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RE: st: RE: re: 3sls and fixed effects
From
"Biljana Dlab" <[email protected]>
To
<[email protected]>
Subject
RE: st: RE: re: 3sls and fixed effects
Date
Sat, 16 Oct 2010 19:02:56 +0200
I tried as you suggested but then i get message:
"Equation is not identified -- does not meet order conditions"
Any idea what could be the problem.
Thanks.
Best,
Biljana
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of John
Antonakis
Sent: 16 October 2010 16:54
To: [email protected]
Subject: Re: st: RE: re: 3sls and fixed effects
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.
__________________________________________
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), endog(...)
>
> But then I get the error message:
>
> i: operator invalid
>
> I have panel data
>
> Thanks,
>
> Biljana
>
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of Christopher
> Baum
> Sent: 16 October 2010 16:39
> To: [email protected]
> 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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