Hey everyone,
I am wondering what the most efficient way of testing my IV using ivreg2.
I am looking at the effects of PM10 on pregnancy outcomes and am trying to implement a dummy IV for the level of PM10. My problem is that I am looking at lagged effects of the endogenous variable (PM10) instrumented by the lagged effects of my dummy IV (PM10 = IV, L.PM10 = L.IV, L2.PM10 = L2.IV..... etc) at different lag lengths.
I have seen people just throwing all the term in together..... xtivreg2 y x2 x3 ... (x1 L.x1 L2.x2 = z1 L.z1 L2.z2), fe
but it seems a bit odd and was wondering if there was a better way where you can, for example, individually set (x1=z1, L.x1=L.z1, L2.x2=L2.z2)
Thank you all
Travis
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