st: Re: 2 lists of instruments

[Kit Baum <baum@bc.edu>]

If you use ivreg or ivreg2 with the 'first' option you will see that  
what you surmise is exactly what is happening. If you use ivreg2, the  
first stage results may be saved as estimates, and are clickable in  
the results window.

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html


On Dec 5, 2005, at 2:33 AM, statalist-digest wrote:


> My question is: If one wants to report the first stage estimations of
> a models as the one described before. Should all instruments be used
> in the regression predicting x1 and again in x2? That is, should there
> be two first stages, with different dependent variable (x1 and x2) but
> the same regressors?
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