Dear Statalist Users,

I want to regress a binary outcome variable Yit (skill_comp) on a continuous endogenous variable Xit (immpol_sq). I have an unbalanced panel with 19 destination countries and 180 origin countries (It is a bilateral data) for which I generate a common identifier (egen couple_id= group (iso3_d iso3_o) ) and 5 years (1990 1995 2000 2005 2010).
I want to instrument the endogenous variable immpol_sq with two other supposed exogenous variables ( 1 countinous and 1 binary variable).
border comlang_off colony comcol curcol col45 are bilateral time-invariant varibales

Thus, I am asking which command of Stata could I use to achieve an instrumental variable estimate ?

Thanks.


Code:
* Example generated by -dataex-. To install: ssc install dataex
clear
input float couple_id int year str3(iso3_d iso3_o) float(skill_comp immpol_sq) byte(border comlang_off colony comcol curcol col45) float(lngdppcap_d lngdppcap_o)
 1 1 "AUS" "AFG" 1   .175261 0 0 0 0 0 0 10.170482  6.996407
 1 2 "AUS" "AFG" 1 .14519769 0 0 0 0 0 0 10.291345  6.429437
 1 3 "AUS" "AFG" 0 .12874337 0 0 0 0 0 0  10.43623  6.058305
 2 1 "AUS" "AGO" 1   .175261 0 1 0 0 0 0 10.170482  7.546478
 2 2 "AUS" "AGO" 0 .14519769 0 0 0 0 0 0 10.291345   7.56601
 2 3 "AUS" "AGO" 0 .12874337 0 0 0 0 0 0  10.43623  7.754416
 2 4 "AUS" "AGO" 1   .147893 0 1 0 0 0 0 10.555392  8.024544
 3 2 "AUS" "ALB" 1 .14519769 0 0 0 0 0 0 10.291345  8.003465
 4 1 "AUS" "ARE" 1   .175261 0 0 0 0 0 0 10.170482 11.070621
 4 2 "AUS" "ARE" 1 .14519769 0 0 0 0 0 0 10.291345 10.974853
 4 3 "AUS" "ARE" 1 .12874337 0 0 0 0 0 0  10.43623 11.030348
 5 1 "AUS" "ARG" 1   .175261 0 1 1 0 0 1 10.170482  8.843311
 5 3 "AUS" "ARG" 0 .12874337 0 0 0 0 0 0  10.43623  9.094773
 5 4 "AUS" "ARG" 1   .147893 0 0 0 0 0 0 10.555392  9.176857
 6 1 "AUS" "ARM" 0   .175261 0 0 0 0 0 0 10.170482         .
 6 3 "AUS" "ARM" 0 .12874337 0 1 0 0 0 0  10.43623  7.830882
 6 4 "AUS" "ARM" 1   .147893 0 0 0 0 0 0 10.555392  8.401121
 7 1 "AUS" "ATG" 0   .175261 0 1 0 0 0 0 10.170482  9.361532
 7 5 "AUS" "ATG" 1  .1603144 0 1 0 0 0 0 10.624094  9.580905
 8 4 "AUS" "AUT" 1   .147893 0 1 0 0 0 0 10.555392  10.49546
 9 1 "AUS" "AZE" 0   .175261 0 0 0 0 0 0 10.170482         .
