st: Re: to check the significance of the coefficient

[Kit Baum <baum@bc.edu>]

Without seeing the ivreg2 command that you gave, and the full output,  
there is no way of knowing why that warning was triggered. Please  
read and heed the Statalist FAQ regarding problem reporting.

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


On Apr 21, 2007, at 2:33 AM, Keynes wrote:


> I got an error message after I use ivreg2;
>
> Error: estimated covariance matrix of moment conditions not of full  
> rank;
>        overidentification statistic not reported, and standard  
> errors and
>        model tests should be interpreted with caution.
> Possible causes:
>        covariance matrix of moment conditions not positive definite
>        covariance matrix uses too many lags
>        singleton dummy variable (dummy with one 1 and N-1 0s or  
> vice versa)
> fwl option may address problem.
>
> What's the meaning of this error message? Is there another way to test
> for autocorrelation?
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