Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: RE: maxlags in ivreg and xtivreg


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: maxlags in ivreg and xtivreg
Date   Wed, 17 May 2006 20:46:54 +0100

David,

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> David Granlund
> Sent: 17 May 2006 13:21
> To: statalist@hsphsun2.harvard.edu
> Subject: st: maxlags in ivreg and xtivreg
> 
> Hi everyone,
> 
> Is wonder if there is some way to specify a varying number of 
> lags in ivreg, ivreg2, xtivreg or xtivreg2. More precisely, I 
> have three endogenous variables that I instrument whit their 
> lags and I would like to use all available lags, like one can 
> do in xtabond. Do someone know any way this can be done?

The only way to do this is to construct Arellano-Bond-like instruments
by hand.  It's do-able, I think, but a hassle, especially if you have to
deal with things like an unbalanced panel structure or missing values.
Good luck!

--Mark

> Thank you in advance for your help!
> 
> Regards,
> David Granlund
> 
> 
> *
> *   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/
> 
> 

*
*   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