Hello,
I am struggeling a lot to find the right command to estimate the following regression for panel data:
Correl = b1*T + b2*S + b3* F +b4*E
where T, S and F are all endogenous variables and described by their own, differing instrumental variable terms.
I figured out that in case I had a pooled OLS, I needed to use the command
reg3 (Correl T S F E) (T I1 I2 I3) (S I5 I6) (F I7 I8), 2sls
but unfortunately I cannot find the right command for a regression with multiple endogenous variables anywhere.
Could someone please help me with that? I am really lost and this regression constitutes the basis of my dissertation which I will have to hand in soon....
Thanks a lot!
I am struggeling a lot to find the right command to estimate the following regression for panel data:
Correl = b1*T + b2*S + b3* F +b4*E
where T, S and F are all endogenous variables and described by their own, differing instrumental variable terms.
I figured out that in case I had a pooled OLS, I needed to use the command
reg3 (Correl T S F E) (T I1 I2 I3) (S I5 I6) (F I7 I8), 2sls
but unfortunately I cannot find the right command for a regression with multiple endogenous variables anywhere.
Could someone please help me with that? I am really lost and this regression constitutes the basis of my dissertation which I will have to hand in soon....
Thanks a lot!
