Saturday, February 18, 2006

RE: st: areg with IV

Rijo, Try -xtivreg , fe - Best, -Jo

Jyotsna (Jo) Puri Cell and Voicemail: 201-805-1690 pjyotsna@hotmail.com I am supporting the education of underprivileged kids. You can too: http://www.ashanet.org/nycnj/marathon/runnernet/publicmypage.php?runnerid=2005TA486

----Original Message Follows---- From: "Rijo John" <rmjohn@gmail.com> Reply-To: statalist@hsphsun2.harvard.edu To: statalist@hsphsun2.harvard.edu Subject: st: areg with IV Date: Sat, 18 Feb 2006 18:22:36 +0530

Dear Statalist,

The `absorb(varname)' in the `areg' specifies the categorical variable which is to be included in the regression as if it were specified by dummy variables. [Same is done with the command xtreg, fe i(clust)]. Typically when we have large number of dummies and we don't want the coefficients of the dummies to be printed out in the regression result window this `absorb(varname)' is a good way out.

I want to know if ivreg or ivreg2 in Stata support such a thing. Coz I want to estimate a model 'areg y x1 x2 x3, absorb(clust)' where clust is an indicator variable for different clusters and x1 is an endogenous variable. I want to estimate this same model with an instrumental variable for x1.

I went through the ivreg command but could not find such an option. Can someone please suggest a way out?

Thanking you in advance Rijo John.

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