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Re: st: 3sls-fe regression for panel data
From
John Antonakis <[email protected]>
To
[email protected]
Subject
Re: st: 3sls-fe regression for panel data
Date
Tue, 01 Nov 2011 09:58:04 +0100
But of course...........if you just want to remove the fixed-effects of
firm and year (that's the panel structure you have here), you just take
them out with "i.firm and i.year".
You can't use reg3 if you want to model random effects. That's what
probably someone mentioned when talking about panel. If you don't want
to model random effects than just do what I suggested.
Best,
J.
__________________________________________
Prof. John Antonakis
Faculty of Business and Economics
Department of Organizational Behavior
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305
http://www.hec.unil.ch/people/jantonakis
Associate Editor
The Leadership Quarterly
__________________________________________
On 01.11.2011 09:53, Daniela A wrote:
> Can I use reg3 for panel data?
> Thanks.
> Best,
> D.
>
> On Mon, Oct 31, 2011 at 10:29 PM, John Antonakis
<[email protected]> wrote:
>> Hi:
>>
>> So you'd simply estimate:
>>
>> reg3 (V1 A B C D E V2 i.firm i.year) (V2 A B C G V1 i.firm i.year)
>>
>> HTH,
>> John.
>>
>> __________________________________________
>>
>> Prof. John Antonakis
>> Faculty of Business and Economics
>> Department of Organizational Behavior
>> University of Lausanne
>> Internef #618
>> CH-1015 Lausanne-Dorigny
>> Switzerland
>> Tel ++41 (0)21 692-3438
>> Fax ++41 (0)21 692-3305
>> http://www.hec.unil.ch/people/jantonakis
>>
>> Associate Editor
>> The Leadership Quarterly
>> __________________________________________
>>
>>
>> On 31.10.2011 19:24, Daniela A wrote:
>>> Dear Sami,
>>>
>>> My mistake - I am sorry:
>>>
>>> V1 enters the second equation and V2 enters the first equation - the
>>> correct is:
>>>
>>> The system consists of two symultaneous equations.
>>>
>>> The variables are:
>>>
>>> First equation: dependent and endogenous variable is V1; explanatory
>>> varibales are A, B, C, V2, E; fixed effect are: firm, year
>>>
>>> Second equation: dependent and endogenous variable is V2;
explanatory
>>> varibales are A, B, C, V1, G; fixed effect are: firm, year
>>>
>>>
>>>
>>> On Mon, Oct 31, 2011 at 7:00 PM, Sami Alameen<[email protected]>
>>> wrote:
>>>> regarding the panel part there are many ways for
>>>> single equation
>>>>
>>>> xtset firm year
>>>> xtreg v1 a b d c e i.year, fe
>>>>
>>>> and so on
>>>>
>>>> for SUR
>>>>
>>>> sureg (v1 a b c d e f i.firm i.year) (v2 a b c f g i.firm i.year)
>>>>
>>>> Correction: the command for SUR model is _sureg_ not sur
>>>>
>>>> Good luck
>>>> *
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>>>>
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> *
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