Hello,
I am using ivregress2 to run and export the results of first and second stage regressions. I have been running into this error when I add in the cluster standard error and try to run and export the results:
_iv_vce_wrk(): 3001 expected 21 arguments but received 20
<istmt>: - function returned error
I have tried simplifying down my data and trying this out with the auto database in STATA, but I still keep running into the same error as above. For example, I get the error when running this code:
sysuse auto
ivregress2 2sls mpg weight (length=displacement), cluster(foreign) first
I saw a similar thread discussing this exact issue (Help with command of cluster standard error in ivregress2 and export both stages results - Statalist) and a user commented that clustering with ivregress2 works with earlier versions of STATA. I have tried using an earlier version and have still received the same error.
I have researched this topic a lot but still haven't come to a working solution. How can I run and export first and second stage regressions with ivregress2 with a cluster standard error?
Thanks!
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