Dear sir/madam,
I am using ivreg2 to do an iv regression. I am a bit confused about the syntax and the result. My code for the regression is as follows:
ivreg2 dlrxpmnpc drmnincpc dwave2 dwave3 dwave4 dwave5 dwave6 dwave7 dwave8 dwave9 dwave10 dwave11 nkids nwage (lagsaved lagj2pay = saved_1 j2pay_1)
'lagsaved' and 'lagj2pay' are intended to be the endogenous variables and 'saved_1' and 'j2pay_1' are my instruments. However, in the results, 'saved_1' and 'j2pay_1' are marked as excluded instruments while other regressors are marked as included instruments. I am not sure why the two instruments are dropped or is there any error about my code. It will be greatly appreciated if you can give me some advice.
Thank you very much.
Yours sincerely,
Feifei Li
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