Hi Statalist fellows. Please, could anyone help me?
I am trying to run a FE model with iv. My IVs are all dummies. I am trying to use ivreghdfe, but I get the message bellow and the weak identification tests come with missing value. "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:
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. "
Could anyone suggest me a command to sort this out, please?
Many thanks.
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