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st: Re: instruments for endogeneous variables in XTABOND
Dear Stata users,
> I am working with a panel dataset for 7 years.
> I am trying to estimate with xtabond the following specification:
> xtabond y x1 x2 x3, lags(1) artests(2)
> However, I suspect that my x3 variable is endogeneous, so I try the
> xtabond y x1 x2, lags(1) artests(2) pre(x3, endo).
> So, when I run this estimation, STATA will use 5 lags (7-2) of x3 as
> additional instruments, right?
> If I want to use only two lags of the endogeneous variable as instrumens, I
> understood that I have to write:
> xtabond y x1 x2, lags(1) artests(2) pre(x3, lags(.,2) endo).
> This means that Stata will use x3 in year 3 and x3 in year 4 as instruments
> for x3?
> If anyone can help me, I would really appreciate it.
> Thank you very much!
> Brindusa Anghel
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