Announcement

Collapse
No announcement yet.
X
  • Filter
  • Time
  • Show
Clear All
new posts

  • ivreg2 vs xtivreg2 for panel data

    Hi,
    I'm confused about the use of ivreg2 and xtivreg2.
    Both seem to work for panel data.
    But the latter is restricted to fixed-effect.
    The use of the former is clearer.
    What's the difference and which to report?
    Thanks,
    Last edited by Souryabrata Mohapatra; 03 Aug 2022, 21:19.

  • #2
    ivreg2 and xtivreg2 are from SSC, as you are asked to explain (FAQ Advice #12). The difference corresponds to the difference between the official ivregress and xtivreg commands, respectively. One is a panel-data estimator and the other is for cross-sectional data. As it goes with linear estimators, one can use a cross-sectional estimator to estimate a panel data model by including indicators.

    Comment

    Working...
    X