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st: ivqreg error code and additional variables


From   Katie Farrin <[email protected]>
To   [email protected]
Subject   st: ivqreg error code and additional variables
Date   Sun, 26 May 2013 12:49:02 -0400

I am attempting to run an instrumental variables quantile regression
model using the user-written program ivqreg.  I have the Stata Journal
article that describes the syntax and how the code operates, but I am
getting an odd error and no output.

When I run the following code:

. ivqreg ln_dietarydiversity  male married hh_bus_profits
tot_livestock_sales value_maize age_hh_head remittances other_income
(tobacco = dist_urban_center), robust

I get an error r(110) "dhat already defined."  I am not a programmer,
and have looked at the user-written program and see that dhat is the
variable the program generates for the first-stage regression results
(regressing the endogenous variable on the instrument).  These
estimates are stored and dhat is a new variable in my working data.
However, I cannot figure out what is going wrong in the programming
code to generate this error.  I have attempted to contact the author
of the code but have not gotten a response; it seems the code he used
did work as he generated results with it, so I'm at a loss as to why I
cannot successfully run it.

I have the full program but did not want to paste the whole thing on
this email - if it would help to solve my problem please let me know.
I'm hoping someone has done this type of regression before and can
direct me as to how I can proceed.

Best,
Katie
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