Dear All,
Have you come across issues when attempting to run the Ivreghdfe command in STATA? I am using the 15 version, and receive the following error message when running the following regression on a panel data set (the subscripts are only for clarification purposes):
ivreghdfe F.Y(it) ( X(it)xPost(t) = Z(i) ), absorb (i.Year) cluster(Clustervar)
Here F.Y is a forwarded dependent variable, X(it)xPost(t) is the interaction of the endogenous variable and an indicator variable for the treatment year. Z(i) is the cross-sectional instrument, and Clustervar is a cross-sectional cluster variable, with 59 observations in each year.
Error: "last estimates not found r(301)". There is no additional STATA output (The error also appears when using the contemporaneous value of Y instead of F.Y).
There are about 30,000 observations, and 6 years of data.
Any advise on how I can get this line to work would be much appreciated, since I have checked all available manuals to no avail.
Thank you,
Sam
Have you come across issues when attempting to run the Ivreghdfe command in STATA? I am using the 15 version, and receive the following error message when running the following regression on a panel data set (the subscripts are only for clarification purposes):
ivreghdfe F.Y(it) ( X(it)xPost(t) = Z(i) ), absorb (i.Year) cluster(Clustervar)
Here F.Y is a forwarded dependent variable, X(it)xPost(t) is the interaction of the endogenous variable and an indicator variable for the treatment year. Z(i) is the cross-sectional instrument, and Clustervar is a cross-sectional cluster variable, with 59 observations in each year.
Error: "last estimates not found r(301)". There is no additional STATA output (The error also appears when using the contemporaneous value of Y instead of F.Y).
There are about 30,000 observations, and 6 years of data.
Any advise on how I can get this line to work would be much appreciated, since I have checked all available manuals to no avail.
Thank you,
Sam
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