Please Help

[Afrifa King]

I am trying to write XTENDOTHRESDPD command to perform a dynamic threshold effect regression and I get this error "nquantiles () must be less than or equal to number of obseevations plus one".

[Nick Cox]

How many observations do you think you have to do that? How many quantiles are you asking for?

[Afrifa King]

Hello, thank you for your response, Sir, Nix Cox, I have been anticipating your response as I know you would do well to help me as I have seen you do others. Back to the question, I did not specify any quantiles, I was running the default command for dynamic threshold regression. I could send images to your mail if you could just provide. I have 4 panel units from 1965-2022 which makes it 232 observations.

[Nick Cox]

Sorry, but I am not going to encourage private emails here if only because that won't help you and it's not the point of Statalist any way.

I am just trying to nudge you into providing more details so that people who know more can help.

For clarity, I have never used xtendothresdpd -- which I see is from SSC, as you're asked to explain. I don't have any specific strengths or experience in panel models.

More positively, your dataset is not too big to post here using dataex.

You've yet even to give the exact syntax you used. Please read and act on https://www.statalist.org/forums/help -- especially #12 (and #7).

[Afrifa King]

Well acknowledged! I apologize. I am very new here. I will read and act accordindly.

[George Ford]

line 117 of the xtendothresdpd.ado file computes quantiles.

it uses the "grid()" option in the command as #quantiles. Did you set that?

[George Ford]

and it is cutting the "threshv" variable.

[Afrifa King]

No Sir. I don't see that.

[Afrifa King]

N = 232; T = 4
command: xtendothresdpd LnPer L.LnPer TRADE FDI , thresv(DEBT ) stub(enr) pivar( DEBT ) dgmmiv( LnPer ) twostep vce(robust)

[Nick Cox]

This is what you should have posted.

