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  • What is the accurate command for 2sls

    What is the accurate command for 2sls I have an independent variable, one instrument variable, one dependent and 3 to 4 covariates. When I write the covariates outside the parenthesis, my results are insignificant but when I write it within the parenthesis, my results are significant. Is it correct syntax?

  • #2
    Aafaque;
    the lack of details about what you typed and what Stata gave you back (as recommended by the FAQ) makes what follows too general to be helpful.
    That said, see -ivregress- entry in Stata .pdf manual along with its worked out examples.
    Kind regards,
    Carlo
    (Stata 19.0)

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    • #3
      It would look something like this:

      ivreg2 y x1 x2 x3 x4 x5 (endog = instrument) , options

      if you put the x's in paren, then you are treating them as endogenous or instruments--not good.

      if you have several fixed effects, you can use ivreghdfe.

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