Hello,
I need help because I am estimating the impact of internet on productivity for a sample of firms, through the different points of the unconditional productivity distribution (so I need to perform Unconditional Quantile Regressions). As internet may be endogenous, I am using instruments.
To the best of my knowledge, the only command that can estimate UQR with endogeneity is "genqreg", but I am unable to introduce in the estimations the country/sector dummies, as I get the following reply:
*: 3200 conformability error
estimateGamma(): - function returned error
momentEvaluator(): - function returned error
weightMatrix(): - function returned error
<istmt>: - function returned error
I have tried incuding factor variables and "xi:" at the beggining, and also introducing manually all dummies, but in every case I get the same reply.
Can somebody help me?
Many thanks in advance,
Juan
I need help because I am estimating the impact of internet on productivity for a sample of firms, through the different points of the unconditional productivity distribution (so I need to perform Unconditional Quantile Regressions). As internet may be endogenous, I am using instruments.
To the best of my knowledge, the only command that can estimate UQR with endogeneity is "genqreg", but I am unable to introduce in the estimations the country/sector dummies, as I get the following reply:
*: 3200 conformability error
estimateGamma(): - function returned error
momentEvaluator(): - function returned error
weightMatrix(): - function returned error
<istmt>: - function returned error
I have tried incuding factor variables and "xi:" at the beggining, and also introducing manually all dummies, but in every case I get the same reply.
Can somebody help me?
Many thanks in advance,
Juan
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