1. Sorry, my question wasn't spelled out correctly.
The models I need to implement are the following:
1) Y = const + Z*betta + time_effects*theta + u
2) Y = const + Z*betta + time_effects*theta +
time_effects*Fixed effects*delta + u
Z are in this case explanatory variabels.
> 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
> of?
>>Not quite sure I am following you. Give a piece of
>>output to compare.
Below is the output. When doing usual OLS fixed
effects regression, only two of the coefficients are
insignificant. In 2SLS regression results look ok, but
in 2SLS with fixed effects significance of all
coefficients dies out (z-statistics are around zero).
Thanks in advance!
Baktigul
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