* Example generated by -dataex-. For more info, type help dataex
clear
input str7 Country int Year double(Per_Capita Exportt Population Spending LnPer DEBT INF FDI TRADE) int GNI
"Tunisia" 2022   3747 .4936 12564689 73.758099 8.2287108 85.641545     .0831  .0139 -.1201 3830
"Tunisia" 2021   3807 .4186 12458223  73.84879 8.2445968 89.244622     .0571  .0117 -.0921 3560
"Tunisia" 2020   3498 .3733 12356117  74.00094 8.1599467 96.654154     .0563  .0146 -.0815 3220
"Tunisia" 2019   3478 .4545 12262946 71.796707 8.1542127  94.11792     .0672  .0194 -.1004 3540
"Tunisia" 2018   3577 .4549 12161723 71.539002 8.1822797 82.108097     .0731  .0232  -.129 3650
"Tunisia" 2017   3570 .4172 12049314 71.963947 8.1803209 79.461893     .0531  .0192 -.1237 3650
"Tunisia" 2016   3796  .383 11933041 71.302976 8.2417032 64.985548     .0363   .014  -.105 3870
"Tunisia" 2015   3961  .384 11811443 70.795107 8.2842518 60.041855     .0444  .0212 -.1045 4070
"Tunisia" 2014   4399 .4295 11685667 69.027253 8.3891325 53.584058     .0463  .0204 -.1021 4250
"Tunisia" 2013   4308 .4489 11557779 68.186486  8.368229  52.91132     .0532  .0217 -.0918 4240
"Tunisia" 2012   4234 .4591 11428948 66.962587 8.3509025 53.687277     .0461  .0329 -.0973 4190
"Tunisia" 2011   4362 .4605 11300284 66.541978 8.3806859 47.456604     .0324   .009   -.08 4010
"Tunisia" 2010   4241 .4796 11174383 63.124865 8.3525544 49.050201     .0334  .0289 -.0423 4090
"Tunisia" 2009   4029 .4504 11032528 62.011045 8.3012735 52.719524     .0366  .0351 -.0294 3970
"Tunisia" 2008   4200 .5565 10895063 61.368703 8.3428398 48.071209     .0435   .058 -.0304 3770
"Tunisia" 2007   3678 .5108 10784504 61.562179 8.2101244 53.156593     .0297  .0389  -.019 3450
"Tunisia" 2006   3279 .4603 10680380 61.721931 8.0952938 54.716524     .0323  .0942 -.0188 3240
"Tunisia" 2005   3107 .4493 10580395 61.791137 8.0414129 55.862569     .0202  .0221 -.0039 3080
"Tunisia" 2004   3030  .422 10483558 62.315587 8.0163179 63.075044     .0363   .019 -.0253 2820
"Tunisia" 2003   2693 .3948 10388344  62.91439 7.8984111 65.980298     .0271  .0197 -.0342 2390
"Tunisia" 2002   2292 .4078 10292225 62.748487 7.7371801 66.951046     .0272  .0342 -.0377 2130
"Tunisia" 2001   2208 .4282 10193798 61.169008 7.6998424 58.526325     .0198  .0205 -.0392 2200
"Tunisia" 2000   2171 .3973 10094561 60.596181 7.6829432 52.888581     .0296   .035 -.0318 2230
"Tunisia" 1999   2344 .3798  9995123 61.072363 7.7596142 51.927395     .0269  .0151 -.0195 2220
"Tunisia" 1998   2253 .3852  9893316 61.605505 7.7200179 49.750451     .0313  .0298 -.0294 2110
"Tunisia" 1997   2171 .3911  9788067 61.445783 7.6829432 54.116848     .0365  .0165 -.0227 2080
"Tunisia" 1996   2077 .4211  9677148 60.949464 7.6386798 58.086189     .0373  .0122  -.015 1930
"Tunisia" 1995   1940  .449  9557948 62.895175 7.5704433 60.008209     .0624  .0153 -.0391 1760
"Tunisia" 1994   1710 .4493  9430550 61.996161 7.4442486  61.51026     .0473  .0276 -.0294    .
"Tunisia" 1993   1627 .4045  9294102  62.01232 7.3944931 59.506065     .0398  .0385 -.0752    .
"Tunisia" 1992   1760 .3954  9143141 61.741935 7.4730691 55.114096     .0582  .0339 -.0693    .
"Tunisia" 1991   1516 .4037  8977173 62.433053 7.3238306 63.131281     .0819  .0096 -.0495    .
"Tunisia" 1990   1456 .4356  8802540 63.628967 7.2834482 62.570146     .0655  .0063 -.0705    .
