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st: xtivreg, fe , multiple reg with interaction effects

From   Baktigul Turdubekova <[email protected]>
To   [email protected]
Subject   st: xtivreg, fe , multiple reg with interaction effects
Date   Tue, 2 Nov 2004 08:12:17 -0800 (PST)

Dear Statalisters,

I have a few questions:

1) I want to perfrom multiple linear regression of the
whole model with categorical predictors, i.e. look at
the interaction effect between time/region dummies and
ALL continuous other variables. Are there any sources
in Internet to refer to?

2) When I use xtivreg, fe command to do 2SLS with
instrumental variables, significance of the
coefficients is shown with a z-statistic, just like in
the random effects case, although I expected to see
t-statistics as in xtreg, fe. Is there anything wrong
I could be doing?

3) These significance levels of the coefficients come
out very very small (almost die out) in xtivreg, fe
case. Could it be due to any problem I am not aware

4) I found in STATA FAQ the following question "How
can I estimate a fixed-effects regression with
instrumental variables?" and answers refer to ivreg
command through indicator variables. What is the
difference between the case in this question and the
xtivreg, fe? is it only about STATA6 version that did
not have xtivreg, fe?

Thank you in advance! Sorry for the long e-mail.


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