where a,b and c are coefficients to be estimated, x, y and z my variables,
and e the error term. My x is correlated with e and I therefore use 2SLS
(ivreg). I also suspect that I have measurement errors in z and would
therefore, as a sensitivity test, like to use the regression command eivreg
(errors-in-variables regression).
Is it possible to run a combined 2SLS-eivreg, i.e. is it possible to
instrument x at the same time as I run eivreg, or vice versa?
