Good point - you wouldn't.
In fact, the same mistake occurs in the -ivreg2- help file, though in
that case you could work out that "(varlist2=varlist_iv)" is optional
from the examples at the bottom of the help file.
Must fix these typos - thanks for pointing them out.
--Mark
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> Martin Weiss
> Sent: 10 April 2009 22:13
> To: [email protected]
> Subject: st: Re: RE: Re: single exogenous variable, panel
> data estimation problem
>
> <>
>
> Thanks for that! Would I be able to infer this behavior from
> the help file?
> In the syntax diagram, it seems that the expression in the
> parantheses is
> mandatory.
>
>
> HTH
> Martin
> _______________________
> ----- Original Message -----
> From: "Schaffer, Mark E" <[email protected]>
> To: <[email protected]>
> Sent: Friday, April 10, 2009 11:08 PM
> Subject: st: RE: Re: single exogenous variable, panel data estimation
> problem
>
>
> > Actually, -xtivreg2- is written so that if there are no endogenous
> > regressors, you can use it the way you use official -xtreg-. Thus
> >
> > *does work
> > xtivreg2 ys k n, fe
> >
> > --Mark
> >
> >> -----Original Message-----
> >> From: [email protected]
> >> [mailto:[email protected]] On Behalf Of
> >> Martin Weiss
> >> Sent: 10 April 2009 21:46
> >> To: [email protected]
> >> Subject: st: Re: single exogenous variable, panel data
> >> estimation problem
> >>
> >> <>
> >>
> >> With only an exogenous variable, the whole "IV" stuff is
> >> redundant. You can
> >> use -xtreg- directly... Note that -xtivreg- and -xtreg- throw
> >> up the same
> >> results then...
> >>
> >> ***
> >> use http://fmwww.bc.edu/ec-p/data/macro/abdata.dta
> >> tsset id year
> >> *does not work...
> >> xtivreg2 ys k (n=n), fe
> >> *does work
> >> xtivreg ys k (n=n), fe
> >> xtreg ys k n, fe
> >> ***
> >>
> >>
> >>
> >> HTH
> >> Martin
> >> _______________________
> >> ----- Original Message -----
> >> From: "Zhongjin Lu" <[email protected]>
> >> To: <[email protected]>
> >> Sent: Friday, April 10, 2009 10:33 PM
> >> Subject: st: single exogenous variable, panel data
> estimation problem
> >>
> >>
> >> > Dear All:
> >> > I have a A simple question with xtivreg2:
> >> > I want to run a gmm (re or fe, it doesn't matter to me)
> >> regression on
> >> > panel data with cross-sectional correlation in error term,
> >> that's why
> >> > I think the HAC option in Xtivreg2 can solve it.
> >> > My question is, I have the following panel data regression:
> >> > Y=X*beta+e;
> >> > The X is the single and exogenous variable. When I write
> >> > the command in STATA, "xtivreg2 y (x=x), fe", it doesn't work! It
> >> > seems xtivreg2 need more instruments than endogenous
> >> variables? But in
> >> > my case, I only have one exogenous variable, what should I do?
> >> >
> >> > Thank you so much.
> >> > By the way, it seems, in xtivreg, it doesn't have such
> requirement.
> >> > Since I don't see any formula of xtivreg2, I have no
> idea about how
> >> > does it work.
> >> >
> >> > --
> >> > ___________________________
> >> > Zhongjin Lu (Jack)
> >> > Master's Candidate, Department of Economics, Duke University
> >> > Alumni, Tsinghua University
> >> > Cell Phone +1 919 491 1180
> >> > [email protected]
> >> > *
> >> > * For searches and help try:
> >> > * http://www.stata.com/help.cgi?search
> >> > * http://www.stata.com/support/statalist/faq
> >> > * http://www.ats.ucla.edu/stat/stata/
> >> >
> >>
> >> *
> >> * For searches and help try:
> >> * http://www.stata.com/help.cgi?search
> >> * http://www.stata.com/support/statalist/faq
> >> * http://www.ats.ucla.edu/stat/stata/
> >>
> >
> >
> > --
> > Heriot-Watt University is a Scottish charity
> > registered under charity number SC000278.
> >
> >
> > *
> > * For searches and help try:
> > * http://www.stata.com/help.cgi?search
> > * http://www.stata.com/support/statalist/faq
> > * http://www.ats.ucla.edu/stat/stata/
> >
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
--
Heriot-Watt University is a Scottish charity
registered under charity number SC000278.
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
