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st: 3SLS & Fixed effects


From   mmolina@uniroma3.it
To   statalist@hsphsun2.harvard.edu
Subject   st: 3SLS & Fixed effects
Date   Thu, 9 Jul 2009 13:25:28 +0200 (CEST)

Dear Statalist,
I am hoping someone can help me. I would like to perform 3SLS on
cross-section data. I wish to obtain fixed effects estimates. I need to
controll the sector's effect (8 dummies, one for each sector).

TI = b0 +  b1 FE + b2 TR EMPLOYEES + b3 AGE + b4 JOINT FOREIGN+  b5
IN-HOUSE+ b6 EXPORT SHARE+ è Sectors? Dummies
EXSH = b0 + b1 TI+ b2 TRAINED +  b3 SKILED + b4 SIZE +b5 IN HOUSE + b6
JOINT FOREIGN

The Reg3 command in Stata does not appear to allow this. Could you please
give some advice?
Thanks in advance.
Best,
Alejandra Molina

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