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st: [XTIVREG2] Cause of Errors? IV or Cluster


From   "javanfish" <javanfish@tamu.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: [XTIVREG2] Cause of Errors? IV or Cluster
Date   Wed, 26 Aug 2009 08:50:06 -0500

I list again 'cause no one answer.

What am I supposed to do for this error?

xi: xtivreg2 y (x1 x2 x3 = iv1 iv2 iv3 iv4 iv5) i.time, fe small cluster(group)

i.time            _Itime_1-50     (naturally coded; _Itime_50 omitted)

Warning - singleton groups detected.  1 observation(s) not used.
         panelsetup_u():  3301  subscript invalid
             panelsetup():     -  function returned error
                    rkstat():     -  function returned error
                   <istmt>:     -  function returned error

I followed the prevous directions. But Still.
My stata is version 10 with 64-bit

Just in case, I experimented why it has the errors.

xi: xtivreg2 y (x1 x2 x3 = iv1 iv2 iv3 iv4 iv5) i.time, fe small --> no errors

xi: xtivreg2 y x1^ x2^ x3^ i.time, fe small cluster(group)  --> no errors

where X1^ indicates the instrumented value of x1 in the first stage.


I hope these experiments to help you to answer me.



Sungbok Lee


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