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st: individual fixed effects in xtivreg
From
daniele curzi <[email protected]>
To
[email protected]
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.
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