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st: IV estimates splining the endogenous variable in the second stage?


From   "Andrea Molinari" <A.Molinari@sussex.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: IV estimates splining the endogenous variable in the second stage?
Date   Mon, 31 Oct 2005 21:08:53 -0000

Dear Statalisters,

I am estimating an unbalanced pooled OLS for 420 (pairs of) countries over 22 years. There is (at least) one variable that I found to be endogenous (and found 'good' instruments for). The problem I've got is that I also believe that this variable has two splines (following theory and also when observing the data).

Does anyone know, within the -ivreg2- command, whether and how can I tell Stata to use the splinned predictions (instead of the predictions of the variable) of this endogenous variable for the second stage?

Any help or comments would be more that welcomed!!!

Andrea

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