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re: st: Mata run-time error r(3351); when running xtivreg2 with 2 way cluster
From
Kit Baum <[email protected]>
To
[email protected]
Subject
re: st: Mata run-time error r(3351); when running xtivreg2 with 2 way cluster
Date
Fri, 12 Mar 2010 14:16:09 -0500
<>
If you literally typed
xtivreg2 y ( x1 x2 = z1 z2 z3) z4*dummy dummy, fe i( firm) cluster( firm time)
it is probably barfing on the * in the command, which for some reason is not getting parsed out before being passed to Mata.
You can't do algebra in an estimation command!
But that should give a "variable z4*dummy not found" error...
Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
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