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st: Re: 3SLS & Fixed effects


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: 3SLS & Fixed effects
Date   Mon, 21 Apr 2003 21:31:04 -0500

----- Original Message -----
From: "Maureen Paul" <M.Paul@warwick.ac.uk>
To: <statalist@hsphsun2.harvard.edu>
Sent: Saturday, April 19, 2003 3:59 PM
Subject: st: 3SLS & Fixed effects


> Hi
>
> I am hoping someone can help me. I would like to perform 3SLS on panel
> data. I wish to obtain fixed effects estimates. The Reg3 command in
> Stata does not appear to allow this. Can anyone give me pointers?


Could you not use dummy variables (assuming the total number of variables is
less than 11,000 for SE, or 800 for intercooled)?

Another possibility would be to first difference the data to eliminate the
fixed effects.

Scott


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