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st: RE: Re: viewing the instrument matrix


From   "Salvati, Jean" <JSalvati@imf.org>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Re: viewing the instrument matrix
Date   Tue, 6 Sep 2005 09:35:40 -0400

> i) Likewise for the instruments; their names should be in the 
> column labels of e(A1) or e(A2).

The actual instruments used by xtabond2 are temporary variables. The
list of these temporary variables is stored in the local macro zvars.

Look for the following code in xtabond2.ado:

	_rmcoll `*' `ivinsts' `cons1', noconstant
	local zvars `r(varlist)'

This is gives you the list of the temporary variables that form the
instruments matrix after dealing with collinearity.

Jean Salvati
 

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