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st: Question on xtivreg


From   Subramaniam Ramanarayanan <[email protected]>
To   [email protected]
Subject   st: Question on xtivreg
Date   Tue, 21 Feb 2006 17:07:44 -0600

Hi,

I am working on a dataset where the unit of observation is a patient in a particular year. For each patient, I observe the physician operating on the patient, and the hospital the patient is treated in. The data does not contain information that identifies patients - I only know the identity of the physician and the hospital. In the example below, doc 1 treats 2 patients in hospital 1 in 1999 and one patient in hospital 3 in 2000.

Row Physician Hospital Year
------- --------------- ------------ --------
1 Doctor 1 Hospital 1 1999
2 Doctor 1 Hospital 1 1999
3 Doctor 2 Hospital 1 1999
4 Doctor 1 Hospital 3 2000
5 Doctor 3 Hospital 2 2000

I would like to run an instrumental variables OLS regression that includes Fixed Effects for physician, hospital and year. Are the following two specifications equivalent?

Spec 1: ivreg depvar (endog var = instrument) yeardummies hospitaldummies physiciandummies

Spec 2: xtivreg depvar (endog var = instrument) yeardummies hospitaldummies, i(physician id) fe

I am not sure if I can use physician id as the "i" variable because the dataset is at the level of a patient, and not at the level of a physician.

I am getting different estimates from these two specifications...and am not sure which is the correct one to use. Any help will be hugely appreciated.

Thanks a lot!
subbu







____________________________________________________________
Subramaniam Ramanarayanan
Ph.D. Candidate
Managerial Economics & Strategy
Kellogg School of Management
Northwestern University

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