RE: st: RE: xtivreg vs. xtivreg2

["Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>]

Marc,

> -----Original Message-----
> From: Sportökonomie [mailto:sportoekonomie@gmx.de]
> Sent: 14 November 2013 18:22
> To: statalist@hsphsun2.harvard.edu; Schaffer, Mark E
> Subject: Re: st: RE: xtivreg vs. xtivreg2
> 
> Dear Mark,
> 
> Thanks for your reply. This is the command I typed into Stata:
> 
> xtivreg2 depvar varlist_1 (var1 var2 = iv ivdum2-ivdum8), fe

So dependent variable is called "depvar" etc?  OK...

My guess is that you have collinearities that are causing some of the instruments to be dropped.  -xtivreg2- is pretty good about checking for collinearities.

Try estimating with everything as a regressor and see if anything gets dropped because of collinearities:

	xtivreg2 depvar varlist_1 var1 var2 iv ivdum2-ivdum8, fe

or

	xtivreg2 depvar varlist_1 iv ivdum2-ivdum8, fe

--Mark

> ...and this is the error message I incurred:
> 
> "Warning - singleton groups detected. 1 observation(s) not used.
> equation not identified; must have at least as many instruments not in
> the regression as there are instrumented variables
> r(481);"
> 
> I am using Stata/IC 13.1 for Windows (32-bit), and according to -ado
> dir- all commands including -xtivreg2- are up to date.
> 
> Can you help?
> 
> Thanks,
> Marc
> 
> Am 13.11.2013 15:06, schrieb Schaffer, Mark E:
> > Marc,
> >
> > Can you show us the actual output?  Also, as per the Statalist FAQ, please
> tell us what versions of Stata, xtivreg2, etc. that you are using.
> >
> > --Mark
> >
> >> -----Original Message-----
> >> From:owner-statalist@hsphsun2.harvard.edu  [mailto:owner-
> >> statalist@hsphsun2.harvard.edu] On Behalf Of Sportökonomie
> >> Sent: 13 November 2013 13:05
> >> To:statalist@hsphsun2.harvard.edu
> >> Subject: st: xtivreg vs. xtivreg2
> >>
> >> Dear Statalist,
> >>
> >> I am performing a fixed effects instrumental variable panel regression by
> using
> >> the following commands:
> >>
> >> (1) xtivreg depvar varlist_1 (varlist_2 = varlist_iv), fe
> >> (2) xtivreg2 depvar varlist_1 (varlist_2 = varlist_iv), fe
> >> (3) xtivreg2 depvar varlist_1 (varlist_2 = varlist_iv), fe cluster(id)
> >>
> >> For both -xtivreg2- commands I receive the response
> >>
> >> "equation not identified; must have at least as many instruments not in
> the
> >> regression as there are instrumented variables"
> >>
> >> However, I have specified everything analog to the -xtivreg- command. I
> tested
> >> myself how to make the xtivreg2 command work, and the only solution
> was to
> >> add the 2 instrumented variables also as independent variable, which I am
> sure
> >> is not the right way to do.
> >>
> >> What does that mean, and how can I adjust the latter two commands to
> work?
> >>
> >> Thanks,
> >> Marc Rohde
> >> *
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----- 
Sunday Times Scottish University of the Year 2011-2013
Top in the UK for student experience
Fourth university in the UK and top in Scotland (National Student Survey 2012)


We invite research leaders and ambitious early career researchers to 
join us in leading and driving research in key inter-disciplinary themes. 
Please see www.hw.ac.uk/researchleaders for further information and how
to apply.

Heriot-Watt University is a Scottish charity
registered under charity number SC000278.


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