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Re: st: problems with xtivreg fe

From   Maarten buis <>
Subject   Re: st: problems with xtivreg fe
Date   Sun, 25 May 2008 18:37:05 +0100 (BST)

With a fixed effects model you are only using information from changes
within a unit, instead of also comparing differences across units. If
you have only one observation per unit, you don't have any information
on changes within a unit.

-- Maarten

--- "jenny.montaldo" <> wrote:

> 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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Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

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