Wednesday, February 27, 2019

IVREG LIML yields zero cefficients and p-value=1.

I am using Stata to run "IVREG LIML" which is an IV with Limited Maximum Likelihood estimator. However, some of the coefficients are zeros with p-value equal 1. I wonder what causes this issue. I really appreciate it if anyone can help me with this problem.

Thank you!

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