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st: ivreg with fixed effects


From   Kit Baum <kitbaum@mac.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: ivreg with fixed effects
Date   Thu, 1 Sep 2005 19:12:51 -0400

I am estimating a production function with fixed
effects and clustered standard errors, using ivreg.

In addition to instruments I specify, ivreg uses all
exogenous variables as instruments, including the
dummies.

Is there a way to restrict the instruments ivreg uses?

Any help is appreciated.

Many thanks in advance.

Regards,
Federica



No, for good reason.

http://www.stata.com/support/faqs/stat/ivreg.html


Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html


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