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re: st: xtivreg(2)


From   Christopher F Baum <baum@bc.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   re: st: xtivreg(2)
Date   Mon, 7 Feb 2011 09:41:54 -0500

<>
Please make clear, per Statalist FAQ, that you are using Mark Schaffer's xtivreg2 from SSC, which is not the same as official xtivreg. You are using the two command names interchangeably.

There is no problem in instrumenting a dummy with a dummy (leaving aside the issue of whether it makes sense) in xtivreg2:

webuse grunfeld,clear
g late = year>1950
su mvalue, mean
g himv = mvalue>r(mean)
xtivreg2 invest time (himv = late), fe first

Kit


Kit Baum   |   Boston College Economics and DIW Berlin   |   http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming   |   http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata   |   http://www.stata-press.com/books/imeus.html


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