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RE: st: xthtaylor by hand or using xtivreg2


From   Nick Cox <[email protected]>
To   "'[email protected]'" <[email protected]>
Subject   RE: st: xthtaylor by hand or using xtivreg2
Date   Thu, 10 Nov 2011 11:29:32 +0000

Those are all names of temporary variables used within a program and which disappear at program end. 

Nick 
[email protected] 


-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of M.M. Kramer
Sent: 10 November 2011 11:22
To: [email protected]
Subject: Re: st: xthtaylor by hand or using xtivreg2

Dear Mark,

The xtoverid works very well, thanks a lot for your help. It now gives 
first stage results for all instrumented variables, and given that all 
variables are instrumented, I get many first stage results, including 
some useful statistics. My only question is whether there is an easy way 
to see which variable is behind the "recoded" variable that xtoverid 
creates (with names like: __00000J __00000M __00000P __00000S __00000V, 
etc). I was thinking to correlate them with the original variables to 
see whether something can be inferred from that, but the new variables 
are not kept in Stata. Do you have any suggestion for this?

Thanks,
Marc


>
> Schaffer, Mark E wrote:
>> Marc,
>>
>> The xtoverid update is now available (with thanks as usual to Kit Baum).
>> The -noi- option automatically triggers the -first- option in the
>> internal call to -ivreg2- so you should see everything about the
>> first-stage estimations.
>>

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