st: Ivreg2 & -bw- option

[Cordula Stolberg <cs32@sussex.ac.uk>]

Dear Statalisters,

I have some problems with the -bw(#)- option in -ivreg2-. I have an 
unbalanced (fixed effects) model and I suspect one variable to be 
endogenous. I used -ivreg2- and then found autocorrelation. When I tried to 
correct for that with the -bw- option, I always got the error message

"estimated variance-covariance matrix not positive definite"

Is that because I have missing observations in my panel? Any suggestions 
would be appreciated.

Thanks,
Cordula


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