Is there a way to calculate robust SE with a twostep option in ivprobit?
Prabal
***************************************************
Prabal Kr. De
Department of Economics, New York University
----- Original Message -----
From: Benjamin Allaire <[email protected]>
Date: Thursday, June 28, 2007 4:19 pm
Subject: st: Fixed effects - DD question
To: [email protected]
> :01C7B9B0]
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> Hi there -
> I know this is a trivial question, but I'm having trouble figuring
> out the
> way to fix it - I received a comment on a paper of mine that I should
> use
> individual level fixed effects, but I'm using the DD technique. I
> have grou=
> p
> A that is treated and a post treatment time dummy.
>
> xtreg outcome d_groupA d_time_posttreat d_groupA_time_posttreat, i(personid=
> )
> fe
>
> And stata dropped the d_groupA variable - my hunch it did that
> because in
> the FE model, you can't have non-time varying characteristics - but
> I'm not
> 100% sure. How would I implement this while adhering to the comment
> I
> received on my paper? Is there more data I need? Am I just specifying
> something in stata improperly?
>
> Thanks,
> Ben
>
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