Code:
ivreg2 dep_var (endogenous_var= i.year#i.dummyb) male ismarried wasmarried age age2 black asian hispanic lths hsdegree somecollege i.year i.county $SCONTROL , gmm2s robust cluster(county) partial(i.county)
When I'm keeping the IV as i.year#c.dummyb then the regression runs and gives me Hansen J statistics. But when I'm using this as IV i.year#i.dummyb then I receive the following error despite keeping everything else the same.
Code:
Error: estimated covariance matrix of moment conditions not of full rank, and optimal GMM weighting matrix not unique. Possible causes: singleton dummy variable (dummy with one 1 and N-1 0s or vice versa) partial option may address problem. r(506); end of do-file r(506);
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