XTIVREG2: Stata module to perform extended IV/2SLS, GMM and AC/HAC, LIML and k-class regression for panel data models

By Mark E. Schaffer. 2012

542 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/7072085e7ef3d9755b8b018877fb4dbd1f5a6b23

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Citations in the corpus

Is Crowding Out Due Entirely to Fundraising? Evidence from a Panel of Charities (2010, methodology): “The classic model of crowding out, as presented in Warr (1982), Roberts (1984), and Bergstrom et al.”
Estimating the Electoral Effects of Voter Turnout (2010, methodology): “36 The specific routine we are using to estimate our model, xtivreg2 (Schaffer 2007, implemented in Stata) does not allow panels to span multiple clusters (nor were we able to find any other existing routine that allows this specification).”
Do External Grants to District Governments Discourage Own Revenue Generation? A Look at Local Public Finance Dynamics in Ghana (2012, background): “The Anderson canonical correlations test result strengthens confidence that the instrumental variables model is identified and the instruments relevant (the null hypothesis that the equation is underidentified is rejected), and the Sargan overidentification test statistic, with the null hypothesis t”
Outreach and performance of microfinance institutions: a panel analysis (2015, methodology): “Using Schaffer’s (2010) Stata module, the test results show that all versions of the specified models are perfectly identified.”
Fast and wild: Bootstrap inference in Stata using boottest (2018, methodology): “This choice carries over to programs that work as wrappers around ivreg2, including weakiv (Finlay, Magnusson, and Schaffer, 2016), xtivreg2 (Schaffer, 2010), and reghdfe (Correia, 2016). boottest uses CGM (2011)’s choices for the m factors in (27).”
The Effect of Land Access on Youth Employment and Migration Decisions: Evidence from Rural Ethiopia (2018, unknown): “26 We use the Stata package –xtivreg2– written by Schaffer (2010).”
Paying a visit: The Dalai Lama effect on international trade (2010, methodology): “…the C test for endogeneity does not reject the null hypothesis of exogeneity of 33 All results are based on the user-written Stata command xtivreg2 (Schaffer, 2005). the Dalai Lama dummy.34 Consequently, the Fixed Effects estimates discussed in Section 3.2 are more efficient than the 2SLS…”
Web Appendix to: How Does Charitable Giving Respond to Incentives and Income? New Estimates from Panel Data (2010, methodology): “Our estimation procedure, which makes use of Stata’s xtivreg2, (Schaffer 2007) requires”