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st: Error in ivreg2 and ivregress
From
B Villena <[email protected]>
To
Statalist <[email protected]>
Subject
st: Error in ivreg2 and ivregress
Date
Fri, 22 Jul 2011 17:42:18 -0400
Hello,
I'm trying to estimate a series of linear IV model by LIML using the user-written command ivreg2.
> ivreg2 y x1 x2 x3 (y1 y2 = z1 z2 z3 z4) if sample==1, liml first savefirst
I obtain the following error message
(** On entry to DSTEIN parameter 6 had an illegal value)
_symeigen_la(): 3930 error in LAPACK routine
_symeigen_work(): - function returned error
_symeigensystem(): - function returned error
symeigensystem(): - function returned error
rkstat(): - function returned error
<istmt>: - function returned error
r(3930);
As far as I know, it seems that LAPACK cannot compute eigenvalues needed to obtain LIML estimator
I have tried using Stata 11 command ivregress.
> ivregress liml y x1 x2 x3 (y1 y2 = z1 z2 z3 z4) if sample==1, first
It does not work, either
I get the following error message
estimates post: matrix has missing values
r(504);
r(504);
In both cases there is a repeated instrument on the exogenous instruments list, i.e. z2=z3 in the above example
However, this does not seem to be the problem since I have made some similar estimations with some repeated
instruments and both commands seem to deal with this issue very well in other cases.
Has anyone experienced a similar problem? Is there any way to circumvent this problem?
Is it possible that this problem is related to an unfortunate data configuration?
Best regards,
Benjamin
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