Quick question, is it true that in order to use fixed effect with ivregress or ivreg2, I can ONLY put dummy variables into my main equation?
Because I must use
Code:
 weakivtest
which is a postestimation command ONLY with either ivregress or ivreg2.
But I have more than 3k groups. Does that mean there is no way to put cross-section fixed effect with the two commands?
I have tried to modify
Code:
 set maxvar
and
Code:
 set matsize
, none of them worked.