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st: Re: 3SLS and fixed effects


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: 3SLS and fixed effects
Date   Fri, 10 Jul 2009 07:47:20 -0400

<>
Nothing stops you from creating the dummies and adding them to the regression, especially as you only have 8 (or 7) of them...


Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
   An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html



On Jul 10, 2009, at 02:33 , Alejandra wrote:

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?


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