[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: IV regression with multiple IVs

From   "Nathan Fiala" <>
Subject   st: IV regression with multiple IVs
Date   Sun, 2 Nov 2008 10:46:24 -0500

A small question for those in the know.

I am running an IV regression in Stata 10 and am instrumenting 2
variables, each with 2 instruments.

More specifically, variable x_t is instrumented with r_t and (r_t)^2
and x_t-1 is instrumented with r_t-1 and (r_t-1)^2.

The code I am using to do this currently is:

ivregress 2sls y  (x   x_l =  r   r2   r_l  r2_l), robust cluster(ccode)

2 denotes squared, _l is the lag.

Can anyone please advise if this is the correct code for what I am
attempting to do? Any help is appreciated.

Nathan Fiala
*   For searches and help try:

© Copyright 1996–2021 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index