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st: can't see first-stage regression results for panel regression with IV


From   Jessica Bruce <[email protected]>
To   [email protected]
Subject   st: can't see first-stage regression results for panel regression with IV
Date   Fri, 26 Aug 2011 18:23:39 +0100

Dear Statalist,

I'm running a panel regression with instrumental variables and
bootstrap standard errors using xtivreg, and I haven't been able to
get the first-stage regression results to show up.  My code looks
something like:

xtivreg y x1 x2 x3 (x4 = z1 z2), re first vce(bootstrap)

The same has been true regardless of what order I put the options in,
whether I use fixed or random effects, etc.  The only way I seem to be
able to get the first-stage regression to show is to leave off
vce(bootstrap), though I'd like to keep it.  Do you have any
suggestions?  I'm running Stata version 11.

Thanks for your consideration.
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