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st: problems with xtivreg fe


From   "jenny.montaldo" <jenny.montaldo@libero.it>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   st: problems with xtivreg fe
Date   Sun, 25 May 2008 17:39:26 +0200

Dear all, 

I have a panel of regional data for ten years. I want to instrument a variable and apply xtivreg, fe. However I have an instrument very old that is only available for one year. Hence, I thought it was possible to perform such an estimation, since the first stage regression gives different fitted values (of course,since the variable to be instrumented changes with time). However when I run such a regression, stata says that the regression is not identified. I tried also to perform myself the first step, that, as I supposed, gives different values for each year. But then, when I perform the fixed effects estimation with such fitted values, it drops them.
May anyone help me to understand why?
Many thanks
jenny



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