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  • xtivreg2 & ivreg2

    Hi all, I m looking for help here: the picture below is my model [ i = for each country (29), t = time period (2004-2019)]
    Click image for larger version

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    My question is:
    1) Assuming that SFDI is an endogenous variable, I would like to use I.V (to deal with endogenous variable) to estimate this model, should I use the command ivreg2 or xtivreg2?

    Note that I tried to use the command below:

    Code:
     xtivreg2 y x ... (endog_var = iv_var) , fe
    Then I realize that this command does not provide the constant term (i.e.: the beta 0 in my model), but if use "ivreg2"; isn't it a command for time series only, and in my model, I have 29 countries as id? (Please correct me if I made misunderstood here), THANKS IN ADVANCE
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