Re: [R] ivreg with fixed effect in R?

[Achim Zeileis]

The summary currently doesn't provide this feature. But you can use something 
like coeftest(obj)[1:3,] or coeftest(obj)["myreg",] or something like that...


(sent from mobile phone)

-------- Original message --------
From: Ignacio Martinez <ignaci...@gmail.com> 
Date:  
To: Achim Zeileis <achim.zeil...@uibk.ac.at> 
Cc: r-help <r-help@r-project.org> 
Subject: Re: [R] ivreg with fixed effect in R? 
 
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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