RE: st: RE: xtivreg vs. xtivreg2

["Lachenbruch, Peter" <Peter.Lachenbruch@oregonstate.edu>]

you have been asked to use your full real name.  what part of that is so difficult?  Small  wonder you may have problems with stata if you can't follow a simple request!

Peter A. Lachenbruch,
Professor (retired)
________________________________________
From: owner-statalist@hsphsun2.harvard.edu [owner-statalist@hsphsun2.harvard.edu] on behalf of Sportökonomie [sportoekonomie@gmx.de]
Sent: Thursday, November 14, 2013 10:21 AM
To: statalist@hsphsun2.harvard.edu; M.E.Schaffer@hw.ac.uk
Subject: Re: st: RE: xtivreg vs. xtivreg2

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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