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Hello,

I am trying to make use of the .ado developed in this topic http://www.cmm.bris.ac.uk/forum/viewtop ... 752&p=1787 , but I have found a problem: My instruments have missing values, so Stata gives me the following error: "estimates repost: matrix has missing values". I was wondering if this is a problem of the .ado or this macro does not work in MLwiN with instrumental variables with missings.

Thanks.

As far as I recall there is no special handling of missing values in the .ado file. MLwiN will ignore any rows containing missing values that are sent to it, however the matrix manipulations in the Stata side will be performed using Stata's standard functions. If you listwise delete any variables used in the model prior to calling the command then it should be able to run without generating errors.

Thanks, that solved my problem.