Xtivreg2 and categorical independent variable

[Yasmine Elsayed]

Hi everyone,

I ran into a problem when running the xtivreg2 command with w categorical variable with "i." before the variable name, it says factor variables not allowed. But when I run a normal xtreg it works just fine. Why is that error showing up?

Many thanks

[Andrew Musau]

It is an old command and it is from SSC, as you are asked to explain (FAQ Advice #12). See instead

ssc install ivreghdfe, replace
help ivreghdfe

[Giorgio Di Stefano]

It is an old command and it is from SSC, as you are asked to explain (FAQ Advice #12). See instead

ssc install ivreghdfe, replace
help ivreghdfe

Still this one is out of date. Check github for the newest.

Andrew Musau will you like kindly please to comment on partial out here?

https://www.statalist.org/forums/for...-out-for-panel

[Kendal zhang]

When I use ivreghdfe, my endogenous variables are lconflict_o lconflict_d and the instrument variables are lmilex_o lmilex_d. What is the right form of the code to make the instrument variable regression?