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


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

<>

Thanks for that! Would I be able to infer this behavior from the help file? In the syntax diagram, it seems that the expression in the parantheses is mandatory.


HTH
Martin
_______________________
----- Original Message ----- From: "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To: <statalist@hsphsun2.harvard.edu>
Sent: Friday, April 10, 2009 11:08 PM
Subject: st: RE: Re: single exogenous variable, panel data estimation problem


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/
>

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