Dear stata listers,
I need to run an instrumental variables regression with count data in the
second stage. The best stata supported method seems to be -qvf-.
I have several categorical variables that I would need to expand using xi
(putting the dummies in directly makes the command huge and very complex).
My problem is that qvf does not seem to work with the expansion. While it
does expand variables in the first part of the statement, it does not expand
variables in the second.
E.g., in
xi: qvf y i.x1 x2 x3 x4 (i.x1 x2 x4 t3)
,the first time x1 is expanded, but the second time qvf reports missing
variables (presumably indicating that it did not expand x1 correctly the
second time).
Does anybody know what I am doing wrong / how to get xi and qvf to work
together?
Thanks a lot,
Henry
----------------------------------
Henry Sauermann
Ph.D. Strategy Program
Fuqua School of Business
Duke University, Box 90120
Durham, NC 27708
Email: [email protected]
Website: http://www.duke.edu/~hs15
----------------------------------
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
