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st: Levels of instruments in fixed effects xtivreg


From   Katie Winder <klwinder@jhu.edu>
To   Statalist <statalist@hsphsun2.harvard.edu>
Subject   st: Levels of instruments in fixed effects xtivreg
Date   Wed, 08 Sep 2004 13:13:49 -0400

Dear Statalist,
I am estimating a wage equation with several endogenous regressors using
xtivreg, fe using instruments Z.  I would like to include levels of Z as
instruments as well as mean deviations of Z, but xtivreg, fe seems to
automatically difference the instruments along with the other variables.
Does anyone know of a way to trick Stata into including levels as well as
differences?

Thanks!

Regards,
Katie Winder
Johns Hopkins U.
Dept. of Economics

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