Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: RE: re: 3sls and fixed effects


From   "Biljana Dlab" <dlab@isb.uzh.ch>
To   <statalist@hsphsun2.harvard.edu>
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: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Christopher
Baum
Sent: 16 October 2010 16:39
To: statalist@hsphsun2.harvard.edu
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


*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index