Hi,
I'm new to Mata and I'm still getting my feet wet, so apologies if this is a dumb question.
I'm a little confused about...
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Hmm. Why would that result in a lower rsquared for reghdfe?...
 4 posts

Different rsquared in xtreg vs rghdfe
Hi all,
I've been using the xtreg to estimate the firststage of a 2SLS model, but switched to reghdfe because of faster runtime and...
 4 posts

Clyde, thanks for the thoughtful response.
I see your point regarding sampling variability. In this case, perhaps it might be better to simply...
 6 posts
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Update: I've solved this. The solution was as follows for those who are interested:
Code:reghdfe y x1 x2 x3 (x1=iv1), vce(cluster
 6 posts
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Using a macro with test
Hi all,
I'm trying to test whether coefficients for one predictor are different across a number of different models.
These are IV models...Last edited by Yevgeniy Feyman; 14 Sep 2017, 13:58.
 6 posts

Great, it did exactly what I needed! Thanks for your help.
 5 posts
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Thanks for the response. I'm happy to clarify.
Below is the dataex output for a few observations.
Code:* Example generated
 5 posts
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Creating new variables using values of existing variable
Hi all,
In a bit of a quandary.
I have an individualzipcodelevel dataset. Each zipcode has a longitude/latitude associated...Last edited by Yevgeniy Feyman; 16 Aug 2017, 12:52.
 5 posts


Apologies.
Here's the code I'm going to try. X is endogenous, Z is the instrument. Does this do what I think it does? That is, it instruments...
 9 posts
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Quadratic Terms and Instrumental Variables
Here's the issue. I have a model with a predictor that has been wellestablished to be endogenous. I have a series of instruments that I'm using to gradually...
 9 posts

This (your first solution) worked perfectly; thank you!
Surprising that Stata doesn't have a more elegant way of doing this. I know that...
 7 posts
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Storing predictions from margins
Hi all,
I'm trying to generate a predicted outcome holding a categorical variable (x_{2}) constant.
I'm doing the following:...
 7 posts

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