--- Leonor Saravia <[email protected]> wrote:
> First step:
> regress TAX EXP, robust
>
> predict tax_hat
> Second step:
> xtreg INV tax_hat, fe
Eva has already given you an answer. I have just an aditional comment:
Since you are using the first regression only to generate predicted
values, the -robust- option will do nothing. The -robust- option only
changes the standard errors, and leaves the regression coefficients,
and thus also the predicted values, unchanged.
-- Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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