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Re: st: RE: re: 3sls and fixed effects

From   John Antonakis <[email protected]>
To   [email protected]
Subject   Re: st: RE: re: 3sls and fixed effects
Date   Sat, 16 Oct 2010 16:54:20 +0200

Put xi: before the regression--seems that you are not running the latest version of Stata.

xi: reg3 (invest mvalue kstock (kstock time,



Prof. John Antonakis, Associate Dean
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Department of Organizational Behavior
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On 16.10.2010 16:49, Biljana Dlab wrote:
I tried to put in my regression:
Reg3(... i.year i.firm)(... i.year i.firm), enog(...)

But then I get the error message:

i:  operator invalid

I have panel data



-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Christopher
Sent: 16 October 2010 16:39
To: [email protected]
Subject: st: re: 3sls and fixed effects

Biljana wonders how to include fixed effects in 3SLS:

webuse grunfeld, clear
reg3 (invest mvalue kstock (kstock time,
endog(invest kstock)


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                               An Introduction to Stata Programming  |
    An Introduction to Modern Econometrics Using Stata  |

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