Thanks.
One more question. When I do summary to see the coefficients how can i tell
R to print just some of the coefficients?
Thanks again
On Sat, Oct 19, 2013 at 7:29 AM, Achim Zeileis <achim.zeil...@uibk.ac.at>wrote:
> On Sat, 19 Oct 2013, Ignacio Martinez wrote:
>
> I want to estimate the following fixed effect model:
>> y_i,t = alpha_i + beta_1 x1_t + beta_2 x2_i,tx2_i,t = gamma_i + gamma_1
>> x1_t + gamma_2 Z1_i + gamma_3 Z2_i
>> I can use ivreg from AER to do the iv regression.
>> fm <- ivreg(y_i,t ~ x1_t + x2_i,t | x1_t + Z1_i + Z2_i,
>> data = DataSet)
>> But, I'm not sure how can I add the fixed effects.
>>
>
> You can simply add a factor coding the variable with respect to which you
> want to compute fixed effects. In help("Fatalities", package = "AER") there
> is an example (starting with "pp. 360") that shows how to do this for OLS.
> In principle, the same approach can be used for IV.
>
> Thanks!
>>
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