Hi all ,
in my model the dependent variable is an Ordered variable and there is a regressor ( which a binary regressor) which is endogenous.

I tried to solve the endogeneity problem using the command -cmp- .
the model that I estimate is the following:
Code:
cmp (y = x1, x2, x3, x4, x5) (x1= z1 x2, x3, x4, x5), ind ($cmp_oprobit $ cmp_probit) cluster (id)
where:
y= ordered dependent variable , ( from 1 to 3)
x1 = endogenous dummy variable
z1= instrumental variable

STATA however gives me the following error message:
Warning: regressor matrix for _cmp_y1 equation appears ill-conditioned. (Condition number = 4612.0222.)
This might prevent convergence. If it does, and if you have not done so already, you may need to remove nearly
collinear regressors to achieve convergence. Or you may need to add a nrtolerance(#) or nonrtolerance option
to the command line.
See cmp tips.

outcome = x1 > 0 predicts data perfectly
no observations
r(2000);
I've read that I shouldn't worry about the "Warning" message because it is "a warning",
in fact what I am worried about is the second error message.

Could someone explain me what does mean
outcome = x1 > 0 predicts data perfectly
no observations
r(2000);
in a context of -cmp-


Thanks.