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st: IV regression with time invariant instrument
From
daniele curzi <[email protected]>
To
[email protected]
Subject
st: IV regression with time invariant instrument
Date
Wed, 9 May 2012 14:38:04 +0200
Dear Statalist,
I have to run an IV regression with fixed effects for a panel. The problem
is that one of the instrument that I have to use is time-invariant, so in
the first stage it is automatically omitted. I read something about the
command xthtaylor, but it produces a random effect estimation.
I cannot use the ivreg command with dummies for the group variable (id)
because they exceed the maximum number allowed.
Someone could give me any suggestion?
Thank tou very much
D.
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