Regarding "generated Regressor problem", there are many same questions-"how to
deal with varaince-covariance matrix that make the inference valid" in STATA.
Unfortunately, I have yet found any clear answers about the questions. Is it
because there are no ways or commands in stata to solve? or hard to explain to
making a coding to create var-covariance matrix? (or maybe it is too easy to
answer?)
I saw from a reply that it can be used "ivreg or ivreg2" if first and second
stage regressions are both linear. Wonder why it would be true?
As a novice of stata, I would be glad if I can solve this issue without coding
or matrix stuffs.
Any comments and response would be deeply appreciated .
Thanks
WT
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