Hi
I am new to Stata and am trying to run a fixed effects regression using an instrumental variable. I have read around the topic and realised that you need to xtset your data before hand which I have done. I know that the command to estimate fixed effects is xtreg followed by the fe to specify fixed effects but is that only consistent for OLS regressions? It doesn't seem to work for iv regressions therefore I was wondering if there is a special command that can be used to estimate fixed effects when running an ivregress 2sls regression?
Thanks
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