HI please im using ivreg2 for 2SLS
this is the command i used
ivreg2 EQUITY FSIZE OP_CF SD_OCF TAX BM LEV MA DPP RPP PSIZE DR Gov_score Sustain_Perf Sust_Commit i.id i.year (CSO = Instrumental ) , first robust endog(CSO)
at the end of the result in Stata
Warning: estimated covariance matrix of moment conditions not of full rank.
overidentification statistic not reported, and standard errors and
model tests should be interpreted with caution.Possible causes:
singleton dummy variable (dummy with one 1 and N-1 0s or vice versa)
partial option may address problem.
Im not sure if there is a problem in my steps
this is the command i used
ivreg2 EQUITY FSIZE OP_CF SD_OCF TAX BM LEV MA DPP RPP PSIZE DR Gov_score Sustain_Perf Sust_Commit i.id i.year (CSO = Instrumental ) , first robust endog(CSO)
at the end of the result in Stata
Warning: estimated covariance matrix of moment conditions not of full rank.
overidentification statistic not reported, and standard errors and
model tests should be interpreted with caution.Possible causes:
singleton dummy variable (dummy with one 1 and N-1 0s or vice versa)
partial option may address problem.
Im not sure if there is a problem in my steps
