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st: Re: xt iv regression: instrumented variables with different instruments
From
nicolas87 <[email protected]>
To
[email protected]
Subject
st: Re: xt iv regression: instrumented variables with different instruments
Date
Tue, 26 Mar 2013 17:45:56 -0700 (PDT)
Thank you very much for your reply and the link to kit Baum his answer!
my regression could be presented like this:
= equals "is function from"
y1= x1 x2 y2 y3 + e
y2 = x4 x5 x6 y3 +u
y3 = x7 x8 x9 y2 +v
x4= x7 +error
x5=x8 +error
x6=x9 +error
Because E[x4-x9 , e]= 0
ivreg29 y1 x1 x2 (y2 y3= x4-x9),...
Correct?
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