I need to estimate an instrumental variables regression. I have got two repressors, but I need the instrument only for one. How can I do it using the Stata?
When I use ivreg command, for example,
ivreg demand oil (demand_1=demand_2 oil_1)
I need the instrument only for demand_1, not for oil. But the Stata interprets oil as an instrument for demand_1 too.
Best regards
--
__________________________________________________________
Sign-up for your own FREE Personalized E-mail at Mail.com
http://www.mail.com/?sr=signup
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
