Hi guys I am trying to run the expend code developed by Frank Windmeijer but my program abort. One the issue I am suspecting, while I was editing the code I could not the line code:
auxset = "auxgdata"; /*** name of auxiliary data set ***/
This is because I don't know what that is. I replaced the data with my dataset and set the code per my model specification eslewhere except the line code above;
I am getting msg in input/output window as follows;
THE NUMBER OF ROWS IN THE DATA SET IS SMALLER THAN
INDICATED BY THE AUXILIARY FILE
PROGRAMME ABORTED
Here is my complete code. Please let me know where I might be going wrong, and what is the "auxset".
new;
cls;
speed = hsec;
//dataset = "gdata"; /*** name of data set ***/
dataset = "aggregatedatasolarPV";
auxset = "auxgdata"; /*** name of auxiliary data set ***/
//let yvar = y; /*** name of dependent variable ***/
let yvar = patents;
//let xvar = x x; /*** names of explanatory variables ***/
let xvar =patents price_si energyprice sknowledge marketEPS RERD standards rGDPpercap ;
let lx = 1 0 0 1 0 0 0 0; /*** lag lenghts of explanatory variables ***/
//model = 2; /*** 0 = levels model ***/
model = 1;
/*** 1 = within group mean scaling ***/
/*** 2 = quasi differenced model ***/
addit = 1; /*** 0 = multiplicative moment conditions ***/
/*** 1 = additive moment conditions ***/
/*** only active when model=0 ***/
qdif = 1; /*** 0 = Wooldridge moment conditions ***/
/*** 1 = Chamberlain moment conditions ***/
/*** only active when model=2 ***/
devvar = 0; /*** set to 1 for taking deviations from overall ***/
/*** means of explanatory variables ***/
/*** use this for Wooldridge quasi-differencing ***/
lfmy = 1; /*** 0 = no linear feedback model ***/
lfmlag = 1; /*** # of lags of dep. var. ***/
seqz = 1; /*** 0 = no sequential instruments ***/
//let seqzvar = y x; /*** names of sequential instruments ***/
//let lseqz1 = 2 1; /*** lag length of instrs begin ***/
//let lseqz2 = 4 3; /*** lag length of instrs end ***/
let seqzvar = patents price_si energyprice sknowledge marketEPS RERD standards rGDPpercap ;
let lseqz1 = 2 0 0 1 0 0 0 0;
let lseqz2 = 4 0 0 1 0 0 0 0;
nonseqz = 1; /*** 0 = no non-sequential instruments ***/
let nseqzvar = q; /*** names of non-sequential instruments ***/
let lnseqz = 1; /*** lag length of instruments ***/
let timevar = year; /*** name of time variable ***/
/*** set equal to 0 for cross section analysis ***/
timedum = 0; /*** 1 = time dummies in model ***/
/*** estimated coefficients are d_(t)-d_(t-1) ***/
/*** in quasi-differenced model ***/
timez = 0; /*** 1 = time dummies included in instrument set ***/
/*** when timedum=0 ***/
lagl = 1; /*** maximum lag length in the model ***/
llev = 0; /*** observations with less than lagl+llev+1 ***/
/*** (lagl+llev+2 if model=2) ***/
/*** time periods get discarded ***/
saveres = 1; /*** 1 = save one- and two-step parameters and ***/
/*** variance matrices as b1,v1,b2 and v2.fmt ***/
nind = 20; /*** no. of individual units processed in each read ***/
sval = 1; /*** sval=0 sets all starting values to 0 ***/
startvaly = 0.4; /*** start values for lagged dep. vars. ***/
let startvalx = 0.5 0.2; /*** start values for expl. vars. ***/
startvalc = 0; /*** start value for constant ***/
/*** start values for time dummies are 0 ***/
output file = expend.out on;
#include expendnm.prg;