st: sureg and iv

[Kit Baum <kitbaum@mac.com>]

Rijo writes

I am now a bit confused whether "sure" option with -reg3- is actually
doing an IV when I estimate it with endog() and exog() options.

Please read the documentation. The option sure on reg3 specifies the  
estimation method. If you say sure, you are asking for sure, and sure  
involves only OLS (strictly, GLS) techniques. It will not do anything  
like IV. Options 2sls and 3sls will utilize the IV estimator.


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


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