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st: xtivreg2


From   Daniel Simon <dhs29@cornell.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: xtivreg2
Date   Wed, 16 Nov 2005 13:51:56 -0500

Hi - when I run xtivreg2 and include fixed effects other than those captured with the fe option, I get the following message:
Error: covariance matrix of moment conditions not of full rank; overidentification statistic not reported, and standard errors and model tests should be interpreted with caution and may be meaningless
Possible causes: singleton dummy variable (dummy with 1 one and N-1 zeros or visa-versa)

the output then provides none of the overid/endog tests that I am interested in. Is there any way around this problem?

Specifically, I run the following model, where i.groupyr are the fixed effects. When I do not include i.groupyr, the program runs fine.

xi:xtivreg2 lncirc currentsite (=pubonecurrentsites2 pubcurrentsites2 pubcurrentsites2_sq pubonecurrentrivsites1 pubcurrentrivsites1 pubcurrentrivsites1_sq) pgcurrentsites1 pgcirc1 i.groupyr , fe i(mag1) ffirst cluster(mag1) orthog (currentsite)


Thanks for any help. Daniel


Daniel Simon
Assistant Professor
Department of Applied Economics and Management
Cornell University
(607) 255-1626
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