Gear_ratio | -.1820588 1.819862 -0.10 0.920 -3.748923 3.384806 BJ Data Tech Solutions teaches on design and developing Electronic Data Collection Tools using CSPro, and STATA commands for data manipulation. ivregress 2sls mpg gear_ratio (turn = length), robust Instrumental variables (2SLS) regression Number of obs = 74 ivregress 2sls mpg gear_ratio (turn = weight), robust Perhaps others can chime in on this point. I think you can do this by recasting the 2SLS problem as a GMM one, though I am now somewhat uncertain about the winitial() option. Since I'm not accustomed to posting on these forums, please do let me know if there are obvious ways to improve my question. sureg and suest do not work with ivregress(as far as I'm concerned), and with lincom I can't find a way to access the coefficients and their standard errors.Īny help would be greatly appreciated - both towards a general (non-Stata) solution but of course also towards a Stata-implementation. My first thought would be to use something along the lines of sureg or suest combined with lincom, but I can't quite figure out a way to make it work. What I want to know is whether the two resulting coefficients for investment are significantly different from one another. ivregress 2sls energy householdsize sqmeters nondetached (investment= built1978), robustĪnd ivregress 2sls energy householdsize sqmeters nondetached (investment= age60), robust
I'm running two different IV models in Stata that share the same DV and controls but have different instruments for the independent variable of interest.