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| From | daniele curzi <dancurzi@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: individual fixed effects in xtivreg |
| Date | Fri, 18 May 2012 12:19:28 +0200 |
Dear Statalist, I have to run a fixed effect model but I have two endogenous variables. Therefore I have to use an IV regression using xtivreg. After the estimation I have to add the individual fixed effect to the residual. I have also to compare the OLS with the IV regressions. The problem is that the two methods produce individual fixed effects that are inverse (typing predict ife, u). The two individual fixed effects have a correlation of -0.9. Someone can tell me why? Thank you D. * * 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/