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st: How to use different instruments for different endogenous variables


From   Dongshu Ou <dongshu@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: How to use different instruments for different endogenous variables
Date   Tue, 10 May 2005 22:50:33 -0500

  I wonder if anyone knows how I can perform this in stata:

  I want to instrument 3 different variables in the IV regression, for example,
use a1 and a2 for Var1; a3 for Var2; a4 for Var3, what's the stata command that
i can run?


  Thank you very much!

  -Dongshu

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