Rebecca,
Quoting Rebecca Wolfe <[email protected]>:
> i'm attempting to do a 2-level hierarchical regression in stata. at
> the
> moment i'm a bit stumped since it seems as though stata tests my
> model
> against the within error term rather than the between error term.
> i'm
> wondering how to determine the significance level for my level 2
> covariates?
>
> here's how i have set up the equation (i'm also a bit confused on
> how to
> set the endogenous variables, so i may be doing this part wrong).
>
> xtivreg options powdif equality blame (year ip = year ip), i(who)
> re
>
You've set up the endogenous variables wrongly. What goes before the = is
the list of endogenous regressors. What goes after the = is the list of
exlcuded instruments, i.e., exogenous variables that are not regressors
themselves, but are correlated with the endogenous regressors.
What you've done is say that year and ip are endogenous regressors but also
that they're excluded instruments, and Stata is probably complaining that
this doesn't make sense.
Precisely what your excluded instruments might be isn't clear from your
email. (This is always the headache we have with IV - finding instruments
that are exogenous, don't belong in the regression, and are correlated with
the endogenous variables, is often a tall order.)
Hope this helps.
--Mark
> options is my dv
> powdif, equality and blame are my predictors
> year and ip are covariates
> who is my subject identifier (i.e., within variable)
>
> any help would be greatly appreciated!!!
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3008
email: [email protected]
web: http://www.sml.hw.ac.uk/ecomes
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*
* For searches and help try:
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* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
