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re: st: Mata run-time error r(3351); when running xtivreg2 with 2 way cluster


From   Kit Baum <[email protected]>
To   [email protected]
Subject   re: st: Mata run-time error r(3351); when running xtivreg2 with 2 way cluster
Date   Fri, 12 Mar 2010 14:16:09 -0500

<>
If you literally typed

xtivreg2   y (  x1 x2 = z1 z2 z3) z4*dummy dummy, fe i( firm) cluster( firm time)

it is probably barfing on the * in the command, which for some reason is not getting parsed out before being passed to Mata.
You can't do algebra in an estimation command!

But that should give a "variable z4*dummy not found" error...

Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
                              An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
   An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html


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