Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
re: Re: st: RE: ivregress with2sls and clustered standard errors
From
Christopher Baum <[email protected]>
To
"[email protected]" <[email protected]>
Subject
re: Re: st: RE: ivregress with2sls and clustered standard errors
Date
Sat, 26 Mar 2011 19:56:59 -0400
<>
Yes, I've tried that. I receive a different error message...
Warning: estimated covariance matrix of moment conditions not of full rank.
standard errors and model tests should be interpreted with caution.
Possible causes:
singleton dummy variable (dummy with one 1 and N-1 0s or vice versa)
partial option may address problem.
I am also wanting to include school fixed effects in my model as well as cluster by school. Could this be the problem?
I do not get the message above when I drop the school fixed effects.
You should be using Mark Schaffer's -xtivreg2- from SSC if you have school fixed effects.
Kit
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
*
* 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/