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st: RE: Re: single exogenous variable, panel data estimation problem


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Re: single exogenous variable, panel data estimation problem
Date   Fri, 10 Apr 2009 22:08:04 +0100

Actually, -xtivreg2- is written so that if there are no endogenous
regressors, you can use it the way you use official -xtreg-.  Thus

*does work
xtivreg2 ys k n, fe

--Mark

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> Martin Weiss
> Sent: 10 April 2009 21:46
> To: statalist@hsphsun2.harvard.edu
> Subject: st: Re: single exogenous variable, panel data 
> estimation problem
> 
> <>
> 
> With only an exogenous variable, the whole "IV" stuff is 
> redundant. You can 
> use -xtreg- directly... Note that -xtivreg- and -xtreg- throw 
> up the same 
> results then...
> 
> ***
> 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
> _______________________
> ----- Original Message ----- 
> From: "Zhongjin Lu" <lvzhongjin@gmail.com>
> 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:
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> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
> 


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