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From |
Kit Baum <baum@bc.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: re: IV regression with multiple IVs |

Date |
Sun, 2 Nov 2008 16:00:48 -0500 |

<> Nathan said I am running an IV regression in Stata 10 and am instrumenting 2 variables, each with 2 instruments. More specifically, variable x_t is instrumented with r_t and (r_t)^2 and x_t-1 is instrumented with r_t-1 and (r_t-1)^2. The code I am using to do this currently is: ivregress 2sls y (x x_l = r r2 r_l r2_l), robust cluster(ccode) 2 denotes squared, _l is the lag. Can anyone please advise if this is the correct code for what I am attempting to do? Any help is appreciated.

Kit Baum, Boston College Economics and DIW Berlin http://ideas.repec.org/e/pba1.html An Introduction to Modern Econometrics Using Stata: http://www.stata-press.com/books/imeus.html * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: re: IV regression with multiple IVs***From:*"ritashree chakrabarti" <hirup01@gmail.com>

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