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st: joint effect of two endogenous variables


From   xueliansharon <xuelianstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: joint effect of two endogenous variables
Date   Tue, 24 Aug 2010 06:16:53 -0700 (PDT)

Dear all, 

I want to estimate the following model:

ivreg2 y z1 z2 (y1 y2= z3 z4 z5), cluster(mm)

However, my instruments z3, z4 and z5 don't have enough independent
variations (i.e.we don't have instruments that are correlated to y1 but not
correlated to y2, or just correlated to y2 but not correlated to y1, z3, z4
and z5 all affect both y1 and y2) and thus the effects of y1 and y2 on the
dependent variable y can't be isolated, so I want to compute and test the
significance of the joint effect of y1 and y2, i.e. the effect on dependent
variable when both y1 and y2 increase by 1 unit. Does anybody know how to
realize this idea? 


Many thanks, 
Sharon
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