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Error message: estimates post: matrix has missing values


From   Robert L Ostergard <orobert@unr.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Error message: estimates post: matrix has missing values
Date   Mon, 15 Feb 2010 15:06:54 -0800

Hi,

I'm hoping somebody can help me with this problem.

I'm running a 2sls random effects panel model. Because there of the way data
are reported and the social phenomena involved, we have lags in the first
and second stage, such that the model looks like this

Y1(t-1) = a + b1Y2(t-2) + b2X1(t-2) + e
Y2 = a + b1Y1(t-1) + b2X1(t-1) + e

Because we think Y1 is weekly endogenous, we are not using the xtivreg
procedure in stata and are using the separate two stage format needed.

We are using the basic procedure spelled out in the Stata post for this:
http://www.stata.com/support/faqs/stat/ivreg.html .

However, when we get to the final step, ereturn post bmatrix Vmatrix,
noclear, we get the estimates post: matrix has missing values.

I have a basic understanding of matrix and the general rules, but the data
themselves contain no zeroes and there are no missing data. Is this being
caused by the panel design (we are using xtreg to estimate the equations).
The basic question is: how do I solve the problem so we can get the correct
standard errors? 

Any help is certainly appreciated.

Bob



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