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  • ivprobit regression with high level fixed effects

    Hi,
    I am running ivprobit regression at the 10-digit product level with less than a million observations on my dataset. I am using 4-digit product fixed effects by list and clustering at 6-digit product level. However, after running the command, the moment the regression is trying to fit the model, I am getting the following error.


    I am trying to resolve this issue from a long time, but to no avail. I have set emptycells drop, but it leads to crashing the Stata SE application. Is there any other way to get the estimates from the regression. I will appreciate any help in this regard. Thank you!

    Kind Regard,
    Preety
    Click image for larger version

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