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From |
John Antonakis <john.antonakis@unil.ch> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: RE: ivreg2 and xtoverid error |

Date |
Sun, 04 Apr 2010 12:27:44 +0200 |

Hi Kit and Mark:

IV (2SLS) estimation -------------------- Estimates efficient for homoskedasticity only Statistics robust to heteroskedasticity and clustering on lead_number

------------------------------------------------------------------------------ | Robust

-------------+----------------------------------------------------------------

------------------------------------------------------------------------------

------------------------------------------------------------------------------

------------------------------------------------------------------------------

-endog- option:

Warning - collinearities detected Vars dropped: [snipped] IV (2SLS) estimation -------------------- Estimates efficient for homoskedasticity only Statistics robust to heteroskedasticity and clustering on lead_number

------------------------------------------------------------------------------ | Robust

-------------+----------------------------------------------------------------

------------------------------------------------------------------------------

Best, J. ____________________________________________________ Prof. John Antonakis, Associate Dean Faculty of Business and Economics Department of Organizational Behavior University of Lausanne Internef #618 CH-1015 Lausanne-Dorigny Switzerland Tel ++41 (0)21 692-3438 Fax ++41 (0)21 692-3305 Faculty page: http://www.hec.unil.ch/people/jantonakis Personal page: http://www.hec.unil.ch/jantonakis ____________________________________________________ On 03.04.2010 22:46, John Antonakis wrote: > Thank Kit. >

> > 1. regress y on x (obtain significant coefficient) > 2. regress y on z (obtain significant coefficient) > 3. regress y on x and z (obtain significant coefficient only for x) >

>

> > reg y x1-x13 i.lead_num, cluster(lead_num) > est store fe > reg y x1-x13, cluster(lead_num) > hausman fe, force >

>

>

> > Best regards, > John. > > ____________________________________________________ > > Prof. John Antonakis, Associate Dean Faculty of Business and Economics > Department of Organizational Behavior > University of Lausanne > Internef #618 > CH-1015 Lausanne-Dorigny > Switzerland > > Tel ++41 (0)21 692-3438 > Fax ++41 (0)21 692-3305 > > Faculty page: > http://www.hec.unil.ch/people/jantonakis > > Personal page: > http://www.hec.unil.ch/jantonakis > ____________________________________________________ > > > > On 03.04.2010 17:14, Kit Baum wrote: >> <> >> John said >>

>>

>>

>>

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**References**:**re: st: RE: ivreg2 and xtoverid error***From:*Kit Baum <Baum@bc.edu>

**Re: st: RE: ivreg2 and xtoverid error***From:*John Antonakis <john.antonakis@unil.ch>

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