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Re: st: RE: re: 3sls and fixed effects


From   John Antonakis <John.Antonakis@unil.ch>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: re: 3sls and fixed effects
Date   Sat, 16 Oct 2010 16:54:20 +0200

Put xi: before the regression--seems that you are not running the latest version of Stata.

xi: reg3 (invest mvalue kstock i.company) (kstock time i.company),

Regards,
John.

__________________________________________

Prof. John Antonakis, Associate Dean
Faculty of Business and Economics (HEC)
Department of Organizational Behavior
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Internef #618
CH-1015 Lausanne-Dorigny
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On 16.10.2010 16:49, Biljana Dlab wrote:
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


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