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st: Method for first stage, in xtivreg
From
Hans Henrik Sievertsen <[email protected]>
To
[email protected]
Subject
st: Method for first stage, in xtivreg
Date
Tue, 23 Feb 2010 22:40:13 +0100
hi all,
I am really sorry for reposting.
Is it impossible to find out what procedure xtivreg uses in the first
stage? B I I am really frustrated about xtivreg.
I run
xtivreg x1-x12 (x13=x14 x15), re first
And get the first stage results. That is fine, but I would like to know how
it estimates the first stage. I tried to replicate the first stage with OLS,
RE, BE, FE etc... I cannot get the same results? I wonder why?
Thanks in advance!
Regards
Hans
2010/2/14 Hans Henrik Sievertsen <[email protected]>
> Hi,
>
> I have a simple question
>
> In an xtivreg estimation with RE. How is the first stage estimated?
> Is it a GLS estimation as well?
>
> Thanks in advance,
> Hans
>
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