Hi statalisters -
I am using an unbalanced panel data set, with one of the variables
estimated from a previous equation. It's not a 2 stage least square
model (since not all the variables are used in the first stage),
although it's similar. I need to correct the standard errors for the
fact that the variable was estimated. There is a FAQ for that situation
for a straight up regression, but I'm not quite sure how to correct the
standard errors for panel data in that situation. Any help would be
appreciated . Thanks. -Rachel
Rachel Bouvier
Assistant Professor of Economics
University of Southern Maine
11 Chamberlain Avenue
Portland, ME 04104
(207) 228-8377
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
