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RE: st: Re: Doubt about xtivreg,first differences


From   "Rafael Terra de Menezes" <[email protected]>
To   [email protected]
Subject   RE: st: Re: Doubt about xtivreg,first differences
Date   Mon, 20 Feb 2006 18:55:32 -0300

Thanks AbdelRahmen,

I tried to install xtivreg2 and I got the message "version 8.2 not supported". I have the version 8.0
of Stata and don't know what to do. Any suggestion will be very helpfull.


Thanks
Rafael


From: "AbdelRahmen El Lahga" <[email protected]>
Reply-To: [email protected]
To: <[email protected]>
Subject: st: Re: Doubt about xtivreg,first differences
Date: Mon, 20 Feb 2006 20:21:20 +0100

Rafael
for your secon question see xtivreg2
if not installed in your maxhine tape within Stata:
findit xtivreg2

----- Original Message -----
From: "Rafael Terra de Menezes" <[email protected]>
To: <[email protected]>
Sent: Monday, February 20, 2006 8:09 PM
Subject: st: Doubt about xtivreg,first differences


> Dear Stata users,
>
>
> I'm usin the command xtivreg, fd and some doubts arose while working with
> it. First, I ran the following:
>
> xtivreg y w y z (l.y=l(2).y), fd
>
> My panel has T=10 and the output shows T=7. I know first differencing the
> equation sweep out one period, and because there is a lag dependent
> variable, two years are swept out. I would like to know if the fact that
I'm
> using yt-2 as instrument makes me lose another year.
>
> Another question: Is there any test to run after xtivreg,fd (test for
> validity of instruments for example)? And how can I deal
heteroskedasticity
> in xtivreg?
>
> Thanks,
> Rafael Terra de Menezes
> University of S�o Paulo - Brazil
> Ms Student
>
>
> *
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