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
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.