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

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

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

Date |
Fri, 10 Apr 2009 23:12:42 +0200 |

<>

HTH Martin _______________________

To: <statalist@hsphsun2.harvard.edu> Sent: Friday, April 10, 2009 11:08 PM

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: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/-- Heriot-Watt University is a Scottish charity registered under charity number SC000278. * * 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: 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>

**st: Re: single exogenous variable, panel data estimation problem***From:*"Martin Weiss" <martin.weiss1@gmx.de>

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

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