Dear Statalist,

I have a panel dataset of 10,000 households * 3 years. And based on the two-way fixed effect model, i try to identify the casual relationship between y and two endogenous independent variable (x1 and x2). i have 2 instruments, iv1 and iv2:

Code:

ivxtreg2 y (x1 x2 = iv1 iv2) i.year, fe cluster(city)

Here comes the question, is there any difference in endogeneity test with two endogeneous variables, when compared to one endogenous variable?

Do i need to do some extra test, i.e., what kind of statistics should i report in the tables of my paper to illustrate the endogeneity of x1 and x2?

Best,
Leo