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st: IV with many fixed effects


From   Francie Streich <[email protected]>
To   [email protected]
Subject   st: IV with many fixed effects
Date   Mon, 6 Aug 2012 16:35:10 -0500

Hi all:

I'm looking for advice on running an instrumental variables regression
with lots of fixed effects.

I have so many fixed effects that the following code isn't feasible:
" xi: ivregress y x1 ( x2=z)  i.fe "

Ideally I'd like to find some combination of areg and ivregress, but I
haven't been able to locate anything like this.

Does anyone have any suggestions?

Thanks,
Francie
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