There should have been -fe- option in the second -xtivreg- for fixed
effects.
*** for fixed effects
sysuse auto, clear
xtivreg headroom (rep78=gear turn) trunk length, i(foreign) first fe
xtreg rep78 trunk length gear turn if e(sample)==1, fe
outreg2 using myfile, replace
xtivreg (rep78=gear turn) headroom trunk length, i(foreign) fe
outreg2 using myfile, sortvar(rep78) see
And, yes, this will work with -ivreg2-, too. And with any other
table-making programs.
> Yes, you can. The trick is to use e(sample) to make sure
> you are using the same sample. Just remember that the
> first-stage must include all right-hand side variables,
> including the instruments.
>
> Incidently, this will work with -ivreg- as well.
>
> ** for random effects
> sysuse auto, clear
> xtivreg headroom (rep78=gear turn) trunk length, i(foreign) first
> reg rep78 trunk length gear turn if e(sample)==1
> outreg2 using myfile, replace
> xtivreg (rep78=gear turn) headroom trunk length, i(foreign)
> outreg2 using myfile, sortvar(rep78) see
>
> *** for fixed effects
> sysuse auto, clear
> xtivreg headroom (rep78=gear turn) trunk length, i(foreign) first fe
> xtreg rep78 trunk length gear turn if e(sample)==1, fe
> outreg2 using myfile, replace
> xtivreg (rep78=gear turn) headroom trunk length, i(foreign)
> outreg2 using myfile, sortvar(rep78) see
>
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