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st: Suppressing the Constant in the First Stage with ivreg2


From   Anson Soderbery <asoderbe@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Suppressing the Constant in the First Stage with ivreg2
Date   Tue, 16 Jun 2009 01:24:13 -0700

Dear all,

I have a particular model where I need to suppress the constant term from the first stage estimation of a two stage model using Fuller's technique. As many of you know ivreg2 is a great plug in for implementing this estimation, and I would like to stick with it (rather than coding my LIML problem by hand). Is it possible to suppress the constant in the first stage, and include it in the second? Thank you all.

Anson Soderbery

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