"Tunisia" 1989   1224 .4435  8622853 62.178218 7.1098795 69.057457     .0774  .0077 -.0332    .
"Tunisia" 1988   1251 .4202  8440023 62.277228 7.1316985 67.329039      .072   .006  .0036    .
"Tunisia" 1987   1231 .3483  8256396 60.515464 7.1155821  70.28774     .0823  .0095 -.0099    .
"Tunisia" 1986   1175 .3018  8068788 62.749446 7.0690234 65.905838     .0616  .0071 -.0712    .
"Tunisia" 1985   1125  .321  7874302 58.858502 7.0255383 58.104652     .0725  .0128 -.0603    .
"Tunisia" 1984   1134 .3296  7675499 58.666667 7.0335065 49.664504      .089  .0137 -.1137    .
"Tunisia" 1983   1178 .3436  7476092 57.964072 7.0715734 48.661603     .1055  .0221 -.0836    .
"Tunisia" 1982   1176 .3691  7279157 62.361624 7.0698741 46.461679      .122  .0418 -.1053    .
"Tunisia" 1981   1250 .4137  7091270 61.328588 7.1308988 42.837164     .1385  .0351 -.0847    .
"Tunisia" 1980   1329 .4024  6914963 61.556064 7.1921821 40.427973      .155  .0268 -.0536    .
"Tunisia" 1979   1120 .3898  6744050 58.275382  7.021084 47.434427     .1715  .0068 -.0299    .
"Tunisia" 1978    954 .3096  6578156 60.636516 6.8606637 49.489791      .188  .0153 -.0777    .
"Tunisia" 1977    839 .2958  6416191 61.643836 6.7322107 43.996322     .2045  .0183 -.0843    .
"Tunisia" 1976    760 .2908  6254876 58.980044 6.6333184 28.619189      .221  .0243 -.0493    .
"Tunisia" 1975    750 .3104  6092769 59.122402 6.6200732 25.768923     .2375  .0104 -.0187    .
"Tunisia" 1974    632 .3537  5929998 57.746479 6.4488894 28.403243      .254  .0079  .0316    .
"Tunisia" 1973    500 .2606  5769074 64.102564 6.2146081 32.299332     .2705  .0212 -.0036    .
"Tunisia" 1972    421 .2535  5613116 62.053571 6.0426328 33.621659      .287  .0147  .0061    .
"Tunisia" 1971    325  .241  5463650 62.721893 5.7838252 40.026932     .3035  .0136 -.0033    .
"Tunisia" 1970    285   .22  5320148 64.583333 5.6524892 41.888889       .32  .0111 -.0275    .
"Tunisia" 1969    262 .2214  5182040 50.387597 5.5683445 43.750846     .3365  .0086  .0947    .
"Tunisia" 1968    254 .2093  5047404 50.413223 5.5373343 45.612803      .353  .0061  .1008    .
"Tunisia" 1967    233 .2121  4915162  54.12844 5.4510385  47.47476     .3695  .0036  .0668    .
"Tunisia" 1966    229 .2104  4785003 52.884615  5.433722 49.336717      .386  .0011  .0756    .
"Tunisia" 1965    222 .1905  4661271 52.525253 5.4026774 51.198674     .4025 -.0014  .0465    .
"Morocco" 2022  .0666  3442    .4481  38211459 61.973875  8.143808 49.433438  .0999  -.115 3670
"Morocco" 2021   .014  3768    .3318  37840044 59.730644 8.2342996 46.095884  .1122 -.0926 3620
"Morocco" 2020  .0071  3258    .3079  37457971  59.07705 8.0888688 54.151201  .1173 -.0726 3260
"Morocco" 2019   .003  3499    .3409  37076584 59.036612 8.1602325 42.662176  .0967 -.0781 3500
"Morocco" 2018   .018  3493    .3383  36688772 59.462855 8.1585162  39.58801  .0973  -.096 3380
"Morocco" 2017  .0075  3289    .3261  36304408 59.321748 8.0983388 43.094713  .0969 -.0896 3160
"Morocco" 2016  .0164  3133    .3073  35927511 59.334947 8.0497463 42.661641   .093 -.0965 3140
"Morocco" 2015  .0156  3139       .3  35528115 58.962051 8.0516596 40.202773  .0946  -.073 3290
"Morocco" 2014  .0044  3431    .3013  35107264 61.747671  8.140607 36.207509   .097 -.1163 3320
"Morocco" 2013  .0188  3378    .3025  34680458 55.313634 8.1250391 33.941581  .0923 -.1335 3350
