st: RE: ivreg2 and esttab with triple interactions

["Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>]

Dana,

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Dana Shills
> Sent: 03 October 2010 14:10
> To: statalist@hsphsun2.harvard.edu
> Subject: st: ivreg2 and esttab with triple interactions
> 
> 
> I am trying to estimate a set of models with country x 
> industry x firmsize interactions. I am having difficulty on 
> two sets of issues and I have gone through the archive 
> carefully but can't find a solution:
> 
> 
> 1> First, when I try to estimate an instrumental variable 
> model using ivreg2: 
> eststo: ivreg2 y x1 x2 x3 x4 x5 sector##cnum##size_new 
> (z1=x8), r liml ffirst
> 
> I get an error saying "No interaction terms allowed". So is 
> ivreg2 one of those commands not geared to handle triple 
> interaction terms?

I'm afraid we haven't gotten around yet to adding support for factor
variables in -ivreg2-.  Definitely on our to-do list, though.

--Mark (-ivreg2- co-author)

> 2> The second issue has to do with outputting the results 
> into a table. When I run several models and then use eststab 
> to output each specification as a column in a table, get an 
> error saying "too many base levels specified". 
> I can get around this if I use esttab after each estimation 
> but this is going to be very time consuming. Any suggestions 
> would be greatly appreciated.
> 
> Thanks
> 
> Dana 		 	   		  
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