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st: problems with xtivreg


From   Francesco Arzilli <[email protected]>
To   [email protected]
Subject   st: problems with xtivreg
Date   Tue, 4 Mar 2008 13:34:21 +0100

Dear all,

I got some problems with the  G2SLS regression.
I really hope you can help me!

here the question:

I run the following regression:
xtivreg   ur  ( brr_avlabc=brr_av)  ep  uc  bd  ho cow  tw  tfphpc
d2ms  tts  rirl, first re

and after the first stage i would get the result of the regression
because i need the series of the new variable "brr_avlac" which stata
uses to get the second stag. basically i have to use this new series
for an interaction between the new "brr_avlabc" and an other variable
of the model.

Does anyone have got any idea to solve this problem?

thanks,

Francesco.

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