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st: RE: IV with many fixed effects
From
"Schaffer, Mark E" <[email protected]>
To
<[email protected]>
Subject
st: RE: IV with many fixed effects
Date
Mon, 6 Aug 2012 22:44:09 +0100
Francie,
Stata's official xtivreg, and (from ssc) xtivreg2, will both estimate IV
fixed effects models.
HTH,
Mark
> -----Original Message-----
> From: [email protected] [mailto:owner-
> [email protected]] On Behalf Of Francie Streich
> Sent: 06 August 2012 22:35
> To: [email protected]
> Subject: st: IV with many fixed effects
>
> 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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