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st: xtreg fe and matrix inversion error


From   "Scott Imberman" <Imberman@econ.bsos.umd.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: xtreg fe and matrix inversion error
Date   Wed, 19 Apr 2006 12:03:35 -0400

Dear All,

  I am running some xtreg, fe estimates of the following form

   xi: xtreg depvar indepvars i.A*i.B, fe robust cluster(clustervar)

I keep on getting the following error

   matrix not positive definite
   r(506)

However, the error does not arrise if I do not use the robust command. 
I would greatly appreciate if someone may be able to guide me to what
i'm doing wrong.  Thank you.

Scott

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Scott Andrew Imberman
Ph.D. Candidate in Economics
University of Maryland

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imberman@econ.umd.edu

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