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st: RE: re: 3sls and fixed effects


From   "Biljana Dlab" <[email protected]>
To   <[email protected]>
Subject   st: RE: re: 3sls and fixed effects
Date   Sat, 16 Oct 2010 16:49:16 +0200

I tried to put in my regression:
Reg3(... i.year i.firm)(... i.year i.firm), enog(...)

But then I get the error message:

i:  operator invalid

I have panel data

Thanks,

Biljana


-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Christopher
Baum
Sent: 16 October 2010 16:39
To: [email protected]
Subject: st: re: 3sls and fixed effects

<>
Biljana wonders how to include fixed effects in 3SLS:

webuse grunfeld, clear
reg3 (invest mvalue kstock i.company) (kstock time i.company),
endog(invest kstock)

Kit

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


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