predict not supported after xtivreg2 with partialling-out option , please help me

[Khati Zolfaghari]

hello, I want to get the fitted value of the first stage from "xtivreg2" but unfortunately, I get an error, I searched and tried a lot.

forvalues i = 0/5 {
xi: xtivreg2  d`i'ltotalfertility (shock_recession = instrument) l(1/2).shock_recession l(1/1).d0ltotalfertility tt*, first savefirst  fe partial(tt*) robust  kernel(tru) bw(1)
    predict  yhat`i'


}

predict not supported after xtivreg2 with partialling-out option

I am so thankful to receive your advice.



regards,

[Jared Greathouse]

What problem are you trying to solve here?

[Khati Zolfaghari]

hello, Jared Greathouse. thanks for your reply. I want to estimate the fitted value of the first stage and save it and I want to compute the SD of the fitted value.

I need to do it because then I need the re-scaling the second stage by the ratio of " SD of my dummy variable and SD of fitted value" .


many thanks in advance.

regards,