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st: xtivreg2- dropping instrumnets form the instrument matrix


From   "Markus Ludwig" <[email protected]>
To   [email protected]
Subject   st: xtivreg2- dropping instrumnets form the instrument matrix
Date   Mon, 31 Oct 2011 10:48:37 +0100

Dear Statalist,

I want to exclude some instruments (that is all exogenous explanatory variables in my model) from the instrument matrix in the xtivreg2 estimator.

e.g. 
xtivreg2 Price  (  Crop= LogTemp) year GDP, fe first robust

here the first step regression includes the variable year and GDP
I want to suppress this.
Is this possible?

I want to isolate the effect of temperature on the country's crop yield and hence on the price.

Thank you for your help

Markus Ludwig
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