Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Ivreg2 & -bw- option


From   Cordula Stolberg <cs32@sussex.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: Ivreg2 & -bw- option
Date   Wed, 18 Aug 2004 19:15:18 +0100

Dear Statalisters,

I have some problems with the -bw(#)- option in -ivreg2-. I have an unbalanced (fixed effects) model and I suspect one variable to be endogenous. I used -ivreg2- and then found autocorrelation. When I tried to correct for that with the -bw- option, I always got the error message

"estimated variance-covariance matrix not positive definite"

Is that because I have missing observations in my panel? Any suggestions would be appreciated.

Thanks,
Cordula


*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/




© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index