Good day
I am using conmand "sptobitsemxt " to run the Tobit MLE Spatial Error Panel Normal Model (SEM). (Ps. my dataset is a banlanced panel with 30 provinces during 2000 to 2021)
However, "matrix operation not found" appears in the results.(And when I run "sptobitsdmxt" for the Tobit MLE Spatial Panel Durbin Regression, the same problem appears again.)
In the other post "https://www.statalist.org/forums/forum/general-stata-discussion/general/1445508-matrix-operation-not-found-tobit-m "le-spatial-error-panel-normal-model-sem" saw similar requests for help, but did not find an effective method.
My command is below:
sptobitsemxt TEA ML ER ES TP OL IA OS , nc(30) wmfile(W2.dta) ll(0) diag test
The results are as follows:
================================================== ============================
*** Binary (0/1) Weight Matrix: 660x660 - NC=30 NT=22 (Non Normalized)
================================================== ============================
*** TEA Lower Limit = 0
*** TEA Left- Censored Observations = 0
*** TEA Left-UnCensored Observations = 660
------------------------------------------------------------
initial: log likelihood = 418.79316
rescale: log likelihood = 418.79316
rescale eq: log likelihood = 418.79316
Iteration 0: log likelihood = 418.79316
Iteration 1: log likelihood = 420.16375 (not concave)
Iteration 2: log likelihood = 427.52994
Iteration 3: log likelihood = 432.61306
Iteration 4: log likelihood = 432.68108
Iteration 5: log likelihood = 432.68112
================================================== ============================
* Tobit MLE Spatial Error Panel Normal Model (SEM)
================================================== ============================
TEA = ML + ER + ES + TP + OL + IA + OS
------------------------------------------------------------------------------
Sample Size = 660 | Cross Sections Number = 30
Wald Test = 1926.5799 | P-Value > Chi2(7) = 0.0000
F-Test = 275.2257 | P-Value > F(7 , 623) = 0.0000
(Buse 1973) R2 = 0.7471 | Raw Moments R2 = 0.9722
(Buse 1973) R2 Adj = 0.7325 | Raw Moments R2 Adj = 0.9706
Root MSE (Sigma) = 0.0919 | Log Likelihood Function = 432.6811
------------------------------------------------------------------------------
- R2h= 0.4741 R2h Adj= 0.4437 F-Test = 83.98 P-Value > F(7 , 623) 0.0000
- R2v= 0.5436 R2v Adj= 0.5172 F-Test = 110.92 P-Value > F(7 , 623) 0.0000
------------------------------------------------------------------------------
| Coefficient Std. err. z P>|z| [95% conf. interval]
-------------+----------------------------------------------------------------
TEA |
ML | .0648573 .0070758 9.17 0.000 .050989 .0787255
ER | -.1064515 .0433991 -2.45 0.014 -.1915122 -.0213907
ES | .0003768 .0603005 0.01 0.995 -.1178101 .1185636
TP | -.0462795 .0059922 -7.72 0.000 -.0580241 -.034535
OL | .2233331 .017898 12.48 0.000 .1882536 .2584126
IA | -.0714884 .021201 -3.37 0.001 -.1130416 -.0299353
OS | -.0013999 .0580028 -0.02 0.981 -.1150832 .1122835
_cons | .4313325 .0564793 7.64 0.000 .3206351 .5420298
-------------+----------------------------------------------------------------
/Lambda | .0302984 .0066028 4.59 0.000 .0173571 .0432397
/Sigma | .1253533 .0034522 36.31 0.000 .1185871 .1321196
------------------------------------------------------------------------------
LR Test SEM vs. OLS (Lambda=0): 21.0563 P-Value > Chi2(1) 0.0000
Acceptable Range for Lambda: -0.3705 < Lambda < 0.1889
------------------------------------------------------------------------------
matrix operation not found
Best regards,
Zhu
I am using conmand "sptobitsemxt " to run the Tobit MLE Spatial Error Panel Normal Model (SEM). (Ps. my dataset is a banlanced panel with 30 provinces during 2000 to 2021)
However, "matrix operation not found" appears in the results.(And when I run "sptobitsdmxt" for the Tobit MLE Spatial Panel Durbin Regression, the same problem appears again.)
In the other post "https://www.statalist.org/forums/forum/general-stata-discussion/general/1445508-matrix-operation-not-found-tobit-m "le-spatial-error-panel-normal-model-sem" saw similar requests for help, but did not find an effective method.
My command is below:
sptobitsemxt TEA ML ER ES TP OL IA OS , nc(30) wmfile(W2.dta) ll(0) diag test
The results are as follows:
================================================== ============================
*** Binary (0/1) Weight Matrix: 660x660 - NC=30 NT=22 (Non Normalized)
================================================== ============================
*** TEA Lower Limit = 0
*** TEA Left- Censored Observations = 0
*** TEA Left-UnCensored Observations = 660
------------------------------------------------------------
initial: log likelihood = 418.79316
rescale: log likelihood = 418.79316
rescale eq: log likelihood = 418.79316
Iteration 0: log likelihood = 418.79316
Iteration 1: log likelihood = 420.16375 (not concave)
Iteration 2: log likelihood = 427.52994
Iteration 3: log likelihood = 432.61306
Iteration 4: log likelihood = 432.68108
Iteration 5: log likelihood = 432.68112
================================================== ============================
* Tobit MLE Spatial Error Panel Normal Model (SEM)
================================================== ============================
TEA = ML + ER + ES + TP + OL + IA + OS
------------------------------------------------------------------------------
Sample Size = 660 | Cross Sections Number = 30
Wald Test = 1926.5799 | P-Value > Chi2(7) = 0.0000
F-Test = 275.2257 | P-Value > F(7 , 623) = 0.0000
(Buse 1973) R2 = 0.7471 | Raw Moments R2 = 0.9722
(Buse 1973) R2 Adj = 0.7325 | Raw Moments R2 Adj = 0.9706
Root MSE (Sigma) = 0.0919 | Log Likelihood Function = 432.6811
------------------------------------------------------------------------------
- R2h= 0.4741 R2h Adj= 0.4437 F-Test = 83.98 P-Value > F(7 , 623) 0.0000
- R2v= 0.5436 R2v Adj= 0.5172 F-Test = 110.92 P-Value > F(7 , 623) 0.0000
------------------------------------------------------------------------------
| Coefficient Std. err. z P>|z| [95% conf. interval]
-------------+----------------------------------------------------------------
TEA |
ML | .0648573 .0070758 9.17 0.000 .050989 .0787255
ER | -.1064515 .0433991 -2.45 0.014 -.1915122 -.0213907
ES | .0003768 .0603005 0.01 0.995 -.1178101 .1185636
TP | -.0462795 .0059922 -7.72 0.000 -.0580241 -.034535
OL | .2233331 .017898 12.48 0.000 .1882536 .2584126
IA | -.0714884 .021201 -3.37 0.001 -.1130416 -.0299353
OS | -.0013999 .0580028 -0.02 0.981 -.1150832 .1122835
_cons | .4313325 .0564793 7.64 0.000 .3206351 .5420298
-------------+----------------------------------------------------------------
/Lambda | .0302984 .0066028 4.59 0.000 .0173571 .0432397
/Sigma | .1253533 .0034522 36.31 0.000 .1185871 .1321196
------------------------------------------------------------------------------
LR Test SEM vs. OLS (Lambda=0): 21.0563 P-Value > Chi2(1) 0.0000
Acceptable Range for Lambda: -0.3705 < Lambda < 0.1889
------------------------------------------------------------------------------
matrix operation not found
Best regards,
Zhu
