the web data wagework.dta, and both of the commands xtheckman and xtheckmanfe are fine.

[FernandoRios]

then it must be something specific to your data. The example you provide is not enough to look for errors in the program, or the syntax you may be using
F

[Erin Chin]

then it must be something specific to your data. The example you provide is not enough to look for errors in the program, or the syntax you may be using
F

I trie the data example and it returned r(2000). I have no idea what errors to look for? Could you kindly tell me what are the data requirements before I run xtheckmanfe?