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From | John Antonakis <John.Antonakis@unil.ch> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: RE: re: 3sls and fixed effects |
Date | Sat, 16 Oct 2010 16:54:20 +0200 |
xi: reg3 (invest mvalue kstock i.company) (kstock time i.company), Regards, John. __________________________________________ Prof. John Antonakis, Associate Dean Faculty of Business and Economics (HEC) Department of Organizational Behavior University of Lausanne Internef #618 CH-1015 Lausanne-Dorigny Switzerland Tel ++41 (0)21 692-3438 Fax ++41 (0)21 692-3305 Home page: http://www.hec.unil.ch/people/jantonakis __________________________________________ 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 * * 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/
* * 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/