st: Error in ivreg2 and ivregress

[B Villena <benjaminvillena@hotmail.com>]

Hello,

I'm trying to estimate a series of linear IV model by LIML using the user-written command ivreg2.

 

> ivreg2 y x1 x2 x3 (y1 y2 = z1 z2 z3 z4) if sample==1, liml first savefirst

I obtain the following error message

 

(** On entry to DSTEIN parameter 6 had an illegal value)
          _symeigen_la():  3930  error in LAPACK routine
        _symeigen_work():     -  function returned error
       _symeigensystem():     -  function returned error
        symeigensystem():     -  function returned error
                rkstat():     -  function returned error
                 <istmt>:     -  function returned error
r(3930);


As far as I know, it seems that LAPACK cannot compute eigenvalues needed to obtain LIML estimator

 

I have tried using Stata 11 command ivregress. 

> ivregress liml y x1 x2 x3 (y1 y2 = z1 z2 z3 z4) if sample==1, first

 

It does not work, either

 

I get the following error message

 

estimates post: matrix has missing values
r(504);
r(504);

 

In both cases there is a repeated instrument on the exogenous instruments list, i.e. z2=z3 in the above example 

However, this does not seem to be the problem since I have made some similar estimations with some repeated

instruments and both commands seem to deal with this issue very well in other cases.

 

Has anyone experienced a similar problem? Is there any way to circumvent this problem?

Is it possible that this problem is related to an unfortunate data configuration?

 

Best regards,

 

Benjamin 		 	   		  
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