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st: RE: IV with many fixed effects


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: IV with many fixed effects
Date   Mon, 6 Aug 2012 22:44:09 +0100

Francie,

Stata's official xtivreg, and (from ssc) xtivreg2, will both estimate IV
fixed effects models.

HTH,
Mark

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of Francie Streich
> Sent: 06 August 2012 22:35
> To: statalist@hsphsun2.harvard.edu
> Subject: st: IV with many fixed effects
> 
> Hi all:
> 
> I'm looking for advice on running an instrumental variables regression
with
> lots of fixed effects.
> 
> I have so many fixed effects that the following code isn't feasible:
> " xi: ivregress y x1 ( x2=z)  i.fe "
> 
> Ideally I'd like to find some combination of areg and ivregress, but I
haven't
> been able to locate anything like this.
> 
> Does anyone have any suggestions?
> 
> Thanks,
> Francie
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