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, is already up and running.

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

st: Problem with ivreg2 for Panel data

From   Abubakr Saeed <>
Subject   st: Problem with ivreg2 for Panel data
Date   Sun, 3 Jun 2012 11:43:30 +0100


I am facing trouble in IV estimation. Though in few other threads it
has already been discussed but it is still not clear to me. Basically,
I have the Panel data with the time invariate explanatory variable. I
have few questions in this regard:

1) Can I use ivreg2 for the Panel data, since Help file says: "ivreg2
may be used with time-series or panel data, in which case the data
must be tsset before using ivreg2"-- but running this after setting
tsset, I am not getting the same results as with xtivreg, why?, Is is

2) I can not use xtivreg2, since explanatory variable is time
invariate, xtivreg2 drops it.
3) I prefer to use xtivreg and I have estimated the equation with it
but how can I get the F-statistics, and Hansen-J statistics while
using xtivreg.

Any response will be much appreciated.


Abubakr Saeed
PhD student
*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index