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st: RE: xtivreg2 doesn't like lagged endogenous RHS variables?
From
"Schaffer, Mark E" <[email protected]>
To
<[email protected]>
Subject
st: RE: xtivreg2 doesn't like lagged endogenous RHS variables?
Date
Sun, 28 Aug 2011 14:08:19 +0100
Hewan,
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] 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
>
>
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