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st: Method for first stage, in xtivreg


From   "Daniel Schalling" <daniel.schalling@uni-weimar.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Method for first stage, in xtivreg
Date   Sat, 10 Dec 2011 14:28:19 +0100

Hi Statalist,

I read this thread around the first stage of xtivreg,re with high interest:
http://www.stata.com/statalist/archive/2010-02/msg01142.html 
But I wasn't able to reproduce the solution and get the first stage
estimation of xtivreg,re in my sample manually. 

So can you please help me to reproduce the first stage of this example by
hand, with xtreg,re or something else?
****
webuse nlswork, clear
generate age2 = age^2
generate byte black = (race==2)
xtivreg ln_w age* not_smsa black (tenure = union birth south), re first
****

Thank you all in advance, Daniel

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