Hey everyone,
I have the following equation:
y=aX1+bX2+cX3+dX4+e
I want to instrument Z1 for X1 and Z2 for X2. Is this command appropriate?
ivreg2 y (X1 X2= Z1 Z2) X3 X4
The results show that instruments pass under identification test and are strong instrument. Is shea R^2 relevant in this case? What is considered as low shea R^2?
Thank you for your time.
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