I have encountered some problems with -ivreg2- and I'm not quite sure what
I have done incorrectly. I have a fixed effects panel data model with one
endogenous variable. I have used -ivreg2- and added the fixed effects
manually (I hope that is ok to do so far). The normal -ivreg2- regression
worked fine, but then I tried different options, such as -small- or
-orthog(...)- and I always got the reply
"invalid -orthog-" or "invalid -small-"
basically indicating that I used an incorrect syntax. I have also checked
whether my Stata is fully updated and has all the options installed. Does
anyone know what my mistake is?