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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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