Hello, I have a treatment variable (x1) and I want to study the effect of x1 on 4 outcomes (y1, y2, y3, y4). I want to instrument the treatment variable with instrument z while controlling for x2 and x3. Because I have panel data, I want to use individual fixed effects and also cluster the sample at the individual level. I want to make a multiple hypothesis correction using rwolf. My code is below.
rwolf y1 y2 y3 y4 if x1<1000 & x3<500, indepvar(x1) controls(x2 x3) method(xtivreg) iv(z) fe vce( cluster id)
This code produces the error "no endogenous variables specified" but my endogenous variable is x1. Where am I doing wrong?
rwolf y1 y2 y3 y4 if x1<1000 & x3<500, indepvar(x1) controls(x2 x3) method(xtivreg) iv(z) fe vce( cluster id)
This code produces the error "no endogenous variables specified" but my endogenous variable is x1. Where am I doing wrong?
