Incorporating instrumental-variables into bayesian frame - With example

[Jie Xing]

Here is a simplified example. Y is the dependent variable, X1 is the exogenous independent variable, X2 is the endogenous independent variable and Z1 Z2 are the instrumental-variables, can I type "bayesmh Y X1 (X2=Z1 Z2), likelihood(normal({var}))" to incorporate instruments into the Bayesian frame? If this is wrong, what is the right command? Thanks

[Jie Xing]

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[Jie Xing]

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