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Re: st: Question about ivreg

From   "Leonor Saravia" <>
Subject   Re: st: Question about ivreg
Date   Tue, 8 May 2007 11:15:09 -0400


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.


2007/5/8, Jackie Wang <>:
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?



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