Panel Quantile Regression- "Stata issued an error message"
Hello everyone,
I want to run the Panel Quantile Regression (qregpd) on different Quantiles.
My command is as follows :
qregpd gcf g_vix2 gliq_grw g_ir1 g_gdp_adv lreal_ir lrgdp_grw linf_gdpdef lgov_gdeb ldom_crd_prv lkaopen_nor lcu_acc_pgdp liq, quantile (0.20) id(id) fix(year) optimize(mcmc) noisy draws(1000) burn(100) arate(.5) instruments (gcf g_vix2 gliq_grw g_ir1 g_gdp_adv real_ir rgdp_grw inf_gdpdef gov_gdeb dom_crd_prv kaopen_nor cu_acc_pgdp iq lgdp_pcap)
My dependent variable is gross capital flows (gcf) and first four variables in the regression are the global variables and are incorporated without lagged.
However, remaining variables in the regression are domestic variables and incorporated with their first lagged as per theory.
Further, I have generated the lagged variables and incorporated in the regression analysis.
When I run the qregpd command, the below mentioned error message occurs.
* : 3200 conformability error
estimateGamma(): - function returned error
weightMatrix(): - function returned error
<istmt>: - function returned error
Moreover, when I run the below command which is without the lagged variables I can easily get the results.
qregpd gcf g_vix2 gliq_grw g_ir1 g_gdp_adv real_ir reer_hp rgdp_grw inf_gdpdef gov_gdeb dom_crd_prv kaopen_nor cu_acc_pgdp iq, quantile (0.10) id(id) fix(year) optimize(mcmc) noisy draws(1000) burn(100) arate(.5) instruments( gcf g_vix2 gliq_grw g_ir1 g_gdp_adv real_ir reer_hp rgdp_grw inf_gdpdef gov_gdeb dom_crd_prv kaopen_nor cu_acc_pgdp iq)
Your valuable suggestions will be highly appreciated.
Regards
Muhammad Imran
Related Posts with Panel Quantile Regression- "Stata issued an error message"
Power calculations in stataI would like to use the stata power command, to estimate the smallest effect size I would be able to…
Anyway to conduct dynamic model on panel data by using xtabond command in stata?Dear all: I found a challenge when I run a dynamic model on long panel data. I am hopeful that you …
How to generate a new binary variable based on individuals having 2 or more of other risk factorsI would like to create a variable based on individuals being classified as "high risk" or "low risk"…
ANOVA error r(422); "could not determine between-subject basic unit; use bseunit() option" Using bseunit() option, but get this error anywayHello, I'm new to using the ANOVA command (it is not common in my field). A reviewer for a journal …
'xtoverid' after multiple imputation in panel data?Hello there, I am a first time Stata user and am having a few problems. I already searched in this f…
Subscribe to:
Post Comments (Atom)
Hi Muhammad ,
ReplyDeleteI have the same issue. Have you been able to solve the problem ?