I am trying to get the optimal number of clusters for my analysis using dhm package. Unfortunatelly when I run the command:
dhm, distmat(pwd) idvar(id) by(ward5) order(wards45) levels(100) box
I get the message:
hmapmat(): 3499 mm_expand() not found
<istmt>: - function returned error
ward5 is my grouping variable
wards45 is a cluster group variable with a maximal number of clusters (so 45, as much as observations in the subsample)
Variables used for clustering are beta_cf and beta_dr
here is the data for the first subsample:
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input str7 portfolio byte period double(R_Me TY PE VS EtR_Me N_dr N_cf Rrf return beta_cf beta_dr) "FFS1BM1" 1 .024837474 -.29 3.0090558 1.4911677 .0013649322 .037841949 -.014369408 .003766778 .0708 .5904635787010193 1.3764880895614624 "FFS1BM2" 1 .016748563 .22 2.8351334 1.5758021 .010224121 .02085364 -.014329197 .001799992 -.0042 .5182004570960999 1.6450632810592651 "FFS1BM3" 1 .015257031 .58 2.5844259 1.5698893 .013699732 -.0072375512 .0087948501 .000931663 .0784 .4328821897506714 1.4169353246688843 "FFS1BM4" 1 -.018343208 .03 2.9391373 1.5192216 .001023709 .020009396 -.039376312 .002766275 -.0288 .468921035528183 1.3830235004425049 "FFS1BM5" 1 -.14369247 1.15 1.7649228 2.3771743 .010992791 -.18638088 .031695618 .001149823 -.1094 .5537635087966919 1.3988792896270752 "FFS2BM1" 1 -.045367954 .55 2.6419338 1.5178514 .0041526487 -.049063272 -.0004573305 .000831078 -.0648 .30447614192962646 1.0523284673690796 "FFS2BM2" 1 .030592526 .48 2.6800022 1.2189329 .0068181602 .024984967 -.0012106018 .001439981 .0276 .3675742447376251 1.2136952877044678 "FFS2BM3" 1 .028639635 .57 2.7138053 1.5258512 .0050064418 -.0060030085 .029636202 .00079326 .0223 .39034372568130493 1.1717500686645508 "FFS2BM4" 1 -.023596366 .98 2.7528053 1.4869551 .014303538 -.025713613 -.012186291 .000819254 .0037 .41375747323036194 1.2099233865737915 "FFS2BM5" 1 -.030775166 .47 2.6972427 1.4027611 .0090850939 -.029562683 -.010297577 .000924448 -.0533 .4915424585342407 1.3127026557922363 "FFS3BM1" 1 .025558962 1.7 2.718934 2.4677968 .0092021535 .026130631 -.0097738222 .0000698 -.0234 .3198002874851227 1.169394850730896 "FFS3BM2" 1 -.01530777 1.79 2.5496474 2.3846822 .0016556196 -.045106995 .028143606 .0000723 -.0192 .2900814712047577 1.028062343597412 "FFS3BM3" 1 -.0051162938 1.27 2.9739517 2.3271827 -.0016193556 -.018734588 .015237649 .000535963 -.0047 .3246473968029022 1.0994309186935425 "FFS3BM4" 1 .033973296 1.94 2.6480899 2.5575603 -.0016760375 .035352693 .00029664004 2.920e-06 .0577 .3744144141674042 1.092715859413147 "FFS3BM5" 1 .042925774 .39 3.1560688 1.6248499 .0015731229 .050231771 -.0088791196 .002116748 .0185 .5144417881965637 1.328500747680664 "FFS4BM1" 1 -.054466386 1.86 2.5919211 2.4885233 .010479989 -.065118199 .00017182459 .0000102 -.0394 .20152854919433594 .864585280418396 "FFS4BM2" 1 .027418757 .59 2.6519745 1.3007655 .010090402 -.016197106 .033525461 .001149924 .0351 .27479660511016846 1.0026077032089233 "FFS4BM3" 1 .048110527 .5 3.0281721 1.5711636 .0041686791 .041080661 .0028611861 .002433441 .059 .3206683099269867 1.0033721923828125 "FFS4BM4" 1 .010614476 .48 2.8859004 1.3945274 .0086301448 -.022600664 .024584996 .001225909 .0243 .3761606216430664 1.1042019128799438 "FFS4BM5" 1 .0038267518 .67 2.3434459 2.3892259 -.0013114213 -.01490776 .020045934 .000942304 -.0092 .5378146767616272 1.4193494319915771 "FFS5BM1" 1 .061486419 .84 2.7686326 1.4738629 .007669178 .042802967 .011014274 .000821829 .0745 .20230945944786072 .8760085701942444 "FFS5BM2" 1 .017444861 .2 3.0110316 1.594399 .0024549851 -.004157799 .019147675 .002399856 .0011 .19677357375621796 .8236237168312073 "FFS5BM3" 1 .024616977 1.01 2.3295562 2.1586656 .014826542 .032144893 -.022354458 .000300046 .0224 .2905327379703522 .8989958167076111 "FFS5BM4" 1 .047855977 .14 3.0129982 1.4107176 .0057573864 .039869001 .0022295897 .001916493 .048 .3474673926830292 1.0803234577178955 "FFS5BM5" 1 .030652682 .52 2.6253271 1.4385203 -.000078089235 .040619075 -.0098883033 .00096272 .0227 .42107439041137695 1.1999799013137817 "RISK1" 1 -.0089134341 1.28 2.8690318 2.4369693 -.0093283941 .014253408 -.013838448 .00046798 .01282758 .20771102607250214 .7331721186637878 "RISK2" 1 .058128412 .32 2.7409704 2.1235241 -.010630567 .079554558 -.010795579 .002291752 .06042789 .25058606266975403 .8762898445129395 "RISK3" 1 .0059114106 .76 2.8628741 1.4258307 .013305927 -.02023798 .012843463 .001124416 .011783386 .3217814266681671 1.0455232858657837 "RISK4" 1 .027673325 .34 2.9238103 1.6282092 .0039459074 .034487263 -.010759845 .002266611 .027468289 .38355138897895813 1.2157959938049316 "RISK5" 1 .033535445 1.53 2.9256647 2.5038816 .0051984068 .010412564 .017924474 .0000734 -.00068372404 .48261430859565735 1.5047351121902466 "RISK6" 1 -.03924537 .32 3.123263 1.5537894 -.00153553 -.05803723 .02032739 .00224152 -.04152244 .1512187 .64037025 "RISK7" 1 .00169465 .8 2.5525958 1.4523403 .00679172 -.02243384 .01733677 .00136161 .01708998 .19683923 .76919919 "RISK8" 1 .046523666 .5 2.8003268 1.7254468 .0097302483 .046617275 -.0098238577 .000312258 .054293247 .2602007985115051 .968187689781189 "RISK9" 1 -.02459602 .56 3.037949 1.5474993 .006332 -.03046454 -.00046347 .00242492 -.03074603 .29088819 1.1118575 "RISK10" 1 .0083292723 1.68 2.7440192 2.4694844 .005142555 .014554465 -.011367747 .000105064 .027739889 .39519748091697693 1.3198615312576294 "RISK11" 1 .016329546 .92 2.640546 1.8393279 .012813671 .0041691546 -.00065327998 .000311274 -.0059106029 .17715220153331757 .7320494651794434 "RISK12" 1 .050323751 .95 2.5809444 1.821951 .006365718 .033987419 .0099706144 .000312376 .063340943 .21709080040454865 .8568617701530457 "RISK13" 1 -.00083573872 1.09 2.5919472 2.169208 -.0021443864 .015922061 -.014613413 .001666782 -.0018674647 .2722056210041046 1.013303518295288 "RISK14" 1 .029093192 .72 2.7298375 1.3841688 .012083324 -.011895188 .028905056 .000883389 .026740776 .3178618252277374 1.1778684854507446 "RISK15" 1 -.14767644 .13 2.0864168 2.3758314 -.0075564953 -.16234286 .022222913 .003233757 -.16637702 .42721113562583923 1.3929530382156372 "RISK16" 1 -.26954779 1.72 2.4172208 2.5509157 .01020936 -.19496339 -.084793759 .0000723 -.1615685 .1622680276632309 .6432330012321472 "RISK17" 1 .046534327 .53 2.6331611 1.3434119 .016018795 .011958005 .018557526 .0011034 .049530877 .21452780067920685 .765155017375946 "RISK18" 1 .094060308 1.03 2.2325022 2.5078377 -.003344117 .10599931 -.0085948899 .001041301 .044683365 .2766834497451782 .8937629461288452 "RISK19" 1 .013868882 .54 2.7243182 1.2076471 .016497021 -.0006471375 -.0019810008 .001158322 -.0018515328 .3375457525253296 1.1232787370681763 "RISK20" 1 .024837474 -.29 3.0090558 1.4911677 .0013649322 .037841949 -.014369408 .003766778 .0096701738 .4162732660770416 1.3647109270095825 end
Additionally I also created a id variable which nummerates all the portfolios with numbers from 1 to 45.
Any ideas why am I getting the above message when using dhm function? Any help will much much appreciated!
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