�Hi,
Thanks for your answer.
Here is the command and full output
ivreg2 gdppercapita gf01 gf02 gf03 gf04 gf06 gf07 gf08 gf09
pop_growth pcf_gdp open_gdp, bw(3)
OLS estimation
--------------
Statistics robust to autocorrelation
kernel=Bartlett; bandwidth=3
time variable (t): year
group variable (i): country
Number of obs = 160
F( 10, 148) = 4.73
Prob > F = 0.0000
Total (centered) SS = .0162916741 Centered R2 = 0.3544
Total (uncentered) SS = .0325255579 Uncentered R2 = 0.6766
Residual SS = .0105180737 Root MSE = .008108
------------------------------------------------------------------------------
gdppercapita | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
gf01 | -.0249915 .0277144 -0.90 0.367 -.0793107 .0293277
gf02 | -.0023474 .0512142 -0.05 0.963 -.1027254 .0980306
gf03 | -.078311 .1183651 -0.66 0.508 -.3103024 .1536804
gf04 | .0471739 .0290038 1.63 0.104 -.0096725 .1040204
gf06 | -.098279 .1621696 -0.61 0.544 -.4161257 .2195676
gf07 | .0574737 .0588587 0.98 0.329 -.0578872 .1728347
gf08 | -.8107974 .313337 -2.59 0.010 -1.424927 -.1966681
gf09 | .0226967 .0676714 0.34 0.737 -.1099369 .1553303
pop_growth | -.6812363 .261366 -2.61 0.009 -1.193504 -.1689683
pcf_gdp | .0015044 .0028084 0.54 0.592 -.004 .0070089
open_gdp | .016625 .0039201 4.24 0.000 .0089417 .0243083
_cons | .0099011 .0121729 0.81 0.416 -.0139573 .0337594
------------------------------------------------------------------------------
Error: estimated covariance matrix of moment conditions not of full rank;
overidentification statistic not reported, and standard errors and
model tests should be interpreted with caution.
Possible causes:
covariance matrix of moment conditions not positive definite
covariance matrix uses too many lags
singleton dummy variable (dummy with one 1 and N-1 0s or vice versa)
fwl option may address problem.
------------------------------------------------------------------------------
Included instruments: gf01 gf02 gf03 gf04 gf06 gf07 gf08 gf09 pop_growth pcf_gdp
open_gdp
------------------------------------------------------------------------------
I'm not sure about the number of bw. Could you please suggest me about this?
Regards,
A. Sura
On 4/21/07, Kit Baum <[email protected]> wrote:
Without seeing the ivreg2 command that you gave, and the full output,
there is no way of knowing why that warning was triggered. Please
read and heed the Statalist FAQ regarding problem reporting.
Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html
On Apr 21, 2007, at 2:33 AM, Keynes wrote:
> I got an error message after I use ivreg2;
>
> Error: estimated covariance matrix of moment conditions not of full
> rank;
> overidentification statistic not reported, and standard
> errors and
> model tests should be interpreted with caution.
> Possible causes:
> covariance matrix of moment conditions not positive definite
> covariance matrix uses too many lags
> singleton dummy variable (dummy with one 1 and N-1 0s or
> vice versa)
> fwl option may address problem.
>
> What's the meaning of this error message? Is there another way to test
> for autocorrelation?
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