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st: ivreg2 error message: number of clusters must be greater than number of instruments


From   "Albrecht Glitz" <aglitz@gmx.de>
To   statalist@hsphsun2.harvard.edu
Subject   st: ivreg2 error message: number of clusters must be greater than number of instruments
Date   Tue, 14 Mar 2006 17:21:54 +0100 (MET)

Dear all

I am trying to estimate an IV model with a large number of exogenous
interaction terms and one endogenous variable that I instrument. Using
ivreg2 (for the additional output it offers) I get the above error message,
however, using ivreg works fine. 

Does anyone know what to do and whether I would be doing something wrong
using the old ivreg command?

Your advice would be greatly appreciated.

With kind regards, 

Albrecht Glitz

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