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st: Re: Instrumental variable regression, 2SLS, xtivreg


From   v van kervel <[email protected]>
To   [email protected]
Subject   st: Re: Instrumental variable regression, 2SLS, xtivreg
Date   Thu, 31 Mar 2011 02:57:57 -0700 (PDT)

Vikram,

I suggest you use the xtivreg2 command, instead of xtivreg. xtivreg2 has
many more options and tests for weak instruments, standard errors etcetera.
See the help file on ivreg2 (contains the same options available for
xtivreg2).

Two stage GMM: 
xtivreg2 y x1 x5 (x2 x3 = z1 z2 z3 z4), gmm2s 

regards,

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