Anand--
One way is to switch to IV and use -xtivreg- or -xtivreg2- (on SSC).
Another is to add firm dummies to your list of exog vars, but I don't
know if the estimator is consistent in that case, depending on your
assumed asymptotics. -xtivreg2- offers an attractive array of SE
corrections, in any case.
On Jan 16, 2008 12:26 PM, Anand <[email protected]> wrote:
> Hi,
> I want to run a treatment effects model on a Panel data set. Can you
> please tell me if there is anyway I can add firm-fixed effects to the
> model.
> I am currently using the "treatreg" command. I would like to add
> firm-fixed effects to both stages.
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