Dear Statalist,
I am trying to estimate a two stage least squares where both stages contain multiple fixed effects and interactions between age and district factors. I used reghdfe in combination with the xi command for the first stage regression and attempted to use the stages(first) addition but I keep getting an error saying "invalid options: stages(first)". Does anyone know why this is happening or have any ideas as to a different way to proceed?
Here is my code and the response:
xi: reghdfe yrschl i.age74|intensity, stages(first) absorb(age district) v
> ce(cluster district)
i.age74 _Iage74_2-23 (naturally coded; _Iage74_12 omitted)
i.age74|inten~y _IageXinte_# (coded as above)
invalid options: stages(first)
r(9);
Any input would be greatly valued. Thank you
Related Posts with Two Stage Least Squares with multiple Fixed Effects (using reghdfe)
Output interpretation diffDear Statalist, I am running a Difference in Difference analysis for a policy effect on employment …
Predicting standardized residuals after mlogit (multinomial logistic regression) using svyset?Dear users, I kindly ask for your guidance regarding my following problem: I am conducting a multin…
Help with table and export to word fileHi, I'm having some trouble to make a basic table. I don't want any summary statistics, just make a…
Fill missing values with means using mipolateDear Statalists, I would like to fill missing observations in a panel. I found the mipolate command…
Fixed effect correlation matrixDear all, What is the command in stata to excecute a fixed effects correlation matrix of the variab…
Subscribe to:
Post Comments (Atom)
0 Response to Two Stage Least Squares with multiple Fixed Effects (using reghdfe)
Post a Comment