Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: constant variable as IV in panel?
From
Austin Nichols <[email protected]>
To
[email protected]
Subject
Re: st: constant variable as IV in panel?
Date
Thu, 23 Jun 2011 08:29:25 -0400
Matthias Opfinger <[email protected]>:
In such a case, you are using only between variation, and it is more
intellectually honest to run a cross-sectional regression for one
point in time, or possibly to compute a long difference using a pair
of years (estimating a cross-sectional regression in changes rather
than in levels), depending on which assumptions are more plausible
(plausibility comes from theory not from the data).
On Thu, Jun 23, 2011 at 5:22 AM, Matthias Opfinger
<[email protected]> wrote:
> Hi everyone,
>
> I want to estimate a panel model with observations on approx. 90 countries
> for five points in time between 1980 and 2005. However, one of my
> explanatory variables is endogeneous. The only possible instrument is a
> variable on climatic zones. So it would be the same for each country over
> all points in time. How can I put this into my model? Do I just put the same
> value for each country over all the points in time and then use xtivreg?
>
> Best
> Matthias
*
* 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/