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

st: question about (my) ivreg

Subject   st: question about (my) ivreg
Date   Sun, 11 Nov 2007 05:40:36 -0500

I have a panel (cross-section time-series) of firm data and I need to 
implement the following empirical model, by two-stage least squares.

D_it = x_it z_it f_i u_it

H_it = D*_it x_it g_i w_it


1) x_it  - is a set of regressors (hopefully) significant to both 
2) z_it  - is a set of regressors that are (hopefully) significant in 
the determination of the first equation but not in the determination of 
the second.
3) D*_it  - is the set of estimated values of D_it, from the first 

My problem is that the vector "x_it" is common to both equations! So, I 
need to know how to set the model in Stata, with particular reference 
to the implementation of instruments by ivreg (and/or ivreg2). I'm a 
primer, and an example with the string to use would be of help for me. 
Many thanks for your attention.


Email and AIM finally together. You've gotta check out free AOL Mail! -

*   For searches and help try:

© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index