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st: RE: xtivreg vs. xtivreg2
From
"Schaffer, Mark E" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: RE: xtivreg vs. xtivreg2
Date
Wed, 13 Nov 2013 14:06:26 +0000
Marc,
Can you show us the actual output? Also, as per the Statalist FAQ, please tell us what versions of Stata, xtivreg2, etc. that you are using.
--Mark
> -----Original Message-----
> From: [email protected] [mailto:owner-
> [email protected]] On Behalf Of Sportökonomie
> Sent: 13 November 2013 13:05
> To: [email protected]
> Subject: st: xtivreg vs. xtivreg2
>
> Dear Statalist,
>
> I am performing a fixed effects instrumental variable panel regression by using
> the following commands:
>
> (1) xtivreg depvar varlist_1 (varlist_2 = varlist_iv), fe
> (2) xtivreg2 depvar varlist_1 (varlist_2 = varlist_iv), fe
> (3) xtivreg2 depvar varlist_1 (varlist_2 = varlist_iv), fe cluster(id)
>
> For both -xtivreg2- commands I receive the response
>
> "equation not identified; must have at least as many instruments not in the
> regression as there are instrumented variables"
>
> However, I have specified everything analog to the -xtivreg- command. I tested
> myself how to make the xtivreg2 command work, and the only solution was to
> add the 2 instrumented variables also as independent variable, which I am sure
> is not the right way to do.
>
> What does that mean, and how can I adjust the latter two commands to work?
>
> Thanks,
> Marc Rohde
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