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  • Country-specific time trend in xtivreg2

    Hello!

    I am doing a 2SLS estimation using the xtivreg2 command. I want to include a country-specific time trend, however, when I include c.year#i.country into the command, I get the following error: "cyear#i: operator invalid"

    Am I doing something wrong?
    Or is there a way to generate the time trend mannually and then include it in the xtivreg2 command?

    Thanks!

    Best regards





  • #2
    xtivreg2 is from SSC, as you are asked to explain (FAQ Advice #12).

    Code:
    xi: xtivreg2 ... i.country|year
    See

    Code:
    help xi
    Better advice: Use a command that supports factor variables, such as the official xtivreg command.

    Code:
    help xtivreg

    Comment


    • #3
      Thanks Andrew, I have used the xtivreg command now

      Comment

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