Hi! I have been trying to estimate the relationship between an endogenous variable (say X) and Y, and X and Z using the instrumental variable approach. I have panel data. So I have used 'xtivreg' command with 'fe' for separate estimations X and Y, and X and Z; in these regressions, I have instrumented the endogenous variable, X, with an IV, say B. Now, I think variables Y and Z are also predictors of each other. So I think I can use 3SLS in this case, can't I? If so, could someone suggest to me how to incorporate 'fe' in 3SLS in STATA?
Related Posts with 3SLS for panel data
Rdplot confidence interval not showingHi all, I have the following code: rdplot aux1hm aux1dm if agech >= `agelow' & agech <= `…
interpolate between two year dates using expandHi all, For my panel data, I want to linearly interpolate between two years. I have data for the pe…
Generating Variable Based on Multiple ConditionsHi all, I am currently working on a stata dataset in regards to institutional holdings. I would lik…
Twoway Line Chart for Regression Dummy CoefficientsDear all, Suppose I have a large dataset that comprises the age and income of Individuals. Now assu…
Adding Confidence Intervals to ScatterHi all, Is there a way I can add confidence intervals to the following? scatter aux1hm aux1dm, leg…
Subscribe to:
Post Comments (Atom)
0 Response to 3SLS for panel data
Post a Comment