Tuesday, March 14, 2006

st:ivreg2 error message: number of clusters must be greater than number of instruments

Dear all

I am trying to estimate an IV model with a large number of exogenous interaction terms and one endogenous variable that I instrument. Using ivreg2 (for the additional output it offers) I get the above error message, however, using ivreg works fine.

Does anyone know what to do and whether I would be doing something wrong using the old ivreg command?

Your advice would be greatly appreciated.

With kind regards,

Albrecht Glitz

-- Echte DSL-Flatrate dauerhaft f�r 0,- Euro*! "Feel free" mit GMX DSL! http://www.gmx.net/de/go/dsl * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/


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