st: Re: Instrumental variable regression, 2SLS, xtivreg

[vikramfinavker <vikramfinavker@gmail.com>]

Thanks for you quick reply Kervel,

Just one last question. So for 2sls and iv, should i use

2sls / IV is the default: 
xtivreg y x1 x5 (x2 x3 = z1 z2 z3 z4) 

or

2sls / IV is the default: 
xtivreg2 y x1 x5 (x2 x3 = z1 z2 z3 z4) 

-- 
Regards,

Vikram Finavker

On Thursday, 31 March 2011 at 10:57, v van kervel [via Statalist] wrote: 
>  Vikram, 
> 
> I suggest you use the xtivreg2 command, instead of xtivreg. xtivreg2 has many more options and tests for weak instruments, standard errors etcetera. See the help file on ivreg2 (contains the same options available for xtivreg2). 
> 
> Two stage GMM: 
> xtivreg2 y x1 x5 (x2 x3 = z1 z2 z3 z4), gmm2s 
> 
> regards, 
> 
> If you reply to this email, your message will be added to the discussion below: http://statalist.1588530.n2.nabble.com/Instrumental-variable-regression-2SLS-xtivreg-tp6224931p6226522.html 
>  To unsubscribe from Instrumental variable regression, 2SLS, xtivreg, click here. 
> 
> 
> 



--
View this message in context: http://statalist.1588530.n2.nabble.com/Instrumental-variable-regression-2SLS-xtivreg-tp6224931p6226568.html
Sent from the Statalist mailing list archive at Nabble.com.
*
*   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/