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st: question about (my) ivreg

Subject   st: question about (my) ivreg
Date   Sun, 11 Nov 2007 05:40:36 -0500

I have a panel (cross-section time-series) of firm data and I need to 
implement the following empirical model, by two-stage least squares.

D_it = x_it z_it f_i u_it

H_it = D*_it x_it g_i w_it


1) x_it  - is a set of regressors (hopefully) significant to both 
2) z_it  - is a set of regressors that are (hopefully) significant in 
the determination of the first equation but not in the determination of 
the second.
3) D*_it  - is the set of estimated values of D_it, from the first 

My problem is that the vector "x_it" is common to both equations! So, I 
need to know how to set the model in Stata, with particular reference 
to the implementation of instruments by ivreg (and/or ivreg2). I'm a 
primer, and an example with the string to use would be of help for me. 
Many thanks for your attention.


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