 9 3 "AUS" "AZE" 1 .12874337 0 0 0 0 0 0  10.43623   7.83256
10 1 "AUS" "BDI" 1   .175261 0 0 0 0 0 0 10.170482  6.382971
10 3 "AUS" "BDI" 1 .12874337 0 1 0 0 0 0  10.43623   5.96487
11 1 "AUS" "BEL" 1   .175261 0 1 0 0 0 0 10.170482 10.169556
11 3 "AUS" "BEL" 1 .12874337 0 1 0 0 0 0  10.43623   10.3641
11 4 "AUS" "BEL" 1   .147893 0 0 0 0 0 0 10.555392 10.430954
12 3 "AUS" "BEN" 0 .12874337 0 1 0 0 0 0  10.43623  7.001366
13 3 "AUS" "BFA" 0 .12874337 0 0 0 0 0 0  10.43623  6.624241
13 5 "AUS" "BFA" 1  .1603144 0 0 0 0 0 0 10.624094  6.835104
14 1 "AUS" "BGD" 0   .175261 0 0 0 0 0 0 10.170482  6.632271
14 2 "AUS" "BGD" 1 .14519769 0 0 0 0 0 0 10.291345   6.70572
14 3 "AUS" "BGD" 1 .12874337 0 1 0 0 0 0  10.43623  6.810882
15 3 "AUS" "BGR" 1 .12874337 0 0 0 0 0 0  10.43623  8.793167
16 1 "AUS" "BHR" 1   .175261 0 0 0 0 0 0 10.170482  9.793062
16 2 "AUS" "BHR" 1 .14519769 0 0 0 0 0 0 10.291345  9.865481
16 3 "AUS" "BHR" 1 .12874337 0 0 0 0 0 0  10.43623  9.941881
16 4 "AUS" "BHR" 1   .147893 0 0 0 0 0 0 10.555392  9.999395
17 1 "AUS" "BHS" 1   .175261 0 0 0 0 0 0 10.170482 10.239448
17 3 "AUS" "BHS" 0 .12874337 0 0 0 0 0 0  10.43623 10.353372
17 4 "AUS" "BHS" 1   .147893 0 1 0 0 0 0 10.555392  10.38512
17 5 "AUS" "BHS" 1  .1603144 0 0 0 0 0 0 10.624094 10.312647
18 1 "AUS" "BIH" 0   .175261 0 0 0 0 0 0 10.170482  7.042473
18 3 "AUS" "BIH" 1 .12874337 0 0 0 0 0 0  10.43623  8.390195
18 4 "AUS" "BIH" 1   .147893 0 0 0 0 0 0 10.555392  8.482202
19 1 "AUS" "BLR" 0   .175261 0 1 0 0 0 0 10.170482         .
19 3 "AUS" "BLR" 1 .12874337 0 1 0 0 0 0  10.43623  8.724978
19 4 "AUS" "BLR" 1   .147893 0 0 0 0 0 0 10.555392  9.124466
20 1 "AUS" "BLZ" 1   .175261 0 0 0 0 0 0 10.170482  8.785804
20 2 "AUS" "BLZ" 0 .14519769 0 1 0 0 0 0 10.291345  8.916794
20 3 "AUS" "BLZ" 1 .12874337 0 1 0 0 0 0  10.43623  8.958403
20 5 "AUS" "BLZ" 1  .1603144 0 1 0 0 0 0 10.624094  9.112164
21 1 "AUS" "BOL" 1   .175261 0 1 0 0 0 0 10.170482  7.905932
21 3 "AUS" "BOL" 1 .12874337 0 1 0 0 0 0  10.43623  8.045072
21 4 "AUS" "BOL" 1   .147893 0 1 1 0 1 1 10.555392  8.105531
22 1 "AUS" "BRA" 1   .175261 0 1 0 0 0 0 10.170482  8.723339
22 2 "AUS" "BRA" 1 .14519769 0 0 0 0 0 0 10.291345   8.80183
22 3 "AUS" "BRA" 1 .12874337 0 1 0 0 0 0  10.43623  8.830397
22 4 "AUS" "BRA" 1   .147893 0 0 0 0 0 0 10.555392  8.886555
23 1 "AUS" "BRB" 1   .175261 0 1 0 0 0 0 10.170482 10.170753
23 2 "AUS" "BRB" 1 .14519769 0 0 0 0 0 0 10.291345 10.070288
