Dear Statalist members,
I want to estimate an IV quantile regression but my model is over-identified, i.e. the number of instrumental variables is bigger than the number of the endogenous components. I tried to use the ivreg2 command but I got an error saying that this only works for exactly-identified models.
Any help would be greatly appreciated.
Thank you,
Christiana
I want to estimate an IV quantile regression but my model is over-identified, i.e. the number of instrumental variables is bigger than the number of the endogenous components. I tried to use the ivreg2 command but I got an error saying that this only works for exactly-identified models.
Any help would be greatly appreciated.
Thank you,
Christiana
