xtcsd,pes出现unknown function *sqrt()

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1. - version 6
   
2. - syntax, [PESaran FREes FRIedman SHOW ABS]
   
3. - preserve
   
4. - if "`e(cmd)'"!="xtreg" {
   
5. = if "xtreg"!="xtreg" {
   
6. di in red "last estimates not xtreg"
   
7. exit 301
   
8. }
   
9. - if "`e(model)'" !="fe" & "`e(model)'" !="re" {
   
10. = if "fe" !="fe" & "fe" !="re" {
    
11. error 301
    
12. }
    
13. - if "`pesaran'"=="" & "`frees'"=="" & "`friedman'"=="" {
    
14. = if "pesaran"=="" & ""=="" & ""=="" {
    
15. di in red "Method option not specified"
    
16. exit
    
17. }
    
18. - if ("`pesaran'"~="" & ("`frees'"~=""  "`friedman'"~=""))  ("`frees'"~="" & "`friedman'"~="")        {
    
19. = if ("pesaran"~="" & (""~=""  ""~=""))  (""~="" & ""~="") {
    
20. di in red "Too many method options specified"
    
21. exit
    
22. }
    
23. - qui tsset
    
24. - local id "`r(panelvar)'"
    
25. = local id "new_company"
    
26. - local time "`r(timevar)'"
    
27. = local time "year"
    
28. - qui predict double __e if e(sample), e
    
29. - qui drop if e(sample)==0
    
30. - local ng "`e(N_g)'"
    
31. = local ng "6"
    
32. - local tb "`e(g_min)'"
    
33. = local tb "533"
    
34. - tempvar id2
    
35. - qui egen `id2' = group(`id') `if' `in'
    
36. = qui egen __000001 = group(new_company)  
    
37. - qui sum `id2'
    
38. = qui sum __000001
    
39. - local Mcsunit = r(max)
    
40. - if `Mcsunit'/3000 > 1 {
    
41. = if 1276/3000 > 1 {
    
42. tempvar base
    
43. qui save `base', replace
    
44. local runs = int(`Mcsunit'/3000) + 1
    
45. forvalues r=1/`runs' {
    
46. clear
    
47. qui use `base'
    
48. qui keep if `id2'>=3000*(`r'-1) & `id2'<=3000*`r'
    
49. qui keep __e `id2' `time'
    
50. qui reshape wide __e, i(`time') j(`id2')
    
51. if `r'==1 {
    
52. tempvar base2
    
53. sort `time'
    
54. qui save `base2', replace
    
55. }
    
56. else {
    
57. sort `time'
    
58. tempvar using`r'
    
59. qui save `using`r'', replace
    
60. qui use `base2'
    
61. qui merge `time' using `using`r''
    
62. qui save `base2', replace
    
63. }
    
64. }
    
65. }
    
66. - else {
    
67. - qui keep __e `id2' `time'
    
68. = qui keep __e __000001 year
    
69. - qui reshape wide __e, i(`time') j(`id2')
    
70. = qui reshape wide __e, i(year) j(__000001)
    
71. - }
    
72. - if "`frees'" != ""  "`friedman'" != "" {
    
73. = if "" != ""  "" != "" {
    
74. forvalues c = 1/`Mcsunit' {
    
75. qui drop if __e`c'==.
    
76. }
    
77. qui count
    
78. if r(N)<=3 {
    
79. di " "
    
80. di in red "There are not enough common observations to perform Frees or Friedmand tests"
    
81. exit
    
82. }
    
83. else {
    
84. local minT = _N
    
85. }
    
86. }
    
87. - local npanel = r(N)
    
88. - qui query memory
    
89. - if `npanel' > r(matsize) {
    
90. = if 6 > r(matsize) {
    
91. di in r _n "Error: inadequate matsize; must be at least `npanel'"
    
92. error 908
    
93. }
    
94. - tempname COR E F ABS
    
95. - mat `E' = J(`ng',`ng',1)
    
96. = mat __000003 = J(6,6,1)
    
97. - if "`friedman'" !="" {
    
98. = if "" !="" {
    
99. mat `F' = J(`ng',`ng',1)
    
100. }
     
101. - if "`abs'" !="" {
     
102. = if "" !="" {
     
103. mat `ABS' = J(`ng',`ng',1)
     
104. }
     
105. - if "`show'" !="" {
     
106. = if "" !="" {
     
107. mat `COR' = J(`ng',`ng',1)
     
108. }
     
109. - forvalues i = 1/`Mcsunit' {
     
110. = forvalues i = 1/1276 {
     
111. - forvalues i = 1/`Mcsunit' {
     
112. - forvalues j = 1/`Mcsunit' {
     
113. = forvalues j = 1/1276 {
     
114. - forvalues j = 1/`Mcsunit' {
     
115. - if "`frees'"=="" & "`friedman'"==""  "`pesaran'"!="" {
     
116. = if ""=="" & ""==""  "pesaran"!="" {
     
117. - qui cap corr __e`i' __e`j'
     
118. = qui cap corr __e1 __e1
     
119. - if _rc==2000  `r(N)'==2 {
     
120. = if _rc==2000  6==2 {
     
121. di " "
     
122. di in red "Error: The panel is highly unbalanced."
     
