[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

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 > >> > * > >> > * 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/ > -- 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/

**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>

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

- Prev by Date:
**st: noisily summarize `lnf in ML Model'** - Next by Date:
**st: Reading data with multiple (and different number of) lines per observation** - Previous by thread:
**st: Re: RE: Re: single exogenous variable, panel data estimation problem** - Next by thread:
**st: Is it possible to use mfx or margeff after mim?** - Index(es):

© Copyright 1996–2014 StataCorp LP | Terms of use | Privacy | Contact us | What's new | Site index |