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st: Instrumental variable regression, 2SLS, xtivreg
From
vikramfinavker <[email protected]>
To
[email protected]
Subject
st: Instrumental variable regression, 2SLS, xtivreg
Date
Wed, 30 Mar 2011 13:48:01 -0700 (PDT)
Hi All,
I am using following regression model for my research;
y = ∝ + βx1+ βx2+βx3+bx5 +ui
However, x1 and x2 are endogenous variables and i am using instruments for
them. Now i want to use 2SLS, IV and GMM regression using this model. My
data is panel data.
I am using xtivreg y x1 x5 (x2 x3 = z1 z2 z3 z4) model. However, i dont know
whether this is for 2SLS or IV.
Could anyone please tell me which command i should use for 2sls, IV and for
GMM.
Regards,
Vikram Finavker
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