I am quite new to reghdfe and ivreghdfe. I hope someone can help me with my code.
I have a panel data with 800 firms of 40 industries in 10 years.
I want to run 2sls, z directly affects x, but indirectly affects y.
Code:
xtset firm year ivreghdfe y (x = z) $controls, absorb(industry year) first outreg2 using myfile.xls, replace stats(coef pval)
But I could not obtain both the 1st stage and 2nd stage results with outreg2. I have tried to search here, but there is no suggestion to use outreg2 for ivreghdfe.
Can anyone help me with this, please? I really appreciate your help.
Regards,
Ken
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