Please ignore my previous message. After a good night's sleep, I've
found what the issue was :) The problem was not with -xtivreg,fd- but
with the -test- command executed after -xtivreg,fd-. I was executing
-test 1st_step_resid-, and should have been executing -test
d.1st_step_resid-.
Sorry about that.
Jean Salvati
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> Salvati, Jean
> Sent: Thursday, September 23, 2004 5:53 PM
> To: [email protected]
> Subject: st: Extending -dmexogxt- to -xtivreg, fd-?
>
> Hi all,
>
> I'm trying to extend -dmexogxt- to -xtivreg, fd-, and I've
> run into a weird issue: when I plug the residuals from the
> first-step regression into -xtivreg, fd-, I get an error
> message saying that the series for the residuals was not
> found, even though the series does exits in the dataset. This
> only happens with -xtivreg, fd-. It does not happen when I
> replace -xtivreg, fd- with -xtivreg, fe-, -regress-, or -xtreg-.
>
> Can anyone explain what is going on? I was wondering in
> particular whether the authors of -dmexogxt- had tried to
> extend -dmexogxt- to -xtivreg, fd-, and whether they had run
> into this issue.
>
> Thanks a lot.
>
> Jean Salvati
>
>
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