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From | "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk> |
To | <statalist@hsphsun2.harvard.edu> |
Subject | st: RE: xtivreg2 doesn't like lagged endogenous RHS variables? |
Date | Sun, 28 Aug 2011 14:08:19 +0100 |
Hewan, > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Hewan Belay > Sent: 26 August 2011 23:32 > To: Stata List > Subject: st: xtivreg2 doesn't like lagged endogenous RHS variables? > > Dear Statalist, > > I want to make sure I understand the reason for a problem I > had using the command for executing panel IV regression, > xtivreg2. It appears that when asking the command to produce > the first stage regressions along with the main results, > where the endogenous RHS variable is used in its lag form, it > balks. I was able to reproduce the problem using a stata > dataset just for illustration: > > webuse abdata, clear > xtivreg2 emp wage cap (L.indoutpt = n), fe first > > when I do this, it produces only the first stage, but then > gives the error message: > > __000003 not found > and thus stops running any subsequent commands. > > So I tried to get around the problem by doing this: > > g L_indoutpt = L.indoutpt > xtivreg2 emp wage cap (L_indoutpt = n), fe first > > This doesn't produce any error message. Is there anything > else I can do? The above solution would force me to > cumbersomely rename various lagged variables in my do file. It's a bug and I hope a fix should be available shortly. In the meantime, you can also get around it by using the ffirst option. But the bug fix should be ready soon - I've got it working and it just needs some testing. Cheers, Mark > > Thanks, > Hewan > > > * > * 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/ > -- Heriot-Watt University is a Scottish charity registered under charity number SC000278. * * 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/