I have no problem running a regression with dynamic fixed effect model, but having error messages such as "initial values not feasible" when "dfe" is replaced with "pmg" for pooled mean group estimation. Data is balanced panel with N=49 and T=47.
xtpmg d.var1 d.V7 d.V9 d.var15, lr(L.var1 V7 V9 var15) ec(ec) pmg
initial values not feasible
r(1400);
The results with FE are below.
xtpmg d.var1 d.V7 d.V9 d.var15, lr(L.var1 V7 V9 var15) ec(ec) dfe
full option not meaningful with dfe
ignoring option and continuing...
------------------------------------------------------------------------------
Dynamic Fixed Effects Regression: Estimated Error Correction Form
(Estimate results saved as DFE)
------------------------------------------------------------------------------
------------------------------------------------------------------------------
| Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
ec |
V7 | 1.455627 .318333 4.57 0.000 .8317059 2.079548
V9 | -.3265571 .7070167 -0.46 0.644 -1.712284 1.05917
var15 | -.028163 .0408433 -0.69 0.490 -.1082145 .0518884
-------------+----------------------------------------------------------------
SR |
ec | -.6995318 .0349926 -19.99 0.000 -.768116 -.6309476
|
V7 |
D1. | .4446153 .1973381 2.25 0.024 .0578396 .8313909
|
V9 |
D1. | 5.66951 1.254664 4.52 0.000 3.210415 8.128606
|
var15 |
D1. | .1621954 .0314758 5.15 0.000 .1005039 .2238868
|
_cons | -18.10949 12.19552 -1.48 0.138 -42.01227 5.793285
------------------------------------------------------------------------------
What could be a cause of this error?
Thank you.
Yoojung
Related Posts with Error message "initial values not feasible r(1400)" when running ARDL with EC
Solving a system of nonlinear equations with summationsThis is my first time posting in the forum, so my apologies if this question isn't clear enough or d…
Newey West SE for a sample with same date in different quintilesHere is my data example. For one date, I have different values of term in different quintile (quint)…
Stata 18 and StatalistWith the most welcome release of Stata 18, the FAQ Advice has as is customary been tweaked slightly.…
continuous interaction variable and marginsaa …
Interpret log-linear coefficient of a percentage typeExtremely trivial question but I just want to ensure I have the right interpretation. I have the fo…
Subscribe to:
Post Comments (Atom)
0 Response to Error message "initial values not feasible r(1400)" when running ARDL with EC
Post a Comment