"Morocco" 2012  .0129  3164     .321  34248603 55.507761 8.0595923  31.67911  .0899 -.1403 3230
"Morocco" 2011  .0091  3302    .3195  33803527 54.841933 8.1022836 27.223826  .0891 -.1292 3260
"Morocco" 2010  .0099  3068    .2979  33352169 54.297611 8.0287812 27.060283  .0909 -.0996 3190
"Morocco" 2009  .0097  3118    .2572  32903699  53.84083  8.044947 24.444279  .0896 -.1094 3150
"Morocco" 2008  .0371  3180    .3247  32464865 52.995482 8.0646365 20.629537  .0957 -.1289 2970
"Morocco" 2007  .0204  2751    .3143  32042877 52.673951 7.9197198 23.843799  .0956 -.0849 2620
"Morocco" 2006  .0328  2433    .2963  31634992 51.779125 7.7968803 23.716977  .0967 -.0541 2490
"Morocco" 2005  .0098  2238      .28  31232633 51.837328 7.7133379  23.68074  .1101  -.055 2300
"Morocco" 2004  .0149  2178    .2535  30833022 50.990773 7.6861623 25.834942  .1083 -.0485 2050
"Morocco" 2003  .0117  1936    .2468  30431902 51.008099 7.5683793 31.599021  .1192 -.0298 1740
"Morocco" 2002   .028  1590    .2594  30033125 51.890399 7.3714893  38.45291  .1159 -.0242 1540
"Morocco" 2001  .0062  1500     .254  29661270 51.768195 7.3132204  43.11827  .1246  -.027 1570
"Morocco" 2000  .0189  1492     .242  29301817 55.671781 7.3078728 48.325588  .1358 -.0505 1570
"Morocco" 1999  .0068  1627    .2263  28930097 54.635833 7.3944931 49.837636  .1394 -.0331 1540
"Morocco" 1998  .0275  1658    .2104  28554415 54.193548 7.4133673 50.874688   .135 -.0359 1530
"Morocco" 1997  .0104  1417    .2392  28176997 61.353768 7.2562972 60.029734    .14  -.033 1480
"Morocco" 1996  .0299  1586    .2184  27791825 63.160334 7.3689704 56.147662  .1353 -.0342 1540
"Morocco" 1995  .0612  1456    .2267  27397118 62.951576 7.2834482 60.940337  .1405 -.0637 1320
"Morocco" 1994  .0514  1349    .2094  26999093  62.41573 7.2071189 64.573068  .1392 -.0544 1370
"Morocco" 1993  .0518  1217    .2206  26599048  61.11813 7.1041441 69.851542  .1404 -.0555 1250
"Morocco" 1992  .0574  1317    .2217  26201551 61.732424 7.1831117  67.30406  .1387 -.0592 1290
"Morocco" 1991  .0799  1283    .2232  25806777 62.248374 7.1569564 69.690621  .1366 -.0514 1250
"Morocco" 1990  .0678  1219    .2456  25400676 58.747515 7.1057861   82.9242  .1345 -.0551 1170
"Morocco" 1989  .0326  1082    .2255  24988083 57.620677 6.9865665 84.495819  .1324 -.0524 1120
"Morocco" 1988  .0237  1076      .25  24570814  58.14858 6.9810057 82.135897  .1303 -.0014 1090
"Morocco" 1987   .027   928    .2248  24148104 61.139182 6.8330317 96.598797  .1282  -.047  870
"Morocco" 1986  .0873   847    .2188  23720590 61.305242 6.7417007 92.119615  .1261 -.0652  780
"Morocco" 1985  .0773   667    .2551  23279935 60.440294   6.50279 107.11235   .124 -.0829  690
"Morocco" 1984  .1245   675    .2563  22824446 62.145749 6.5147127 93.848732  .1219 -.0909  730
"Morocco" 1983  .0621   758    .2275  22335077 64.307692 6.6306834 80.230767  .1198  -.071  790
"Morocco" 1982  .1053   847     .216  21817271 60.768796 6.7417007 70.102503  .1177 -.1213  950
"Morocco" 1981  .1249   875    .2267  21287381 62.169758 6.7742239 59.469119  .1156 -.1209  980
"Morocco" 1980  .0941  1098    .1934  20746765 60.469397 7.0012456 44.740542  .1135 -.0867  990
"Morocco" 1979  .0833   826    .1701  20208260 67.064739 6.7165948 51.589552  .1114 -.1285  800
"Morocco" 1978  .0972   705    .1637  19678444  67.44713 6.5581978 52.290824  .1093  -.137  660
