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From |
"Peter Haan" <phaan@diw.de> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: ivreg |

Date |
Thu, 31 Oct 2002 12:49:40 +0100 |

Hi,

I have a question concerning 2SL2 estimation with several instrumented variables.

my idea is to do the following

ivreg y k (x= d f) (z= r g), instrumenting x with d and f and z with r and g

however as far as I understand stata, the program suggests to do the following:

ivreg y k (x z= d f r g), meaning that I have to instrument x and z with the same variables d f r g.

An other way could be to estimate the predicted x and z and then to use the predicted values in the second step.

Then I had to correct for the standar errors.

My problem is that in fact I want to instrument not only 2 varaibles( x and z), but 24 variables.

thanks fpr you advise

Peter

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**Follow-Ups**:**Re: st: ivreg***From:*"Mark Schaffer" <M.E.Schaffer@hw.ac.uk>

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