st: 3200 conformability error: XTIVREG2 versus XTIVREG

["Erasmo Giambona" <e.giambona@gmail.com>]

Dear Statalist,

I am running a regression model using XTIVREG2 with the the robust and
cluster options for a panel dataset of about 1650 firms (8,717
observations in total). The model includes more than 500 dummies
resulting from the interaction of year and industry dummies as
instruments for the first stage. Unfortunately, I get the following
error message:

                 order():  3200  conformability error
        _symeigen_work():     -  function returned error
       _symeigensystem():     -  function returned error
        symeigensystem():     -  function returned error
                rkstat():     -  function returned error
                 <istmt>:     -  function returned error
r(3200);

The model runs fine, if I use XTIVREG instead of XTIVREG2.

Does anyone have any hints on why this might be happening?

Thanks,

Erasmo Giambona
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/