123. di in red "Not enough common observations across panel to perform Pesaran's test."
     
124. error 2001
     
125. }
     
126. - mat `E'[`i',`j'] = `r(rho)'*sqrt(`r(N)')
     
127. = mat __000003[1,1] = .9999999999999999*sqrt(6)
     
128. - if "`abs'" != "" {
     
129. = if "" != "" {
     
130. mat `ABS'[`i',`j'] = abs(`r(rho)')
     
131. }
     
132. - if "`show'" != "" {
     
133. = if "" != "" {
     
134. mat `COR'[`i',`j'] = `r(rho)'
     
135. }
     
136. - }
     
137. - else {
     
138. qui spearman __e`i' __e`j'
     
139. mat `E'[`i',`j'] = (`r(rho)')^2
     
140. if "`friedman'" != "" {
     
141. mat `F'[`i',`j'] = `r(rho)'
     
142. }
     
143. if "`show'" !=""  "`abs'"!="" {
     
144. qui corr __e`i' __e`j'
     
145. if "`abs'" != "" {
     
146. mat `ABS'[`i',`j'] = abs(`r(rho)')
     
147. }
     
148. if "`show'" != "" {
     
149. mat `COR'[`i',`j'] = `r(rho)'
     
150. }
     
151. }
     
152. }
     
153. - }
     
154. - if "`frees'"=="" & "`friedman'"==""  "`pesaran'"!="" {
     
155. = if ""=="" & ""==""  "pesaran"!="" {
     
156. - qui cap corr __e`i' __e`j'
     
157. = qui cap corr __e1 __e2
     
158. - if _rc==2000  `r(N)'==2 {
     
159. = if _rc==2000  6==2 {
     
160. di " "
     
161. di in red "Error: The panel is highly unbalanced."
     
162. di in red "Not enough common observations across panel to perform Pesaran's test."
     
163. error 2001
     
164. }
     
165. - mat `E'[`i',`j'] = `r(rho)'*sqrt(`r(N)')
     
166. = mat __000003[1,2] = .3532654985666145*sqrt(6)
     
167. - if "`abs'" != "" {
     
168. = if "" != "" {
     
169. mat `ABS'[`i',`j'] = abs(`r(rho)')
     
170. }
     
171. - if "`show'" != "" {
     
172. = if "" != "" {
     
173. mat `COR'[`i',`j'] = `r(rho)'
     
174. }
     
175. - }
     
176. - else {
     
177. qui spearman __e`i' __e`j'
     
178. mat `E'[`i',`j'] = (`r(rho)')^2
     
179. if "`friedman'" != "" {
     
180. mat `F'[`i',`j'] = `r(rho)'
     
181. }
     
182. if "`show'" !=""  "`abs'"!="" {
     
183. qui corr __e`i' __e`j'
     
184. if "`abs'" != "" {
     
185. mat `ABS'[`i',`j'] = abs(`r(rho)')
     
186. }
     
187. if "`show'" != "" {
     
188. mat `COR'[`i',`j'] = `r(rho)'
     
189. }
     
190. }
     
191. }
     
192. - }
     
193. - if "`frees'"=="" & "`friedman'"==""  "`pesaran'"!="" {
     
194. = if ""=="" & ""==""  "pesaran"!="" {
     
195. - qui cap corr __e`i' __e`j'
     
196. = qui cap corr __e1 __e3
     
197. - if _rc==2000  `r(N)'==2 {
     
198. = if _rc==2000  0==2 {
     
199. di " "
     
200. di in red "Error: The panel is highly unbalanced."
     
201. di in red "Not enough common observations across panel to perform Pesaran's test."
     
202. error 2001
     
203. }
     
204. - mat `E'[`i',`j'] = `r(rho)'*sqrt(`r(N)')
     
205. = mat __000003[1,3] = *sqrt(0)
     
206. unknown function *sqrt()
     
207. if "`abs'" != "" {
     
208. mat `ABS'[`i',`j'] = abs(`r(rho)')
     
209. }
     
210. if "`show'" != "" {
     
211. mat `COR'[`i',`j'] = `r(rho)'
     
212. }
     
213. }
     
214. else {
     
215. qui spearman __e`i' __e`j'
     
216. mat `E'[`i',`j'] = (`r(rho)')^2
     
217. if "`friedman'" != "" {
     
218. mat `F'[`i',`j'] = `r(rho)'
     
219. }
     
220. if "`show'" !=""  "`abs'"!="" {
     
221. qui corr __e`i' __e`j'
     
222. if "`abs'" != "" {
     
223. mat `ABS'[`i',`j'] = abs(`r(rho)')
     
224. }
     
225. if "`show'" != "" {
     
226. mat `COR'[`i',`j'] = `r(rho)'
     
227. }
     
228. }
     
229. }
     
230. }
     
231. }

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请问是我的数据出了什么问题呢？非常感谢！

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关键词：function UNKNOWN xtcsd Known Know