[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
Kit Baum <baum@bc.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: re: Re: Suppressing the Constant in the First Stage with ivreg2 |

Date |
Thu, 18 Jun 2009 11:06:45 -0400 |

<> Anson said Thank you for the response. You are exactly right about include a vector of ones and specifying noc, it will be included. Is there a way to force ivereg2 not to include an exogenous var (ie iota) in the FSRs? All I can say is the model is structural, and there is a heavy theoretical justification for suppressing the constant in the first stage.

Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html

An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html * * 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/

**Follow-Ups**:**st: RE: re: Re: Suppressing the Constant in the First Stage with ivreg2***From:*"Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>

- Prev by Date:
**Re: st: AW: lincom** - Next by Date:
**st: Testing the Equality of Coefficients Across Two xtabond Arellano-Bond Regressions** - Previous by thread:
**Re: st: AW: lincom** - Next by thread:
**st: RE: re: Re: Suppressing the Constant in the First Stage with ivreg2** - Index(es):

© Copyright 1996–2022 StataCorp LLC | Terms of use | Privacy | Contact us | What's new | Site index |