Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


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

st: RE: Method for first stage, in xtivreg


From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   st: RE: Method for first stage, in xtivreg
Date   Tue, 23 Feb 2010 23:45:51 +0100

<>

You can explore this question in lines 740 to 800 of xtivreg.ado for the
default G2SLS, if you have the stamina to work your way through it. Also see
http://www.stata.com/statalist/archive/2009-04/msg00397.html



HTH
Martin

-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Hans Henrik
Sievertsen
Sent: Dienstag, 23. Februar 2010 22:40
To: [email protected]
Subject: st: Method for first stage, in xtivreg

hi all,
I am really sorry for reposting.
Is it impossible to find out what procedure xtivreg uses in the first
stage? B I I am really frustrated about xtivreg.
I run
xtivreg x1-x12 (x13=x14 x15), re first

And get the first stage results. That is fine, but I would like to know how
it estimates the first stage. I tried to replicate the first stage with OLS,
RE, BE, FE etc... I cannot get the same results? I wonder why?

Thanks in advance!

Regards
Hans

2010/2/14 Hans Henrik Sievertsen <[email protected]>

> Hi,
>
> I have a simple question
>
> In an xtivreg estimation with RE. How is the first stage estimated?
> Is it a GLS estimation as well?
>
> Thanks in advance,
> Hans
>
> *
> *   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/

*
*   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/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index