[Tony Ricardi]

Thanks for the suggestions, Fernando. Very grateful for the valuable advice.

[Tony Ricardi]

FernandoRios Joao Santos Silva.

Sorry for bothering you again. What about the presence of endogeneity in the independent variables? Is it feasible to use mmqreg with instrumental variables?

[Joao Santos Silva]

Dear Tony Ricardi

The approach can be used with endogenous variables, but not if fixed effects are included; check out the ivqreg2 command.

Best wishes,

Joao