Actually, -xtivreg2- is written so that if there are no endogenous
regressors, you can use it the way you use official -xtreg-. Thus
*does work
xtivreg2 ys k n, fe
--Mark
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> Martin Weiss
> Sent: 10 April 2009 21:46
> To: [email protected]
> Subject: st: Re: single exogenous variable, panel data
> estimation problem
>
> <>
>
> With only an exogenous variable, the whole "IV" stuff is
> redundant. You can
> use -xtreg- directly... Note that -xtivreg- and -xtreg- throw
> up the same
> results then...
>
> ***
> use http://fmwww.bc.edu/ec-p/data/macro/abdata.dta
> tsset id year
> *does not work...
> xtivreg2 ys k (n=n), fe
> *does work
> xtivreg ys k (n=n), fe
> xtreg ys k n, fe
> ***
>
>
>
> HTH
> Martin
> _______________________
> ----- Original Message -----
> From: "Zhongjin Lu" <[email protected]>
> To: <[email protected]>
> Sent: Friday, April 10, 2009 10:33 PM
> Subject: st: single exogenous variable, panel data estimation problem
>
>
> > Dear All:
> > I have a A simple question with xtivreg2:
> > I want to run a gmm (re or fe, it doesn't matter to me)
> regression on
> > panel data with cross-sectional correlation in error term,
> that's why
> > I think the HAC option in Xtivreg2 can solve it.
> > My question is, I have the following panel data regression:
> > Y=X*beta+e;
> > The X is the single and exogenous variable. When I write
> > the command in STATA, "xtivreg2 y (x=x), fe", it doesn't work! It
> > seems xtivreg2 need more instruments than endogenous
> variables? But in
> > my case, I only have one exogenous variable, what should I do?
> >
> > Thank you so much.
> > By the way, it seems, in xtivreg, it doesn't have such requirement.
> > Since I don't see any formula of xtivreg2, I have no idea about how
> > does it work.
> >
> > --
> > ___________________________
> > Zhongjin Lu (Jack)
> > Master's Candidate, Department of Economics, Duke University
> > Alumni, Tsinghua University
> > Cell Phone +1 919 491 1180
> > [email protected]
> > *
> > * For searches and help try:
> > * http://www.stata.com/help.cgi?search
> > * http://www.stata.com/support/statalist/faq
> > * http://www.ats.ucla.edu/stat/stata/
> >
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
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