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st: Instrumental Variables with constraints.


From   "Steven Proud" <steven_proud@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Instrumental Variables with constraints.
Date   Mon, 10 Mar 2008 11:03:58 -0000

Dear all,

I am trying to estimate a model

Y=a+b(X1+X2)+e

where X1 is endogenous and X2 is exogenous.

This is from a system of equations, with a set of (other) exogenous regressors X3, ....Xn and a set of additional predetermined variables Z1,...., Zn.

Is there an elegant way of estimating b?

I know for OLS that there is the command cnsreg Y X1 X2, constraints().....

Is there an analagous command for IV?

Thanks in advance,
Steven Proud
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