RE: st: Re: Doubt about xtivreg,first differences

["Rafael Terra de Menezes" <rflterra@hotmail.com>]

Thanks AbdelRahmen,

I tried to install xtivreg2 and I got the message "version 8.2 not 
supported". I have the version 8.0
of Stata and don't know what to do. Any suggestion will be very helpfull.


Thanks
Rafael


> From: "AbdelRahmen El Lahga" <abdelrahmen.ellahga@gnet.tn>
> Reply-To: statalist@hsphsun2.harvard.edu
> To: <statalist@hsphsun2.harvard.edu>
> Subject: st: Re: Doubt about xtivreg,first differences
> Date: Mon, 20 Feb 2006 20:21:20 +0100
>
> Rafael
> for your secon question see xtivreg2
> if not installed in your maxhine tape within Stata:
> findit xtivreg2
>
> ----- Original Message -----
> From: "Rafael Terra de Menezes" <rflterra@hotmail.com>
> To: <statalist@hsphsun2.harvard.edu>
> Sent: Monday, February 20, 2006 8:09 PM
> Subject: st: Doubt about xtivreg,first differences
>
>
> > Dear Stata users,
> >
> >
> > I'm usin the command xtivreg, fd and some doubts arose while working 
> with
> > it. First, I ran the following:
> >
> > xtivreg y w y z (l.y=l(2).y), fd
> >
> > My panel has T=10 and the output shows T=7. I know first differencing 
> the
> > equation sweep out one period, and because there is a lag dependent
> > variable, two years are swept out. I would like to know if the fact that
> I'm
> > using yt-2  as instrument makes me lose another year.
> >
> > Another question:  Is there any test to run after xtivreg,fd (test for
> > validity of instruments for example)? And how can I deal
> heteroskedasticity
> > in xtivreg?
> >
> > Thanks,
> > Rafael Terra de Menezes
> > University of S�o Paulo - Brazil
> > Ms Student
> >
> >
> > *
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>
> *
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*
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