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From | vikramfinavker <vikramfinavker@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
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 -- View this message in context: http://statalist.1588530.n2.nabble.com/Instrumental-variable-regression-2SLS-xtivreg-tp6224931p6224931.html Sent from the Statalist mailing list archive at Nabble.com. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/