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st: missing std errors---xtivreg2

From   Abhimanyu Arora <>
Subject   st: missing std errors---xtivreg2
Date   Fri, 8 Jun 2012 14:35:28 +0200

Dear statalist
I am estimating a panel-fixed effects model with two-way clustering
with one endogenous variable making use of Schaffer et al's -xtivreg2-

. which xtivreg2
*! xtivreg2 1.0.13 28Aug2011
*! author mes

May I request you to shed some light on a couple of issues.

I am getting missing standard error for one included instrument. It is
a binary variable.
I get the following warning in my output indicating that this variable
is problematic.

Warning: estimated covariance matrix of moment conditions not of full rank.
         model tests should be interpreted with caution.
Possible causes:
         number of clusters insufficient to calculate robust covariance matrix
         singleton dummy variable (dummy with one 1 and N-1 0s or vice versa)
partial option may address problem.

However, since I would have liked to see the significance of the
coefficient of this variable, is there a way to address this problem
(inability to infer) without -partial-? I guess one might have to drop
observations...but is it so?

Another thing I need to clarify is that in this case while for weak
identification test using the KP rk Wald F statistic (=AP F) rejects
the null, I am not sure about the underidentification test---the first
stage reports Kleibergen-Paap rk LM statistic as well as AP chi-sq and
these two are meaning different conclusions for the null. For the
cluster-robust case which among the two is preferred, perhaps I might
have read too fast in the help file so as to miss it, so seek your
thoughts/references on this.

I could share the results if you ask.

With best wishes
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