st: first stage of xtivreg2, fe

["alessia matano" <alexis.rtd@gmail.com>]

Dear all

I would like ti ask you a  question: does anyone of you knows what
kind of estimation is the first stage in xtivreg2, fe??
Is that a simple OLS estimation, or a xtreg, fe one??

Because I am trying to replicate the first stage myself, and i am not
able. The reason is that when I apply my estimation with only my
instrument the R^2 get high, and when I do the first stage with the
other instruments (the ones supposed for the other variables and the
exogeneous variables), the R^2 is not so good anymore?

Can anyone help me to understand??
Thank you

alessia
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