> 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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