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 at the end of May, and its replacement, statalist.org is already up and running.


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

st: two stage least squares for panel data


From   Parfait Gasana <parfait.gasana@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: two stage least squares for panel data
Date   Wed, 22 Aug 2012 08:27:51 -0500

Hello all,
How can I estimate two-stage least squares or instrumental variable
regression with panel data? I tried xtivreg but receive the error: the
sample specifies cross-sectional data, xtivreg is not designed for
cross-sectional data. However, my data is in long format with repeated
indicators (here the. 50 U.S. states and DC)  across 5 years. Hence, a
sample size of 255. Also, I am sure I ran xtset, setting up the panel
and time variables. And all my instruments are nonmissing for every
observation.

What's more, I am able to successfully run a xtreg command. I
understand xtreg can use cross-sectional data. So, am I working with
cross-sectional data and if so, how do I get a time-dynamic dataset?

Thanks in advance for your help!
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index