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st: a error message in the first stage regression in the ivreg
I got a error message and cannot figure out the reason. Could you
I am runing the following model:
Here, TZ=T*Z is the interaction term, T is the time dummy (=1 after
the policy change), and Z are the continuous endogenous treatments, X
are exogenous variables.
The command I use is: ivreg2 Y T X (TZ Z=W V TW TV)
I got an error message for the first stage regression:
Error: covariance matrix of moment conditions not of full rank;
test stats not reported and standard errors above may be
This should be caused by collinearity, because collinearity variables
have been automatically dropped by stata.
Thank you very much.
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