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From |
"Martin Weiss" <martin.weiss1@gmx.de> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: Re: single exogenous variable, panel data estimation problem |

Date |
Fri, 10 Apr 2009 22:46:23 +0200 |

<>

*** use http://fmwww.bc.edu/ec-p/data/macro/abdata.dta tsset id year *does not work... xtivreg2 ys k (n=n), fe *does work xtivreg ys k (n=n), fe xtreg ys k n, fe *** HTH Martin _______________________

To: <statalist@hsphsun2.harvard.edu> Sent: Friday, April 10, 2009 10:33 PM Subject: st: single exogenous variable, panel data estimation problem

Dear All: I have a A simple question with xtivreg2: I want to run a gmm (re or fe, it doesn't matter to me) regression on panel data with cross-sectional correlation in error term, that's why I think the HAC option in Xtivreg2 can solve it. My question is, I have the following panel data regression: Y=X*beta+e; The X is the single and exogenous variable. When I write the command in STATA, "xtivreg2 y (x=x), fe", it doesn't work! It seems xtivreg2 need more instruments than endogenous variables? But in my case, I only have one exogenous variable, what should I do? Thank you so much. By the way, it seems, in xtivreg, it doesn't have such requirement. Since I don't see any formula of xtivreg2, I have no idea about how does it work. -- ___________________________ Zhongjin Lu (Jack) Master's Candidate, Department of Economics, Duke University Alumni, Tsinghua University Cell Phone +1 919 491 1180 zhongjin.lu@duke.edu * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

* * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**st: RE: Re: single exogenous variable, panel data estimation problem***From:*"Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>

**References**:**st: single exogenous variable, panel data estimation problem***From:*Zhongjin Lu <lvzhongjin@gmail.com>

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