Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: RE: xtivreg vs. xtivreg2


From   "Schaffer, Mark E" <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: RE: xtivreg vs. xtivreg2
Date   Wed, 13 Nov 2013 14:06:26 +0000

Marc,

Can you show us the actual output?  Also, as per the Statalist FAQ, please tell us what versions of Stata, xtivreg2, etc. that you are using.

--Mark

> -----Original Message-----
> From: [email protected] [mailto:owner-
> [email protected]] On Behalf Of Sportökonomie
> Sent: 13 November 2013 13:05
> To: [email protected]
> Subject: st: xtivreg vs. xtivreg2
> 
> Dear Statalist,
> 
> I am performing a fixed effects instrumental variable panel regression by using
> the following commands:
> 
> (1) xtivreg depvar varlist_1 (varlist_2 = varlist_iv), fe
> (2) xtivreg2 depvar varlist_1 (varlist_2 = varlist_iv), fe
> (3) xtivreg2 depvar varlist_1 (varlist_2 = varlist_iv), fe cluster(id)
> 
> For both -xtivreg2- commands I receive the response
> 
> "equation not identified; must have at least as many instruments not in the
> regression as there are instrumented variables"
> 
> However, I have specified everything analog to the -xtivreg- command. I tested
> myself how to make the xtivreg2 command work, and the only solution was to
> add the 2 instrumented variables also as independent variable, which I am sure
> is not the right way to do.
> 
> What does that mean, and how can I adjust the latter two commands to work?
> 
> Thanks,
> Marc Rohde
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/faqs/resources/statalist-faq/
> *   http://www.ats.ucla.edu/stat/stata/


----- 
Sunday Times Scottish University of the Year 2011-2013
Top in the UK for student experience
Fourth university in the UK and top in Scotland (National Student Survey 2012)

We invite research leaders and ambitious early career researchers to 
join us in leading and driving research in key inter-disciplinary themes. 
Please see www.hw.ac.uk/researchleaders for further information and how
to apply.

Heriot-Watt University is a Scottish charity
registered under charity number SC000278.


*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index