Re: st: RE: xtivreg vs. xtivreg2

[Sportökonomie <sportoekonomie@gmx.de>]

Dear Mark,

Thanks for your reply. This is the command I typed into Stata:

xtivreg2 depvar varlist_1 (var1 var2 = iv ivdum2-ivdum8), fe

...and this is the error message I incurred:

"Warning - singleton groups detected. 1 observation(s) not used.
equation not identified; must have at least as many instruments not in
the regression as there are instrumented variables
r(481);"

I am using Stata/IC 13.1 for Windows (32-bit), and according to -ado 
dir- all commands including -xtivreg2- are up to date.

Can you help?

Thanks,
Marc

Am 13.11.2013 15:06, schrieb Schaffer, Mark E:
> 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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