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st: 2 SLS


From   Ozgur Ozdemir <ozdemirozgur@hotmail.com>
To   Stata <statalist@hsphsun2.harvard.edu>
Subject   st: 2 SLS
Date   Sun, 2 Oct 2011 15:56:28 +0000

Hi,

I have a model which has 7 IVs to explain firm performance but I believe 4 of them are endogenous. e.g  assume that my endogeneous vars are a,b,c,d and I would like to test them with the instrumental vars A,B,C, and D. is there an easy way of testing appropriateness of instrumental variables and 2 SLS in one go rather than doing them one by one.
thanks, Ozgur

 

 		 	   		  
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