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st: xtivreg


From   Mine Zeynep Senses <[email protected]>
To   [email protected]
Subject   st: xtivreg
Date   Fri, 9 Jul 2004 03:19:13 -0400 (EDT)

Hi,

Can somebody tell me the difference between:

xtivreg y x1 x2 (x3 = x4) if (year==1978| year==1981), fe(ppn)

versus

taking three year differences of the data first and then running:

ivreg y x1 x2 (x3 = x4) if year==1981

I thought that when you have only two time periods running fixed effects
is exactly same as running it in time differences.

I did all my analysis the first way and then it turned out I have to
cluster so I switched to ivreg and everything changed!!!

So I need help desperately... If there is another problem than writing the
code wrong, any intuition on what the first regression tells???


mine
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