"Morocco" 1977   .126   604     .169  19167661 67.149321 6.4035742 50.772435  .1072 -.2043  620
"Morocco" 1976   .085   538    .1792  18679859 67.954071 6.2878586 35.081891  .1051 -.1881  590
"Morocco" 1975  .0792   517    .2247  18206472 69.376392 6.2480429  29.61613   .103 -.1087  550
"Morocco" 1974  .1756   452    .2756  17756516 68.098958 6.1136822 19.716054  .1009 -.0064  460
"Morocco" 1973  .0408   377    .2084  17325325  72.75641 5.9322452 20.638322  .0988 -.0127  360
"Morocco" 1972  .0376   314    .1857  16902383 72.978304  5.749393 23.393319  .0967 -.0065  300
"Morocco" 1971  .0416   277    .1695  16489452 72.477064 5.6240175 25.869682  .0946 -.0277  280
"Morocco" 1970  .0128   258    .1764  16081438 73.484848 5.5529596 24.872415  .0925 -.0394  260
"Morocco" 1969  .0295   244    .1838  15677300 74.246575 5.4971682 23.875149  .0904 -.0045  250
"Morocco" 1968  .0044   225    .1848  15274351 76.146789 5.4161004 22.877882  .0883 -.0157  240
"Morocco" 1967 -.0075   215     .179  14876982 76.393443  5.370638 21.880615  .0862 -.0227  232
"Morocco" 1966 -.0101   209    .1896  14490077 77.430556 5.3423343 20.883349  .0841 -.0041  213
"Morocco" 1965  .0348   219    .1816  14109755 75.932203 5.3890717 19.886082   .082  .0127  231
"Egypt"   2022  .0666  4295    .1509  37457971 82.521238 8.3652068      .892   .064 -.0681 4100
"Egypt"   2021   .014  3887    .1056  37076584 86.005604 8.2653929      .892  .0744 -.0873 3520
"Egypt"   2020  .0071  3572    .1247  36688772  83.64598 8.1808809      .853  .0797 -.0718 3010
"Egypt"   2019   .003  3017    .1664  36304408 80.497678 8.0120182      .801  .0785 -.0784 2690
"Egypt"   2018   .018  2531    .1798  35927511 83.289539 7.8363698       .88  .0986 -.0994 2760
"Egypt"   2017  .0075  2440    .1501  35528115 86.080689 7.7997533      .978  .1177  -.128 2940
"Egypt"   2016  .0164  3332    .1035  35107264 83.088678  8.111328      .932  .1245 -.0956 3260
"Egypt"   2015  .0156  3370    .1318  34680458 82.430094  8.122668     .8965  .1305 -.0848 3160
"Egypt"   2014  .0044  3197    .1424  34248603 82.938482 8.0699681      .861   .131 -.0843 3060
"Egypt"   2013  .0188  3089    .1702  33803527 80.775231 8.0356027       .84  .1315 -.0634 2870
"Egypt"   2012  .0129  3059     .164  33352169 80.710805 8.0258433      .738   .126 -.0792 2690
"Egypt"   2011  .0091  2646    .2057  32903699 75.566761 7.8808043      .728  .1185 -.0412 2430
"Egypt"   2010  .0099  2510    .2135  32464865  74.57302  7.828038      .696  .0876 -.0524 2250
"Egypt"   2009  .0097  2212    .2496  32042877 76.098335 7.7016524      .695  .0909 -.0664 2010
"Egypt"   2008  .0371  1942    .3304  31634992 72.319125 7.5714736      .663  .0852 -.0559 1750
"Egypt"   2007  .0204  1586    .3025  31232633 72.393438 7.3689704      .763   .088 -.0458 1460
"Egypt"   2006  .0328  1332    .2995  30833022 70.594806 7.1944369      .859  .1049 -.0162 1260
"Egypt"   2005  .0098  1133    .3034  30431902 71.551339 7.0326243      .893  .1105 -.0227 1160
"Egypt"   2004  .0149  1016    .2823  30033125 71.667936 6.9236286      .965  .1032 -.0136 1150
"Egypt"   2003  .0117  1057     .218  29661270 73.022792   6.96319      .971  .1091 -.0259 1190
"Egypt"   2002   .028  1145    .1832  29301817 73.763946 7.0431599      .858  .1001 -.0435 1280
"Egypt"   2001  .0062  1327    .1748  28930097 75.279272  7.190676      .719  .0926 -.0485 1380
