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st: Re: 3SLS and HAC SEs
From
Khabara <[email protected]>
To
[email protected]
Subject
st: Re: 3SLS and HAC SEs
Date
Mon, 28 Mar 2011 14:11:41 -0700 (PDT)
Ok, as pointed out by Kit Baum, this is indeed a 2SLS regression.
That said, I am still a bit confused about the correct syntax.
If I run "ivreg2 w (y z = a1 a2 a3 b1 b2 b3), kernel(tru) bw(12) robust",
Stata assumes that y and z are instrumented with all the 6 "a" & "b"
variables. What I would like to estimate is a model in which y is only
intsrumented with "a" variables, z - only with "b" ones.
How can I do this? Thank you!
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