Dear Stata forum
I would like to calculate the product of different estimates from two different xt(iv)reg estimates, such as the following:
I read similar questions on the Statalist forum suggesting to store the different estimates with the suest command before using the nlcom command to be able to calculate the product of the estimates. However, the suest command does not work for xt(iv)reg. Other suggested solutions were to run the xt(iv)reg manually with the regress command with unit dummies (i.e. the least-squares-dummy-variables-estimator). However, in my case I have a dataset of N=120,000 and so creating unit dummies is not possible (I got the error message r(103): too many variables specified).
Does anyone know how I can solve this problem? Any suggestions would be greatly appreciated.
Kind regards
Eva
I would like to calculate the product of different estimates from two different xt(iv)reg estimates, such as the following:
Code:
** import data and specify as panel data clear all webuse nlswork, clear tsset idcode year ** model 1 xtivreg not_smsa age c.age#c.age (tenure = union south), fe vce(cluster idcode) estimates store model1 ** model 2 xtivreg ln_wage age c.age#c.age tenure (not_smsa= union south tenure), fe vce(cluster idcode) estimates store model2 ** calculate the product of the estimate of tenure from model 1 and not_smsa model 2 nlcom _b[model1_mean:tenure]*_b[model2_mean:not_smsa]
Does anyone know how I can solve this problem? Any suggestions would be greatly appreciated.
Kind regards
Eva
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