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st: How do I take out the individual effects from xtivreg?


From   signe@krogstrup.com
To   statalist@hsphsun2.harvard.edu
Subject   st: How do I take out the individual effects from xtivreg?
Date   Thu, 24 Mar 2005 20:35:04 +0100

Or in other words, how do I run an instrumentals variables panel regression
using xtivreg, but using an estimator without fixed or random effects (since
I am trying to estimate a specification with no individual effects)? Maybe I
should just perform normal 2SLS on the stacked data in this case using reg,
but I am not quite sure I would get the right standard errors in this case.
I would be grateful for any advise, thanks very much in advance.
S.

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