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April 12, 2005
2SLS with Stata
To run two stage least squares with Stata, use the ivreg command. This is in the menu as Statistics | Linear regression and related | Multiple equation models | Instrumental variables and two-stage least squares.
Here is a log file with a 2SLS regression of rate on percapinc poverty and crimespendpc, where over64 is an instrumental variable.
Posted by bparke at April 12, 2005 03:27 PM