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st: stata manual on xtivreg

From   Hewan Belay <>
To   Stata List <>
Subject   st: stata manual on xtivreg
Date   Wed, 24 Nov 2010 17:03:17 -0800 (PST)

Dear Statalist, 

As I was working through the Stata 11 book manual on xtivreg (page 198 of the manual's volume on panel data, ie the volume labelled XT), I came across something which made me wonder whether I was not properly understanding the set-up of xtivreg, else there may be a typo. The manual gives the equation, and then the RHS variables treated as endogenous--which are denoted as Y_it---and the RHS included exogenous variables---which are denoted as X_1it---receive the vector notation Z_it. However, Z_it on the same page is defined as [Y_it X_it] instead of what I would have expected, namely Z_it = [Y_it X_1it]. Because the manual, on the same page, defines X_it as the vector of both included and excluded exogenous variables, i.e. X_it = [X_1it  X_2it] where the latter refers to the excluded instruments. So I am confused. Or is this a problem of a typo in the notation?

Thanks for any help resolving this puzzle.

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