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FixedEffects / FixedEffectModels.jl

Fast Estimation of Linear Models with IV and High Dimensional Categorical Variables
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Bounds Error #169

Closed OGiesecke closed 2 years ago

OGiesecke commented 3 years ago

I am running into a BoundsError: attempt to access 15-element BitVector at index. Is this a known problem. If so, is there already a workaround?

OGiesecke commented 3 years ago

I think it happens when there are more instruments passed then eventually used in the estimation.

matthieugomez commented 3 years ago

could you share a reproductible example?

OGiesecke commented 3 years ago

I can't really share the concrete example here but my analysis has show that the problem occurs if you have a set of endogenous variables; some of them missing. You run into the bound error if you have a set of instruments that are populated also for those observations for which the endogenous variables are missing. I hope this is concrete enough.

matthieugomez commented 3 years ago

Could you report the full trace?