Hi everyone,
I am running an instrumental variable poisson regression with two endogenous variables and I have specified the following command in Stata. I wanted to know whether my command has been correctly specified. Will Stata automatically recognize that IV1 and IV2 are two instruments for the endo1 variable and IV3 and IV4 are instruments for endo2? What is difference when there is no gmm specified?
ivpoisson gmm y x1 x2 (endo1 endo2=IV1 IV2 IV3 IV4), vce (cluster error)
where endo1=f (IV1 IV2) and endo2=f (IV3 IV4)
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