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st: RE: xtreg fe and matrix inversion error


From   "Scott Imberman" <Imberman@econ.bsos.umd.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: xtreg fe and matrix inversion error
Date   Wed, 19 Apr 2006 17:26:03 -0400

thanks.  it turned out the problem was stata was not automatically
dropping linearly dependent variables, so a few simple adjustments
solved the problem.

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

3105 Tydings Hall
College Park, MD 20742
Voice: (301) 405-3493
Fax: (301) 405-3542

imberman@econ.umd.edu


>>> M.E.Schaffer@hw.ac.uk 4/19/2006 12:23:26 PM >>>
Scott, 

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> Scott Imberman
> Sent: 19 April 2006 17:04
> To: statalist@hsphsun2.harvard.edu 
> Subject: st: xtreg fe and matrix inversion error
> 
> 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.

Do you get the error if you use robust but not cluster?

The main candidates for the error are either too many clusters (more
clusters than regressors), or a singleton dummy, i.e., a dummy that =1
for one observation only.  The latter would cause problems with or
without cluster.

--Mark
 
> I would greatly appreciate if someone may be able to guide me 
> to what i'm doing wrong.  Thank you.
> 
> Scott
> 
> -------------------------------------------------------------------
> Scott Andrew Imberman
> Ph.D. Candidate in Economics
> University of Maryland
> 
> 3105 Tydings Hall
> College Park, MD 20742
> Voice: (301) 405-3493
> Fax: (301) 405-3542
> 
> imberman@econ.umd.edu 
> 
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