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st: RE: IV with many fixed effects

From   "Schaffer, Mark E" <>
To   <>
Subject   st: RE: IV with many fixed effects
Date   Mon, 6 Aug 2012 22:44:09 +0100


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


> -----Original Message-----
> From: [mailto:owner-
>] On Behalf Of Francie Streich
> Sent: 06 August 2012 22:35
> To:
> Subject: st: IV with many fixed effects
> Hi all:
> I'm looking for advice on running an instrumental variables regression
> 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
> been able to locate anything like this.
> Does anyone have any suggestions?
> Thanks,
> Francie
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