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st: Quadratic IV?


From   Christian Weiß <[email protected]>
To   statalist <[email protected]>
Subject   st: Quadratic IV?
Date   Thu, 3 Sep 2009 21:06:21 -0400

Dear Statalisters,

I'd like to estimate the following regression modell:
Dep. Var: a
Indep. Vars: b c c²

c i supposed to be instrumented by the instruments x y. If it was not
for the additional quadratic instrument, the solution should be easy:

ivreg(2) a b ( c = x y) - but how to include the quadratic instrument?
i doubt that ivregre a b ( c c² = x y) is a viable solution.
Unforuntately  the ivreg a b (c = x y) (c = x y)² syntax is not allowed.

Do you have any suggestions for me how to solve this problem?
Best regards
Chris

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