[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
st: first stage of xtivreg2, fe
I would like ti ask you a question: does anyone of you knows what
kind of estimation is the first stage in xtivreg2, fe??
Is that a simple OLS estimation, or a xtreg, fe one??
Because I am trying to replicate the first stage myself, and i am not
able. The reason is that when I apply my estimation with only my
instrument the R^2 get high, and when I do the first stage with the
other instruments (the ones supposed for the other variables and the
exogeneous variables), the R^2 is not so good anymore?
Can anyone help me to understand??
* For searches and help try: