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From | Phillip Michael Oberg <pmoberg@uwm.edu> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: Panel IV Method -- BMS |
Date | Fri, 12 Nov 2010 19:59:24 -0600 (CST) |
Hello, STATA has the command -xthtaylor- which can be used for IV estimation using the Hausman-Taylor approach. Additionally, it has the option -amacudry- do perform the IV estimation using the Amemiya-Macurdy method. Does anyone know if STATA has a command or option to implement the Breusch-Mizon-Schmidt (BMS) IV method? Or perhaps a user-written routine? Or even how to program it? Thank you for your time and assistance, Phillip * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/