Announcement

Collapse
No announcement yet.
X
  • Filter
  • Time
  • Show
Clear All
new posts

  • problem with Ivreg2 result

    Dear All,
    After running my regression with ivreg2, in last portion of the result I saw error massage which contains the following:
    Warning: estimated covariance matrix of moment conditions not of full rank. overidentification statistics not reported, and standard errors and model tests should be interpreted with caution.
    Possible causes:
    number of clusters insufficient to calculate robust covariance matrix singleton dummy variable (dummy
    with one 1 and N-1 0s or vice versa)

    partial option may address problem.

    Please may you help me in way of solving the problem? Thank You in Advance.

  • #2
    You'll increase your chances of a useful answer by following the FAQ on asking questions - provide Stata code in code delimiters, readable Stata output, and sample data using dataex. We don't even know what model you ran or how big your sample size is or how many clusters you've set up for (what I assume are) clustered standard errors.
    The chances are that you've created a model that uses too many degrees of freedom. Whether this is a mess in the cluster statement or the model itself, I can't guess.

    Comment


    • #3
      Dear Phil,
      the model I am running is:
      ivreg2 logwelfare (InFC= wantdedd2) Fa NF HHSize ExParticip As Farm OwnNonAgri Sex ReadandWriting Shockaffected RoadAccess AvaWeeklyMKT IMR2 i.saq07, cluster(saq07) first

      the sample size is 2061 households
      the number of cluster are 10

      Comment


      • #4
        10 clusters are not enough. What are the clusters? How did you choose that level to cluster on?

        Comment


        • #5
          Dear Sir,
          The clusters are communities from which households are taken and the choose of community is based on households data availability.

          Comment

          Working...
          X