st: xtivreg with FE and state-year interactions

[Scott Cunningham <scunning@gmail.com>]

My data is individual level panel data.  Approximately 800  
individuals surveyed over 3 years.  I have data on 50 American  
states.  I have been estimating various models in which I control for  
state, year, state-year interaction and individual fixed effects.  I  
suspect one independent variable is endogeneous and am using 2SLS to  
instrument.  -xtivreg- works fine until I use the full model with  
year, state, year-state interactions and individual fixed effects.   
When I run this, with -xtivreg-, I get the following error:

. xi:xtivreg safesex srfm age age2 hgc hhd1 i.year i.fip i.year*i.fip  
(rp5 core=rp5iv coreiv), fe i(id) vce(boot)

i.year            _Iyear_1998-2002    (naturally coded; _Iyear_1998  
omitted)
i.fip             _Ifip_1-55          (naturally coded; _Ifip_1 omitted)
i.year*i.fip      _IyeaXfip_#_#       (coded as above)

(running xtivreg on estimation sample)
_Iyear_2000 present in model more than once
r(322);

Ordinarily, Stata drops dummies to deal with multi-collinearity  
created by the dummy trap problem, so I'm not sure what is happening  
here. Apologies if the answer's obvious.

scott
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