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Re: st: error while doing IV


From   Rafal Raciborski <rraciborski@stata.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: error while doing IV
Date   Tue, 28 Sep 2010 10:23:05 -0500

Arka Roy Chaudhuri <gabuisi@gmail.com> reports a problem with the -cluster()-
option in -ivregress-:

> I am having some problems in estimating a IV regression. It would be
> great if somebody could please help me with my problem.
>
> ivregress 2sls avggap (district_tariff_scaled
> =district_tariff_unscaled) time _Idistricti*
> [aweight=district_popn],cluster(districtid)
> (sum of wgt is   0.0000e+00)
> no observations
> r(2000);
>
> Surprisingly if I estimate the third equation without clustering over
> the districts Stata gives me results without any error. I tried using
> the vce option instead of the cluster option but I get the same error.

I suspect that 'districtid' is a string variable in which case -ivregress-
incorrectly marks out the estimation sample.  This behavior will be fixed
in the next Stata update.

--Rafal
rraciborski@stata.com
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