Running Panel Regression using IVREG2H

[Dhiroj Prasad Koirala]

Hi all,
I have been dealing with panel data. I ran a panel instrumental variable regression using 'xtivreg' command. As a robustness check, I wanted to run lewbel (2012) regression using 'ivreg2h' command. But I have not been able to run 'fe' component in this command despite my data being a panel one. I am getting my results as if my data was a pooled cross-sectional data. Please help.

[Andrew Musau]

ivreg2h is from SSC (FAQ Advice #12). You need to include the -fe- option to run a fixed effects model. Otherwise you show no code or output, so it is difficult to advise you appropriately. See the referenced FAQ for details on how to effectively post in the forum.

[S. M. Woahid Murad]

Hi, ivlewfe helps to control multiple fixed effects for Lewbel (2012). You can install it using

net install ivlewfe, from("https://raw.githubusercontent.com/woahidmurad/ivlewfe/main/") replace