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st: Ivreg2 & -bw- option

From   Cordula Stolberg <[email protected]>
To   [email protected]
Subject   st: Ivreg2 & -bw- option
Date   Wed, 18 Aug 2004 19:15:18 +0100

Dear Statalisters,

I have some problems with the -bw(#)- option in -ivreg2-. I have an unbalanced (fixed effects) model and I suspect one variable to be endogenous. I used -ivreg2- and then found autocorrelation. When I tried to correct for that with the -bw- option, I always got the error message

"estimated variance-covariance matrix not positive definite"

Is that because I have missing observations in my panel? Any suggestions would be appreciated.


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