Samuel--
You may want year dummies, too, and for that I recommend using -tab-
with a -gen- option:
ssc install ivreg2, replace
ssc install xtivreg2, replace
ssc install xtabond2, replace
use http://fmwww.bc.edu/ec-p/data/macro/abdata.dta, clear
tsset id year
tab ye, gen(dy)
drop dy1
g highorlow=(ind==5 | ind==7) if !mi(ind)
xtivreg2 ys k n dy* (=indout) if hi==0, fe cl(id) gmm small
xtivreg2 ys k n dy* (=indout) if hi==1, fe cl(id) gmm small
Also read the help files for -xtivreg2- and -xtabond2- and the
references therein for descriptions of various good panel methods.
(The example above is not a good method, just illustrative of syntax.)
On 11/8/06, Nick Cox <[email protected]> wrote:
Samuel already has his dummy, so I don't think that
is the issue. I don't think that mentioning GMM
ties this problem down precisely, any more than
saying that one is using maximum likelihood.
Nick
[email protected]
Maarten Buis
> I don't know about the gmm, but for the dummies have a look
> at -help xi-.
samuel allen
> I need to compute two different regressions.
> This is my variables list: company, year (from
> 1980 to 1990), id (1, 2, 3...), var1, var2... ,
> highorlow (it is an already created column of 1 and
> 0, a number for each firm).
> Could somebody write me command-examples using this
> dummy?
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