fixed regressor and instrument sets different sizes

[drddtorres]

When I run my instrumental variables model using the ivmlwin macro I will get this upon first clicking 'start':

Fixed regressor and instrument sets were different sizes.
Instrument set and messages have been (re)initialised.
Check with command: PRINT 'FIXVARS' 'IVSET'

I click 'OK,' then click start again and the model runs. Is there something I should be correcting before proceeding? That is, does this message suggest a major problem that will affect my model run?

Thanks,
Diego

[ChrisCharlton]

If I understand the macro correctly the IVSET column that it creates has to have the same number of rows as there are fixed part parameters in the model. This message is telling you that this isn't the case for your model. When this happens the macro replaces the contents of IVSET with a row for each fixed part parameter, meaning that when you get this message none of the IV columns that you specified are being used.

[drddtorres]

I'm not sure I quite understand. When I pull up the command interface and input PRINT 'FIXVARS' 'IVSET' I get three additional columns, each with a drop down option. I change the column number above FIXVARS to the variable that I'm instrumenting for. The column number above IVSET is changed to the name of the instrument. Am I doing something wrong here?

Diego

[ChrisCharlton]

When you use the command PRINT 'FIXVARS' 'IVSET' it should just write the contents of these columns to the output window. To edit these you will instead have to do the following:

Data Manipulation->View or edit data
Click the "view" button
From the dropdown highlight FIXVARS and IVSET.
Click the "OK" button

The window will then display the contents of these columns and you can edit them directly.

[drddtorres]

Okay, I'm still not getting it. Are FIXVARS and IVSET merely generic names for what are my instrument and main variable being instrumented for? Because when I do what you suggest, the only thing I can view are obviously my own variables. Anyway, once I have the two variables in view, I am unsure what to do.

Also, shouldn't the lower part of the command interface window actually give me some output? All I ever get is an error, which is why I initially copy and pasted to the upper window. That at least gave me output for my command (albeit new columns bearing the names of the command). Confusing.

A little frustrated,
Diego

[ChrisCharlton]

FIXVARS and IVSET are new columns added to your data by the macros. The number in each row in FIXVARS corresponds to the column number of the corresponding variable in your model (for column numbers see the Data Manipulation->Names window). Initially the IVSET column is set to be the same as the FIXVARS column and you define your instrumental variables by modifying this column.

The lower part of the command interface is only used for entering commands and the upper part is where the command history is displayed. To see the actual output of command you need to click the "output" button at the top of the command interface window. MLwiN doesn't allow copy/pasting into the upper half of the command interface window, so I suspect that what has happened is that you have copied from the bottom half and then when you tried to paste MLwiN has interpreted the command line you copied as new columns in your data.

[drddtorres]

I see what I was doing wrong. I think I have it now. Thanks so much.
Diego