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st: 3SLS, appropriate option to enter equation


From   Marcel Hagemann <marcel.hagemann@access.uzh.ch>
To   statalist@hsphsun2.harvard.edu
Subject   st: 3SLS, appropriate option to enter equation
Date   Thu, 26 Jun 2008 09:28:54 +0200

Dear all,

I want to calculate a 3SLS regression with 4 endogenous regressors and 4 instrumental variables. I have different options to enter the equation into Stata and I don't know which would be the appropriate one.
Below you see the two different options I figured out:

reg3 (grgdp = cgdp chmo hell heaven), inst(cgdpinst pluralismindex btchst70 regul), sure

reg3 (grgdp = cgdp chmo hell heaven) (chmo hell heaven = pluralismindex btchst70 regul) (cgdp = cgdpinst), sure


Which woud be the correct one? It would be great if somebody could help me.

Thank you in advance.

Best wishes,
Marcel Hagemann



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