23 4 "AUS" "BRB" 1   .147893 0 0 0 0 0 0 10.555392  10.26029
23 5 "AUS" "BRB" 1  .1603144 0 0 0 0 0 0 10.624094 10.243117
24 1 "AUS" "BRN" 1   .175261 0 0 0 0 0 0 10.170482  10.75395
24 3 "AUS" "BRN" 0 .12874337 0 1 0 0 0 0  10.43623 10.780923
24 4 "AUS" "BRN" 1   .147893 0 0 0 0 0 0 10.555392 10.794991
25 1 "AUS" "BTN" 1   .175261 0 1 0 0 0 0 10.170482  7.315495
25 3 "AUS" "BTN" 0 .12874337 0 0 0 0 0 0  10.43623  7.752442
26 1 "AUS" "BWA" 1   .175261 0 0 0 0 0 0 10.170482  8.805808
26 3 "AUS" "BWA" 1 .12874337 0 1 0 0 0 0  10.43623  9.071282
27 1 "AUS" "CAN" 1   .175261 0 0 0 0 0 0 10.170482 10.224736
27 3 "AUS" "CAN" 1 .12874337 0 1 0 0 0 0  10.43623 10.421536
27 4 "AUS" "CAN" 1   .147893 0 0 0 0 0 0 10.555392 10.509275
28 1 "AUS" "CHE" 1   .175261 0 1 0 0 0 0 10.170482  10.44538
28 4 "AUS" "CHE" 1   .147893 0 0 0 0 0 0 10.555392  10.51851
29 1 "AUS" "CHL" 1   .175261 0 1 0 0 0 0 10.170482  8.616048
29 2 "AUS" "CHL" 1 .14519769 0 0 0 0 0 0 10.291345  8.983503
29 3 "AUS" "CHL" 0 .12874337 0 1 0 0 0 0  10.43623  9.141982
29 4 "AUS" "CHL" 1   .147893 0 0 0 0 0 0 10.555392  9.311848
30 1 "AUS" "CHN" 1   .175261 0 1 0 0 0 0 10.170482  7.051251
30 2 "AUS" "CHN" 1 .14519769 0 0 0 0 0 0 10.291345  7.565929
30 3 "AUS" "CHN" 1 .12874337 0 0 0 0 0 0  10.43623  7.945335
30 4 "AUS" "CHN" 1   .147893 0 0 0 0 0 0 10.555392  8.374504
31 1 "AUS" "CIV" 1   .175261 0 0 0 0 0 0 10.170482  7.345642
31 2 "AUS" "CIV" 0 .14519769 0 0 0 0 0 0 10.291345  7.228118
32 1 "AUS" "CMR" 1   .175261 0 1 0 0 0 0 10.170482  7.487867
32 3 "AUS" "CMR" 1 .12874337 0 0 0 0 0 0  10.43623  7.400119
33 2 "AUS" "COG" 1 .14519769 0 0 0 0 0 0 10.291345  7.665549
33 3 "AUS" "COG" 1 .12874337 0 1 0 0 0 0  10.43623  7.722101
34 1 "AUS" "COL" 1   .175261 0 0 0 0 0 0 10.170482  8.596078
34 2 "AUS" "COL" 1 .14519769 0 0 0 0 0 0 10.291345  8.726916
34 3 "AUS" "COL" 1 .12874337 0 1 0 0 0 0  10.43623  8.664552
34 4 "AUS" "COL" 1   .147893 0 0 0 0 0 0 10.555392  8.778171
35 1 "AUS" "COM" 0   .175261 0 0 0 0 0 0 10.170482  7.154032
35 2 "AUS" "COM" 0 .14519769 0 1 0 0 0 0 10.291345  7.069187
35 3 "AUS" "COM" 1 .12874337 0 0 0 0 0 0  10.43623  6.851996
36 1 "AUS" "CPV" 0   .175261 0 0 0 0 0 0 10.170482  7.369852
36 3 "AUS" "CPV" 0 .12874337 0 0 0 0 0 0  10.43623   7.76314
37 1 "AUS" "CRI" 1   .175261 0 1 0 0 0 0 10.170482 8.8997965
37 2 "AUS" "CRI" 1 .14519769 0 0 0 0 0 0 10.291345  8.996676
end