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  • Instrument variable - First-stage

    Dear all,
    I used the "xtivreg2" command for an IV model, and I am looking for help with plotting the first-stage regression using a scatterplot. I don't know how to save the first-stage results, so if anyone could help me with this command, I would appreciate it.

    This is the command I used:

    Code:
     xtivreg2 satisfaction year has_child age_group sex (wfh = instrument), fe cluster(pidp) first savefirst savefprefix(s1)
    Additionally, I tried to use "time fixed effect" with "i.year," but I received an error message saying "factor-variable operators not allowed." As far as I understand, the "xtivreg2" command doesn't support categorical variables. Is there a different way to solve this problem without having to manually create dummies for each year?

    Thank you in advance for your help.
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