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st: ivreg2 and esttab with triple interactions

From   Dana Shills <[email protected]>
To   <[email protected]>
Subject   st: ivreg2 and esttab with triple interactions
Date   Sun, 3 Oct 2010 09:10:18 -0400

I am trying to estimate a set of models with country x industry x firmsize interactions. I am having difficulty on two sets of issues and I have gone through the archive carefully but can't find a solution:

1> First, when I try to estimate an instrumental variable model using ivreg2: 
eststo: ivreg2 y x1 x2 x3 x4 x5 sector##cnum##size_new (z1=x8), r liml ffirst

I get an error saying "No interaction terms allowed". So is ivreg2 one of those commands not geared to handle triple interaction terms?

2> The second issue has to do with outputting the results into a table. When I run several models and then use eststab to output each specification as a column in a table, get an error saying "too many base levels specified". 
I can get around this if I use esttab after each estimation but this is going to be very time consuming. Any suggestions would be greatly appreciated.


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