"Egypt"   2000  .0189  1399     .162  28554415 75.861378  7.243513      .717  .0898 -.0662 1370
"Egypt"   1999  .0068  1298    .1505  28176997 75.030316 7.1685799      .724  .0795 -.0826 1260
"Egypt"   1998  .0275  1239    .1621  27791825 76.682777 7.1220599      .738  .0803  -.095 1170
"Egypt"   1997  .0104  1171    .1884  27397118 77.167262 7.0656134      .752  .0837 -.0605 1090
"Egypt"   1996  .0299  1031    .2075  26999093 76.933314 6.9382845      .766    .09 -.0545  990
"Egypt"   1995  .0612   938    .2255  26599048 74.468085 6.8437499       .78  .1104 -.0515  900
"Egypt"   1994  .0514   827    .2257  26201551 74.566474 6.7178047      .794  .1093 -.0549  800
"Egypt"   1993  .0518   759    .2584  25806777 74.087591 6.6320018      .808  .1092 -.0425  740
"Egypt"   1992  .0574   698     .284  25400676  72.59914 6.5482191      .822  .0892 -.0252  740
"Egypt"   1991  .0799   638    .2747  24988083 73.067665 6.4583383      .836  .0938 -.0791  730
"Egypt"   1990  .0678   751    .2035  24570814 71.917171 6.6214057       .85  .0984 -.1221  740
"Egypt"   1989  .0326   713    .1779  24148104 70.246479 6.5694814      .864   .103 -.1455  770
"Egypt"   1988  .0237   644    .1737  23720590 70.783305 6.4676987      .878  .1076 -.1786  820
"Egypt"   1987   .027   766    .1262  23279935 69.698468 6.6411822      .892  .1122  -.101  860
"Egypt"   1986  .0873   802    .1383  22824446 64.169697 6.6871086      .906  .1168 -.0839  730
"Egypt"   1985  .0773   781    .1823  22335077 64.609475 6.6605751       .92  .1214 -.0965  670
"Egypt"   1984  .1245   698    .2057  21817271  65.49897 6.5482191      .934   .126 -.1139  630
"Egypt"   1983  .0621   654    .2293  21287381 64.643203 6.4831074      .948  .1306 -.1128  560
"Egypt"   1982  .1053   600    .2633  20746765 64.497469 6.3969297      .962  .1352 -.1154  550
"Egypt"   1981  .1249   493    .3096  20208260 63.098464 6.2005092      .976  .1398 -.1254  510
"Egypt"   1980  .0941   495    .3051  19678444 69.173973 6.2045578       .99  .1444 -.1235  480
"Egypt"   1979  .0833   423    .2649  19167661  68.09101 6.0473722     1.004   .149 -.1648  410
"Egypt"   1978  .0972   356     .199  18679859 66.576637 5.8749307     1.018  .1536 -.1403  380
"Egypt"   1977   .126   355    .2159  18206472 65.138889 5.8721178     1.032  .1582 -.0978  370
"Egypt"   1976   .085   336    .1717  17756516 65.690691 5.8171112     1.046  .1628 -.1075  350
"Egypt"   1975  .0792   300    .1817  17325325 66.122098 5.7037825      1.06  .1674 -.1738  330
"Egypt"   1974  .1756   243    .2037  16902383 66.847237 5.4930614     1.074   .172 -.1093  300
"Egypt"   1973  .0408   272    .1354  16489452 67.029703 5.6058021     1.088  .1766 -.0463  290
"Egypt"   1972  .0376   256    .1271  16081438 67.634409 5.5451774     1.102  .1812 -.0466  260
"Egypt"   1971  .0416   242    .1324  15677300 67.363531 5.4889377     1.116  .1858 -.0454  240
"Egypt"   1970  .0128   231    .1357  15274351 66.666667 5.4424177      1.13  .1904 -.0353  210
"Egypt"   1969  .0295   192    .1345  14876982 68.404908 5.2574954     1.144   .195 -.0308  190
"Egypt"   1968  .0044   179     .118  14490077 70.489039 5.1873858     1.158  .1996 -.0566  170
"Egypt"   1967 -.0075   173    .1683  14109755 68.983957 5.1532916     1.172  .2042 -.0229  170
"Egypt"   1966 -.0101   167    .1633  13738502 67.992424 5.1179938     1.186  .2088 -.0415  150
