cgmreg - error message

[Mohamed Ayaz]

Hi,

I'm relatively new to stata, and cant seem to get around this error message. I am trying to carry out a reg with two-way clustering, by using the ado file provided by Cameron, Gelbach and Miller (2006).

Website: http://cameron.econ.ucdavis.edu/research/papers.html

The ado file is called "cgmreg.ado".

I have tried to run the test code provided by the authors to see how it works, before I try it on my data. The test code:

#delimit
clear

/* generate data */

set obs 100
gen x = invnorm(uniform())
gen y = 2 * x + invnorm(uniform())
gen clu_id_1 = floor((_n-1) / 10) + 1
gen clu_id_2 = _n - ((clu_id_1-1) * 10)

/* estimate model */

cgmreg y x , cluster(clu_id_1 clu_id_2)

But every time I run the test I am getting this error message.

_robust_work(): 3102 function found where matrix required
rob__compute(): - function returned error
_robust(): - function returned error
_robust2(): - function returned error
<istmt>: - function returned error
r(3102);

Any help would be appreciated. Thanks

[FernandoRios]

I wasnt able to reproduce your error.
A simple advice will be to restart your Stata session. And let us know which version of Stata you are currently working with.
Best
Fernando

[Mohamed Ayaz]

Thank you for your reply.

I just got it fixed, once I switched Stata versions. Was using stata version 15, the code works fine in Stata version 14.

[William Lisowski]

Perhaps it will work in version 15 if version control tells Stata to run it using version 14 syntax.

version 14: cgmreg y x , cluster(clu_id_1 clu_id_2)

See the output of help version for an explanation of this possible magic. The source code in cgmreg.ado unfortunately does not include a version command at the top of the file to tell Stata to interpret the commands under the syntax of the version under which cmgreg was written.

[Mohamed Ayaz]

Thank you, will look into that.

[William Lisowski]

I have just tested cgmreg in Stata 15.1 on my Mac, without using version control, and it functioned without the error documented in post #1.

I withdraw my suggestion of using version control made in post #4, and I no longer feel that the Stata 15 as such is at the root of the problem, although perhaps there was a problem that was later resolved in a Stata update.

Perhaps using the update command to bring your Stata 15 to the latest version, if you have not already done so, may resolve the problem.

. about

Stata/SE 15.1 for Mac (64-bit Intel)
Revision 17 Dec 2018

[Anita Mendi]

Hi all,

I ran the same code as discussed in this thread above , provided by Cameron, Gelbach and Miller (2006).

Hi,

I'm relatively new to stata, and cant seem to get around this error message. I am trying to carry out a reg with two-way clustering, by using the ado file provided by Cameron, Gelbach and Miller (2006).

Website: http://cameron.econ.ucdavis.edu/research/papers.html

The ado file is called "cgmreg.ado".

I have tried to run the test code provided by the authors to see how it works, before I try it on my data. The test code:

#delimit
clear

/* generate data */

set obs 100
gen x = invnorm(uniform())
gen y = 2 * x + invnorm(uniform())
gen clu_id_1 = floor((_n-1) / 10) + 1
gen clu_id_2 = _n - ((clu_id_1-1) * 10)

/* estimate model */

cgmreg y x , cluster(clu_id_1 clu_id_2)

But every time I run the test I am getting this error message.
Any help would be appreciated. Thanks

However, when I ran the regression, I got the error message-

cgmreg y x, cluster(clu_id_1 clu_id_2)
option / required
r(198);


Kindly help.