Levpet package with short panels

[Joaquin Lopez]

Hi,

I am trying to implement the Levinsohn-Petrin levpet command using a panel with only two time periods. I use the justid option to ignore lags of size more than 1. I am getting the following error:

no observations
error #2000 occurred in program nllp_bs_gmm

Any ideas about what might be going on?

Thanks!

[Erick Gonzales]

Hi Joaquin! This is a very late reply, but it might be a useful reference for others. I read in a similar post that you should check if the nllp_bs_gmm.ado file is located in the right folder (folder n). Check if this is the case (C:\ado\plus\n).
Also, I experienced that after checking that variables are numeric, the behavior of missing values and declaring the panel data, among others, the message "r(2000) no observations" kept appearing. What worked for me is to have consecutive years in the variable that sets the time for the panel data (xtset panelid year). My "year" variable was 2003 and 2009. When I changed this to consecutive values, for example, 1 and 2, the program worked. I wanted to share this just in case. If you can, please let us know if it works or how you solved the problem. Cheers!