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Re: st: ivregress errors


From   bpoi@stata.com (Brian Poi)
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: ivregress errors
Date   Fri, 08 Feb 2013 17:39:24 -0600

> From: Cory Smith <corybsmith@gmail.com>
> 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


I cannot replicate the error Cory is getting here.  If Cory would send
his dataset directly to me (bpoi@stata.com), I'd be happy to look into it
and post a reply to statalist once I figure it out.

   -- Brian Poi
   -- bpoi@stata.com


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