"Egypt"   1965  .0348   161    .1713  13381880 67.070707 5.0814044       1.2  .2134   -.03  150
"Algeria" 2022  .1736  4343    .3534  44903225 39.564103 8.3763206 3.6560294  .1249  .1163 3920
"Algeria" 2021  .1032  3700    .2673  44177969 44.375115 8.2160881  4.513843  .1373  .0027 3680
"Algeria" 2020  -.166  3354    .1747  43451666 47.783724 8.1179089 3.5528188  .1404 -.1039 3610
"Algeria" 2019 -.0359  4022    .2271  42705368 43.345366 8.2995346 3.1977056  .1228 -.0638 4050
"Algeria" 2018  .0089  4172    .2586  41927007 42.015894 8.3361508 3.2648171  .1215 -.0634 4010
"Algeria" 2017  .0423  4135    .2263  41136546 42.563198 8.3272426 3.3549784    .12 -.1006 3970
"Algeria" 2016 -.0548  3967    .2087  40339329 42.517028 8.2857654  3.413736   .102 -.1418 4400
"Algeria" 2015 -.2391  4197    .2317  39543154 41.010965 8.3421253 2.8144333  .1121 -.1335 4880
"Algeria" 2014 -.0006  5516    .3049  38760168 36.364062 8.6154082 2.5822875  .1021 -.0144 5510
"Algeria" 2013 -.0162  5520    .3321  38000626 34.658658 8.6161331  2.500766  .0982  .0281 5540
"Algeria" 2012  .0251  5611    .3689  37260563 32.148665 8.6324842 2.6383307  .1097  .0838 5220
"Algeria" 2011  .2174  5473    .3879  36543541 31.178441 8.6075822 3.0267122  .0996   .101 4610
"Algeria" 2010  .1533  4496    .3844  35856344 34.321692 8.4109434 4.4990819  .0996  .0702 4490
"Algeria" 2009 -.2119  3898    .3537  35196037  37.56286 8.2682189 5.4036095  .1016 -.0058 4300
"Algeria" 2008  .2454  4947    .4797  34569592 30.181287 8.5065366 3.6494408  .1133  .1926 4230
"Algeria" 2007  .1348  3972    .4707  33983827 31.686176  8.287025 4.5416975  .1379   .222 3620
"Algeria" 2006  .1178  3500    .4881  33435080 31.709818 8.1605182 5.0408307  .1227  .2689 3130
"Algeria" 2005   .193  3131    .4721  32956690  33.75969 8.0491077 16.552332  .1527  .2313 2730
"Algeria" 2004  .2398  2625    .4005  32510186 38.556194 7.8728362 26.269488  .1765  .1441 2260
"Algeria" 2003  .1795  2117    .3825  32055883 40.480401 7.6577553 35.027585  .2372  .1437 1940
"Algeria" 2002  .0229  1795     .355  31624696 43.992248 7.4927603 40.588474   .259  .0987 1740
"Algeria" 2001 -.0145  1755    .3669  31200985 43.715747 7.4702241 41.556449   .273  .1467 1680
"Algeria" 2000  .1107  1780    .4207  30774621  41.57693 7.4843686 46.471277  .2977  .2128 1610
"Algeria" 1999 -.0046  1603    .2815  30346083 51.603618 7.3796322 57.984222  .2854  .0537 1550
"Algeria" 1998 -.0148  1610    .2258  29924668 54.990662 7.3839895 63.679082  .2686  .0006 1560
"Algeria" 1997  .0092  1634    .3091  29476031 51.452885 7.3987863 64.127862  .2543  .0957 1520
"Algeria" 1996  .1043  1620    .2976  28984634 52.726885 7.3901814 71.690086  .2832  .0582 1530
"Algeria" 1995  -.037  1467    .2619  28478022 55.124521 7.2909748 79.140031  .3184  -.028 1570
"Algeria" 1994  -.166  1523    .2253  27937006 55.571227 7.3284374 71.084565  .2774 -.0352 1640
"Algeria" 1993  .0174  1826    .2178  27354327 54.934935 7.5098831 52.601932  .2623 -.0136 1750
"Algeria" 1992  .0259  1795    .2532  26748303 51.770833 7.4927603 56.981766  .2438  .0145 1920
"Algeria" 1991 -.2806  1749    .2912  26133905 47.922135 7.4667995  62.31401   .206  .0552 2000
"Algeria" 1990  .0878  2432    .2344  25518074 56.841257 7.7964692 45.372944  .1682 -.0149 2390
"Algeria" 1989 -.0829  2235    .1864  24889507 61.801186 7.7119965 48.981671  .1304 -.0987 2570
