I tried to use the IV-LIML estimator on a super simple model that does not include any constant (both in regressors and instruments). However, when trying to do so, I get an error message, like "data error" (actually: "erreur de donnée" in the french version). It seems however possible to run the same model under 2SLS.

Is this on purpose? If not, maybe the code could be adjusted? I has probably something to do with the fact that the first M projection matrix becomes an identity under such circumstances?

Thanks!!

Matthieu