st: Re: RE: Re: single exogenous variable, panel data estimation problem

["Martin Weiss" <martin.weiss1@gmx.de>]

<>

Thanks for that! Would I be able to infer this behavior from the help file? 
In the syntax diagram, it seems that the expression in the parantheses is 
mandatory.


HTH
Martin
_______________________
----- Original Message ----- 
From: "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To: <statalist@hsphsun2.harvard.edu>
Sent: Friday, April 10, 2009 11:08 PM
Subject: st: RE: Re: single exogenous variable, panel data estimation 
problem


> 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: owner-statalist@hsphsun2.harvard.edu
> > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of
> > Martin Weiss
> > Sent: 10 April 2009 21:46
> > To: statalist@hsphsun2.harvard.edu
> > 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" <lvzhongjin@gmail.com>
> > To: <statalist@hsphsun2.harvard.edu>
> > 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
> > > zhongjin.lu@duke.edu
> > > *
> > > *   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/
>
>
> --
> Heriot-Watt University is a Scottish charity
> registered under charity number SC000278.
>
>
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*
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