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st: RE: Re: 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: RE: Re: single exogenous variable, panel data estimation problem
Date   Fri, 10 Apr 2009 22:21:13 +0100

Good point - you wouldn't.

In fact, the same mistake occurs in the -ivreg2- help file, though in
that case you could work out that "(varlist2=varlist_iv)" is optional
from the examples at the bottom of the help file.

Must fix these typos - thanks for pointing them out.

--Mark 

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> Martin Weiss
> Sent: 10 April 2009 22:13
> To: statalist@hsphsun2.harvard.edu
> Subject: st: Re: RE: Re: single exogenous variable, panel 
> data estimation problem
> 
> <>
> 
> 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
> >> > *
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> >> > *   http://www.ats.ucla.edu/stat/stata/
> >> >
> >>
> >> *
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> >>
> >
> >
> > -- 
> > Heriot-Watt University is a Scottish charity
> > registered under charity number SC000278.
> >
> >
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Heriot-Watt University is a Scottish charity
registered under charity number SC000278.


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