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st: Generating new variables from the predicted values for use in thesecond stage for xtivreg


From   Brian R Tan <abrtan@u.washington.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Generating new variables from the predicted values for use in thesecond stage for xtivreg
Date   Fri, 6 Jul 2007 21:37:54 -0700 (PDT)

Hi,

I've been searching the FAQs and on google and have not been able to find a solution to my issue. I'm currently using xtivreg to run my regression and need to generate new variables from the predicted values (from below: N1 and N2 - the two endogenous variables)of the first stage to run in the second stage. Can anyone help?

My current commands:

xtivreg Y X1 X2 X3 ... (N1 N2 = A1 A2 A3), fe

However, I need to calculate the squared term for N1hat and N2hat, as well as interaction variables for N1hat and X3, as well as, N2hat and X3 for use in the second stage.

Thank You,
Brian



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