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Re: st: RE: Method for first stage, in xtivreg


From   Hans Henrik Sievertsen <hhsievertsen@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: Method for first stage, in xtivreg
Date   Wed, 24 Feb 2010 15:53:55 +0100

Thanks a lot that helps a lot!
Regards
Hans

2010/2/23 Martin Weiss <martin.weiss1@gmx.de>

>
> <>
>
> You can explore this question in lines 740 to 800 of xtivreg.ado for the
> default G2SLS, if you have the stamina to work your way through it. Also
> see
> http://www.stata.com/statalist/archive/2009-04/msg00397.html
>
>
>
> HTH
> Martin
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Hans Henrik
> Sievertsen
> Sent: Dienstag, 23. Februar 2010 22:40
> To: statalist@hsphsun2.harvard.edu
> Subject: st: Method for first stage, in xtivreg
>
> hi all,
> I am really sorry for reposting.
> Is it impossible to find out what procedure xtivreg uses in the first
> stage? B I I am really frustrated about xtivreg.
> I run
> xtivreg x1-x12 (x13=x14 x15), re first
>
> And get the first stage results. That is fine, but I would like to know how
> it estimates the first stage. I tried to replicate the first stage with
> OLS,
> RE, BE, FE etc... I cannot get the same results? I wonder why?
>
> Thanks in advance!
>
> Regards
> Hans
>
> 2010/2/14 Hans Henrik Sievertsen <hhsievertsen@gmail.com>
>
> > Hi,
> >
> > I have a simple question
> >
> > In an xtivreg estimation with RE. How is the first stage estimated?
> > Is it a GLS estimation as well?
> >
> > Thanks in advance,
> > Hans
> >
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