[Limdep Nlogit List] Fixed Effects Probit group size error

[Ohalloran, Patrick]

Hello,

I am attempting to fit a fixed effects probit model and I keep receiving the following message:

Error   678: group size for indiv.  1235=    31 is too large.

 

I've created the NEWIND as per LIMDEP manual section R6.5.3:

SORT;Lhs=IDCODE;Rhs=UNION,TENURE,EXPER,NONWHITE,FEMALE,AGE,ASVABSCR,EDUCATON,SMALFIRM,MEDFIRM,LGESTFRM,SHIFTWRK,OFFSHIFT,PROF,MANAGER,SALES,CLERIC,CRAFT,OPERAT,TRNSOPER,LABORER,SERVICE,PVTHOUS,CONSTRT,MFG,TRANPOR,WHOLESA,FINANCE,BUSINES,PERSERV,ENTERTN,PROFSRV,PUBADMN,HRSWORK,NUMJOBS,MARRIED,YOUNGKID,YR_1988,YR_1989,YR_1990,YR_1996,YR_1998,ONE$

CREATE; newind = Ndx(IDCODE,0)$

Consequently, my data is organized as follows:

IDCODE         YEAR  PRP     NEWIND

2                      1988    0          1

2                      1989    0          1

2                      1990    0          1

4                      1988    0          2

4                      1989    1          2

4                      1990    0          2

4                      1996    0          2

4                      1998    0          2

5                      1988    0          3

5                      1989    0          3

6                      1988    0          4

6                      1989    0          4

6                      1990    0          4

7                      1996    0          5

7                      1998    1          5

7                      2000    0          5

8                      1988    0          6

8                      1989    0          6

8                      1990    0          6

8                      1996    0          6

8                      1998    0          6

9                      1988    0          7

9                      1989    0          7

9                      1990    0          7

9                      1996    0          7

10                    1988    0          8

10                    1990    1          8

... all up to 

12,686             2000    1          8,551               

 

Here is the command line:

--> PROBIT;Lhs=PRP;Rhs=UNION,TENURE,EXPER,NONWHITE,AGE,ASVABSCR,EDUCATON,SMALFIRM,MEDFIRM,LGESTFRM,SHIFTWRK,OFFSHIFT,PROF,MANAGER,SALES,CLERIC,CRAFT,OPERAT,TRNSOPER,LABORER,SERVICE,PVTHOUS,CONSTRT,MFG

,TRANPOR,WHOLESA,FINANCE,BUSINES,PERSERV,ENTERTN,PROFSRV,PUBADMN,HRSWORK,NUMJOBS,MARRIED,YOUNGKID,YR_1988,YR_1989,YR_1990,YR_1996,YR_1998,ONE

;Pds=newind ;FixedEffects ;MARGIN$

 
If I'm understanding the LIMDEP manual correctly (see R6.5.2 - R6.5.3), I do have this set up correctly. 
 
It does run when I code this as:
--> CREATE

;newind2=NDX(IDCODE,1)$

Which results in:

IDCODE         YEAR  PRP     NEWIND2

2                      1988    0          1

2                      1989    0          2

2                      1990    0          3

4                      1988    0          1

4                      1989    1          2

4                      1990    0          3

4                      1996    0          4

4                      1998    0          5

5                      1988    0          1

5                      1989    0          2

6                      1988    0          1

6                      1989    0          2

6                      1990    0          3

7                      1996    0          1

7                      1998    1          2

7                      2000    0          3

8                      1988    0          1

8                      1989    0          2

8                      1990    0          3

8                      1996    0          4

8                      1998    0          5

...

 

Although is runs smoothly (no error messages) I don't think this is correct because it is grouping by year and not IDCODE.

Any assistance from those with more experience with fixed effects models?
 
Sincerely,
Patrick
 
 
Patrick L. O'Halloran
Assistant Professor
Department of Economics and Finance
School of Business Administration
Monmouth University
400 Cedar Avenue
West Long Branch, NJ 07764
pohallor at monmouth.edu
732.571.7530 - Telephone
732.263.5128 - Fax