Hi everyone, in my empirical analysis, I firstly use areg to do the regressions as below:
areg dif_wage dif_output x1 x2 x3 x4 if (year==2006|year == 2004|year == 2002) [aweight=pop], absorb(province_year) cluster(province)
areg dif_wage dif_output x1 x2 x3 x4 i.province_year if (year==2006|year == 2004|year == 2002) [aweight=pop], absorb(city) cluster(province)
where the weighted variable pop is the city's population which changes yearly; dif_frac_PE_output is the main independent variable, x1-x4 are other control variables
The regression results are shown as attachments.
My next step is to use the variable dif_tariff as the instrumental variable for dif_output, but the command areg can't do the instrumental variable regression. It seems that I should do the IV with the command xtreg, but xtreg can't use the time-varied variable population as the regression weight.
So how can I do the instrumental variable with the time-varied population as regression weight in the panel data model?
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