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st: Instrumental Variables with constraints.
Dear all,
I am trying to estimate a model
Y=a+b(X1+X2)+e
where X1 is endogenous and X2 is exogenous.
This is from a system of equations, with a set of (other) exogenous
regressors X3, ....Xn and a set of additional predetermined variables
Z1,...., Zn.
Is there an elegant way of estimating b?
I know for OLS that there is the command cnsreg Y X1 X2, constraints().....
Is there an analagous command for IV?
Thanks in advance,
Steven Proud
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