IVQREG - "Grid search" problem

[David Tranv]

Dear Statalist,
I am using IVQREG downloaded from faculty.chicagobooth.edu/christian.hansen/research/

*My code is:
global var x1 x2 x3 x4
ivqreg y $var dum_qr*(d=iv), q(0.25) r first

However, after showing the table of regression, there is an error r(503) when searching grid.

Grid search is in progress (200)
.................................................. 50
.................................................. 100
.................................................. 150
.................................................. 200
conformability error
r(503);

Someone have any idea about my problem?
You can find the link of my dataset here: https://www.dropbox.com/s/3lbmgyjzws...vqreg.dta?dl=0
Many thanks

[Phil Bromiley]

This is an internal problem with a user-written routine. While occasionally someone on the list will have an answer, unless they use this routine they often can't help you.

You don't have an obvious specification problem or the search would not have started. However, it looks like the error is appearing when the search stops due to the number of allowed interactions. What happens if you raise the allowed iterations a lot?

If my guess doesn't help, with user-written routines, you have two options - you can look into the details of the ado file to try to diagnose the problem or you can contact the author(s) and ask for their assistance.

[Tina Zorrilla]

Hello David

Could you solve the problem?
I am looking for a user-written routine for IV Quantile Regression

[Joao Santos Silva]

Dear Tina,

I am working on an alternative command to do IV QR, if you email me I'll be happy to send you the beta version for you to try.

Best wishes,

Joao