"Algeria" 1988 -.1387  2437    .1551  24243018 59.333221 7.7985231 44.172156  .0926  -.071 2770
"Algeria" 1987  .0167  2830    .1427  23586101 57.153558  7.948032 36.627459  .0548 -.0414 2830
"Algeria" 1986  .0633  2783    .1285  22882553  57.76417 7.9312848 35.562469   .017 -.1032 2620
"Algeria" 1985  .0429  2618    .2358  22132905 51.863997 7.8701659 31.516641 -.0208 -.0316 2440
"Algeria" 1984  .0638  2510    .2571  21393530 50.558659  7.828038 29.590849 -.0586 -.0176 2310
"Algeria" 1983  .0439  2360    .2794  20682111 44.077869 7.7664169 33.539935 -.0964  .0214 2240
"Algeria" 1982 -.0137  2260    .3092  20000096 44.591904 7.7231201 39.016744 -.1342  .0193 2310
"Algeria" 1981  .0142  2292    .3459  19351357 44.193912 7.7371801 41.421236  -.172  .0371 2250
"Algeria" 1980  .2349  2260    .3434  18739378 41.723731 7.7231201 45.722076 -.2098    .04 2040
"Algeria" 1979  .2238  1830    .3115  18166981  44.10349 7.5120712 55.672529 -.2476 -.0172 1690
"Algeria" 1978  .2216  1495    .2554  17632645 47.040971 7.3098815 59.687407 -.2854 -.1463 1360
"Algeria" 1977  .1392  1224    .3059  17134192 49.546972 7.1098795 50.543442 -.3232 -.1115 1130
"Algeria" 1976  .0859  1074    .3305  16500516 46.982516 6.9791453 34.486068  -.361 -.0406 1100
"Algeria" 1975   .135   989    .3369  15724692 49.485861 6.8966943 29.773879 -.3988 -.0928  960
"Algeria" 1974  .4803   872    .3875  15153602 44.965935 6.7707894 25.480547 -.4366  .0326  760
"Algeria" 1973  .2567   589     .255  14786469 49.827784 6.3784262 34.344074 -.4744 -.0609  570
"Algeria" 1972  .3024   469    .2045  14439748 53.471196 6.1506028 22.891962 -.5122 -.0528  460
"Algeria" 1971  .0207   360    .1844  14110271 55.314961  5.886104 24.819053   -.55 -.0922  330
"Algeria" 1970  .1172   353    .2207  13795915 53.909465 5.8664681 19.332496 -.5878 -.0708  350
"Algeria" 1969  .0806   316    .2379  13491016 55.164319 5.7557422 13.845939 -.6256 -.0428  320
"Algeria" 1968  .1173   292    .2314  13190975 56.363636 5.6767538  8.359382 -.6634 -.0105  290
"Algeria" 1967  .0845   261    .2343  12897115 56.973294 5.5645204  2.872825 -.7012   .018  260
"Algeria" 1966 -.0486   241    .2599  12613389 63.815789 5.4847969 -2.613732  -.739  .0133  230
"Algeria" 1965  .0604   253     .226  12381256 64.012739 5.5333895 -8.100289 -.7768 -.0323  250
end

[Afrifa King]

I apologize. I am not so familiar with all of these.

[Nick Cox]

You don't need to keep apologising. Just do as we ask! FAQ Advice #12 as referenced in #4 in this thread explains that .dta attachments aren't nearly so helpful as using dataex. Here your dataset is small enough to show in its entirety.

In turn I am going to repeat my explanation that I don't ever use this kind of analysis. You need someone who does to take your example data and run the code and comment on what you're trying to do. It's possible that your dataset just isn't big enough for this kind of analysis to make sense, but really I have no idea what the main problem is.

[Afrifa King]

Thank You

[Afrifa King]

line 117 of the xtendothresdpd.ado file computes quantiles.

it uses the "grid()" option in the command as #quantiles. Did you set that?

Can you please expantiate on this.

[George Ford]

I got this to run. Had to onestep; error from twostep.

xtendothresdpd LnPer L.LnPer TRADE FDI , thresv(DEBT ) stub(enr) pivar( DEBT ) dgmmiv( LnPer ) vce(robust) grid(10)