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st: Question about ivreg


From   Jackie Wang <stata_list@yahoo.ca>
To   statalist@hsphsun2.harvard.edu
Subject   st: Question about ivreg
Date   Tue, 8 May 2007 10:36:20 -0400 (EDT)

Hi, All,

In stata, if we run the following regression:

ivreg y (x1=z1) x2

Other than the instrument z1, stata automatically put
x2 in the first stage regression:

x1 = a*z1 + b*x2

Is there a command or option so that we can change the
first stage regression to: x1 = a*z1?

Thanks,

Jackie


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