Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: xtivreg:how to instrument more than one endogenousvariable?


From   "Dev Vencappa" <lexdvv@nottingham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: xtivreg:how to instrument more than one endogenousvariable?
Date   Thu, 30 Sep 2004 00:14:05 +0100

>
Stata users, I apologise if that has been posted before and would really be grateful to be pointed to the relevant query on statalist for that. Does anybody know if more than one endogenous variable can be instrumented within xtivreg?

I have tried (in one single line):

xtivreg TFPGTL2 outpgrowth capintgrow factgrow (npintermediate npcapital npconsumer=l.npintermediate l.npcapital l.npconsumer) if origtariffcoding==1, fe

and I am getting the message:
no observations
r(2000);

I tried to break the command into two lines:

xtivreg TFPGTL2 outpgrowth capintgrow factgrow/*
*/(npintermediate npcapital npconsumer=l.npintermediate l.npcapital l.npconsumer) if origtariffcoding==1, fe

and am getting the message:

factgrow: operator invalid
r(198)

Also, if the above were to be made to work, I wonder if it would actually achieve what I want to do:
ie, instrument npintermediate with its first lag. Instrument npcapital with its first lag. Instrument npconsumer with its first lag. At the moment, the command looks to me as if the instruments will be used at random for the instrumented variables (or I may be wrong in understanding how stata works)

Any help in this greatly appreciated.

Many thanks
Dev




This message has been scanned but we cannot guarantee that it and any
attachments are free from viruses or other damaging content: you are
advised to perform your own checks.  Email communications with the
University of Nottingham may be monitored as permitted by UK legislation.


*
*   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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index