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st: A question about xtivreg


From   "bulent Koksal" <[email protected]>
To   [email protected]
Subject   st: A question about xtivreg
Date   Wed, 15 Dec 2004 21:27:26 +0000

A question about xtivreg

What is the difference between Fixed effect below and ec2sls
estimator? As I know EC2sls is used to estimate simulatenous equation
panel data models. So if I can use 1) and have endogoneous right hand
side variables, why do I need EC2sls? Thank you for any replies.

1)
Fixed-effects model

        xtivreg depvar [ varlist_1 ] (varlist_2 = varlist_iv) [if exp]
                [in range] , fe [ regress i(varname) small first level
(#) ]

and


2)
    GLS Random-effects model

        xtivreg depvar [ varlist_1 ] (varlist_2 = varlist_iv) [if exp]
                [in range] [, re ec2sls nosa regress i(varname) theta
small
                first level(#) ]


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