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st: individual fixed effects in xtivreg


From   daniele curzi <[email protected]>
To   [email protected]
Subject   st: individual fixed effects in xtivreg
Date   Fri, 18 May 2012 12:19:28 +0200

Dear Statalist,
I have to run a fixed effect model but I have two endogenous
variables. Therefore I have to use an IV regression using xtivreg.
After the estimation I have to add the individual fixed effect to the
residual.
I have also to compare the OLS with the IV regressions. The problem is
that the two methods produce  individual fixed effects that are
inverse (typing predict ife, u). The two individual fixed effects have
a correlation of -0.9.

Someone can tell me why?

Thank you

D.
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