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st: Can I put different variables in the two stages of ivregress 2sls?
From
XIAOFEI XING <[email protected]>
To
[email protected]
Subject
st: Can I put different variables in the two stages of ivregress 2sls?
Date
Mon, 13 Jan 2014 03:00:21 +0000
Dear Statalist,
If I run the following IV regression by Stata:
ivregress 2sls rent pcturban region (hsngval = faminc), first
Stata will show the two stages of the regression as follows:
The first step is
hsngval = a1*pcturban + a2*region + a3*faminc
The second step is
rent=b1*hsngval + b2*pcturban + b3*region
My question is: can I exclude pcturban from first step. In other words, can I put different variables in the two steps? For example, if my models are shown as follows (faminc is still the instrument variable):
The first step:
hsngval = a1*region + a2*faminc
The second step:
rent=b1*hsngval + b2*pcturban + b3*region
Can I do it by “ivregress” ?
Thanks a lot.
Best wishes,
Xiaofei
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