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st: error message returned after -ivregress 2sls


From   "Shi, Shishan (MU-Student)" <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: error message returned after -ivregress 2sls
Date   Mon, 31 Dec 2012 00:43:41 +0000

Hi Stata users, 
I think someone had the same problem as I do, but I didn't find the answer to that question, so I posted mine again. 
I am trying to run a 2SLS with fixed effect, and clustering at the cl.var level. 

My codes are
 ivregress 2sls depvar indepvar dummy1-dummy1363 (endogenous.var = IV), vce(cl cl.var) 

dummy1-dummy1363 are dummy variables I created for running fixed effect. 
xtivreg doesn't allow clustering so I have to use the dummy variable approach to do the fixed effect. 

I got the following error message:       

_rmcoll2list_wrk():  3301  subscript invalid                
  <istmt>:     -  function returned error r(3301); 

If I run the same codes without the dummy variables, I got no error message. Can someone help me with this? 

Thanks, 
Sybil 

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