Hi Statalists,
I'm using ivreg2 to run a series of h regressions (h=16) with the IV approach.
Where I instrument var`i'g with the two instruments (1,2). The question: I would like to include the instrumented shock (i.e., the fitted value of var`i'g of the 1st stage) in the control set of the 2nd stage, how can I achieve that? Thanks.
I'm using ivreg2 to run a series of h regressions (h=16) with the IV approach.
Code:
forvalues i = 1/16 {
eststo: ivreg2 var`i'y (var`i'g = `instrument1' `instrument2') $`controls', robust bw(auto)
}
