Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
From | "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk> |
To | <statalist@hsphsun2.harvard.edu> |
Subject | st: RE: problems combining xtivreg and xtoverid or using xtivreg2 with random effects estimation |
Date | Thu, 29 Sep 2011 16:24:25 +0100 |
Daniel, > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Schneng > Sent: 29 September 2011 16:09 > To: statalist@hsphsun2.harvard.edu > Subject: st: problems combining xtivreg and xtoverid or using > xtivreg2 with random effects estimation > > --> I posted this earlier, but it didn't appear at the > statalist, so I > --> tried > to post it again. I hope that the first post doesn't pop up > somewhere and confuses you. > > > Dear Statalist, > > for my Master's Thesis I'm currently dealing with a Panel > Data Analysis and Instrumental Variables, in fact with a > xtivreg. The problem that occurred is, that there is no > proper and adequate way to make a random effects estimation. > Xtivreg does one though, but the post estimation for relevant > and weak instruments doesn't work well. I tried xtoverid, but > this fails due to the omitted variable problem (have a look here: > http://www.stata.com/statalist/archive/2011-09/msg00885.html). The "omitted variable problem" is as described in the post you link to: "-xtoverid- was written before Stata introduced the omitted variable operator "o". Variables are being dropped from your estimation and being reported as such with an "o." in front of them, and -xtoverid- doesn't understand this." > Even if I drop all omitted variables xtoverid doesn't work. But this is peculiar. If you estimate using -xtivreg- but exclude all the variables that Stata is dropping, -xtoverid- should now work. Can you show us the output of -xtivreg- with the variables omitted? There's one other idea that comes to mind, namely version control. "o." was introduced in Stata 11, if I recall. It's possible that if you precede your -xtivreg- estimation with the line version 10 -xtivreg- will not report using "o." for omitted variables, and the subsequent call to -xtoverid- may then work. The -version- statement will need to be in a do file along with the subsequent -xivreg- call. HTH, Mark > Xtivreg2 on the other hand can't deal with random effects. > In a few posts and e-mails on Statalist I read, that there is > a xtivreg2 version developed, which can handle the random > effects and the statistics around that. > Maybe this would solve my problem? > (http://statalist.1588530.n2.nabble.com/XTIVREG-first-stage-F- > statistic-td5660893.html#a5661971) > > Thank you very very much. > > Kind regards, Daniel Schalling. > > > -- > View this message in context: > http://statalist.1588530.n2.nabble.com/problems-combining-xtiv > reg-and-xtoverid-or-using-xtivreg2-with-random-effects-estimat > ion-tp6844236p6844236.html > Sent from the Statalist mailing list archive at Nabble.com. > > * > * 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. Heriot-Watt University is the Sunday Times Scottish University of the Year 2011-2012 * * 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/