如果是用于panel data,可以用xtivreg命令吧,下面是STATA中该命令的说明
xtivreg -- Instrumental variables and two-stage least squares for panel-data models
Syntax
GLS Random-effects (RE) model
xtivreg depvar [varlist_1] (varlist_2 = varlist_iv) [if] [in] [, re RE_options]
Between-effects (BE) model
xtivreg depvar [varlist_1] (varlist_2 = varlist_iv) [if] [in] , be [BE_options]
Fixed-effects (FE) model
xtivreg depvar [varlist_1] (varlist_2 = varlist_iv) [if] [in] , fe [FE_options]
Fixed-effects (FD) model
xtivreg depvar [varlist_1] (varlist_2 = varlist_iv) [if] [in] , fd [FD_options]
[此贴子已经被作者于2009-3-9 4:55:43编辑过]