Dear All,

I would like to use the cmp command to do an instrumental variable regression.
I read the help cmp document, however I still have some questions.

I would like to apply the cmp command on a multi-level regression, get the inverse mills ratio (Heckman test) and test for instrumental variables and interaction terms with the endogenous variable in the second stage.

In the help cmp document, I saw that I can perform such regression separately. However, I was wondering, if there was a command that can bring all this information at the same time.


Thank you so much for your help!

Kind regards,

Bence Boross