Re: st: RE: re: 3sls and fixed effects

[John Antonakis <John.Antonakis@unil.ch>]

Put xi: before the regression--seems that you are not running the latest 
version of Stata.

xi: reg3 (invest mvalue kstock i.company) (kstock time i.company),

Regards,
John.

__________________________________________

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On 16.10.2010 16:49, Biljana Dlab wrote:
> I tried to put in my regression:
> Reg3(... i.year i.firm)(... i.year i.firm), enog(...)
>
> But then I get the error message:
>
> i:  operator invalid
>
> I have panel data
>
> Thanks,
>
> Biljana
>
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Christopher
> Baum
> Sent: 16 October 2010 16:39
> To: statalist@hsphsun2.harvard.edu
> Subject: st: re: 3sls and fixed effects
>
> <>
> Biljana wonders how to include fixed effects in 3SLS:
>
> webuse grunfeld, clear
> reg3 (invest mvalue kstock i.company) (kstock time i.company),
> endog(invest kstock)
>
> Kit
>
> Kit Baum   |   Boston College Economics&  DIW Berlin   |
> http://ideas.repec.org/e/pba1.html
>                                An Introduction to Stata Programming  |
> http://www.stata-press.com/books/isp.html
>     An Introduction to Modern Econometrics Using Stata  |
> http://www.stata-press.com/books/imeus.html
>
>
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