Hi, All,
In stata, if we run the following regression:
ivreg y (x1=z1) x2
Other than the instrument z1, stata automatically put
x2 in the first stage regression:
x1 = a*z1 + b*x2
Is there a command or option so that we can change the
first stage regression to: x1 = a*z1?
Thanks,
Jackie
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