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st: ivreg with random effects GLS


From   Renuka Metcalfe <[email protected]>
To   [email protected]
Subject   st: ivreg with random effects GLS
Date   Mon, 1 Oct 2007 11:53:42 +0100 (BST)

Dear Statalisters

I ran random effects GLS as follows

Y x1 x2 x3 x4 

Since x4 is endogenous with Y I now want to use an
instrument Z. Y is a continuous variable x4 is a
binary variable. I think it would be -ivreg- I would
need
to run. 
Given my data are grouped across workplaces; is
-ivreg- still appropriate. If not can one run an OLS
given the dataset is as above.

If you need further information please let me know.

Thanks in advance


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