st: RE: xtivreg vs. xtivreg2

["Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>]

Marc,

Can you show us the actual output?  Also, as per the Statalist FAQ, please tell us what versions of Stata, xtivreg2, etc. that you are using.

--Mark

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of Sportökonomie
> Sent: 13 November 2013 13:05
> To: statalist@hsphsun2.harvard.edu
> Subject: st: xtivreg vs. xtivreg2
> 
> Dear Statalist,
> 
> I am performing a fixed effects instrumental variable panel regression by using
> the following commands:
> 
> (1) xtivreg depvar varlist_1 (varlist_2 = varlist_iv), fe
> (2) xtivreg2 depvar varlist_1 (varlist_2 = varlist_iv), fe
> (3) xtivreg2 depvar varlist_1 (varlist_2 = varlist_iv), fe cluster(id)
> 
> For both -xtivreg2- commands I receive the response
> 
> "equation not identified; must have at least as many instruments not in the
> regression as there are instrumented variables"
> 
> However, I have specified everything analog to the -xtivreg- command. I tested
> myself how to make the xtivreg2 command work, and the only solution was to
> add the 2 instrumented variables also as independent variable, which I am sure
> is not the right way to do.
> 
> What does that mean, and how can I adjust the latter two commands to work?
> 
> Thanks,
> Marc Rohde
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