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st: RE: Problem with xi and xtivreg2


From   "Schaffer, Mark E" <[email protected]>
To   <[email protected]>
Subject   st: RE: Problem with xi and xtivreg2
Date   Sun, 19 Jun 2011 17:40:55 +0100

Juan,

> -----Original Message-----
> From: [email protected] 
> [mailto:[email protected]] On Behalf Of 
> Juan Pablo Cote Baron
> Sent: 19 June 2011 00:40
> To: [email protected]
> Subject: st: Problem with xi and xtivreg2
> 
> Dear statalist users,
>  
> I have a problem when using the xi: xtivreg2... combination. 
> I need to regress "x" on "w", an instrumented variable "y" 
> and on year dummies. I typed this:
>  
> xi: xtivreg2 x w i.year (y = z), fe robust
>  
> but it doesn't work. Instead, I get the error message "too 
> few variables specified r(102)", but I don't know what the 
> problem could be (the syntax works when I use it with another 
> cathegorical variable different from year) .

What happens if you first use -xi- on its own to create the year
dummies, and then use the year dummies in the estimation without -xi-?

--Mark

>  
> Thanks in advance,
>  
> Juan Pablo Cote.
> 
> 


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Heriot-Watt University is a Scottish charity
registered under charity number SC000278.


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