Hi all,
Sorry if I'm resending this, not sure if it posted the first time. I
can't figure out the error I'm getting here. I'm running an IV
regression (2SLS) that involves some lags and dummy variables and I
get a strange error
ivregress 2sls disMort (L.WmortDiff = WrainDiff) 1900.year 1901.year
cannot specify additional instruments without endogenous
regressors unless you use the GMM estimator
However, if I just generate a new variable and run it
gen fakevariable = L.WmortDiff
ivregress 2sls disMort (fakevariable = WrainDiff) 1900.year 1901.year
it works fine. Can anyone explain this strange behavior to me?
Thanks,
Cory
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