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Re: st: Question about ivreg


From   "Austin Nichols" <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Question about ivreg
Date   Tue, 8 May 2007 11:16:33 -0400

Jackie--
This is a FAQ on the list, and the answer is no. Such an option to
-ivreg- would make the regression no longer IV, but a system
estimator, one version (3SLS) of which is available to some extent in
-reg3-.

ssc inst ivreg2, replace
use http://fmwww.bc.edu/ec-p/data/wooldridge/mroz.dta
ivreg2 lwage exper expersq (educ=kidslt6), first
est sto iv
reg3 (lwage=exper expersq educ) (educ=kidslt6)
est sto reg3
est table *, eq(1) se


On 5/8/07, Jackie Wang <stata_list@yahoo.ca> wrote:
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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