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Re: st: xtivreg:how to instrument more than one endogenousvariable?
Stata users, I apologise if that has been posted before and would really be grateful to be pointed to the relevant query on statalist for that. Does anybody know if more than one endogenous variable can be instrumented within xtivreg?
I have tried (in one single line):
xtivreg TFPGTL2 outpgrowth capintgrow factgrow (npintermediate npcapital npconsumer=l.npintermediate l.npcapital l.npconsumer) if origtariffcoding==1, fe
and I am getting the message:
I tried to break the command into two lines:
xtivreg TFPGTL2 outpgrowth capintgrow factgrow/*
*/(npintermediate npcapital npconsumer=l.npintermediate l.npcapital l.npconsumer) if origtariffcoding==1, fe
and am getting the message:
factgrow: operator invalid
Also, if the above were to be made to work, I wonder if it would actually achieve what I want to do:
ie, instrument npintermediate with its first lag. Instrument npcapital with its first lag. Instrument npconsumer with its first lag. At the moment, the command looks to me as if the instruments will be used at random for the instrumented variables (or I may be wrong in understanding how stata works)
Any help in this greatly appreciated.
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