a-torgovitsky / ivcrc Goto Github PK
View Code? Open in Web Editor NEWA Stata module for an instrumental variables correlated random coefficients estimator.
License: MIT License
A Stata module for an instrumental variables correlated random coefficients estimator.
License: MIT License
Hi,
I am trying to run this program with fixed effects dummies using the i.identifier notation, but I am getting a "factor-variable and time-series operators not allowed" error. It looks like the preliminaries section of the estimator code is missing a fvexpand command in the trim("`varcoef'")=="" case, but I am hardly an expert in stata and could be wrong.
Best,
Gerardo
Hi,
I am trying to run this program with fixed effects dummies using the i.identifier notation, and I can achieve it by adding "xi:" before the ivcrc comand. Luckily, I also found that ivcrc can be followed by a "fe" after the comma, like this "ivcrc y (x=z), fe", but there is no explanation in the help document . So, does the "fe" represent the fixed effect?
Best
Alan
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