Hello,
You can do your regression by hand and correct the standard errors of
the first step (Look in the FAQs). That way you can use the instrument
you want.
Leonor
2007/5/8, Jackie Wang <[email protected]>:
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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