Title stata ivregress — Singleequation （标题占据ivregressu2014u2014Singleequation）.pdf

Title ivregress — Single-equation instrumental-variables regression Syntax Menu Description Options Remarks and examples Stored results Methods and formulas References Also see Syntax estimator depvar varlist varlist varlist if in weight options estimator Description two-stage least squares (2SLS) limited-information maximum likelihood (LIML) generalized method of moments (GMM) options Description Model suppress constant term has user-supplied constant GMM wmtype wmtype may be , clustvar, kernel, or center moments in weight matrix computation use iterative instead of two-step GMM estimator # specify # for parameter convergence criterion; default is # specify # for weight matrix convergence criterion; default is optimization options control the optimization process; seldom used SE/Robust vcetype vcetype may be , , clustvar, , , or kernel Reporting # set confidence level; default is report first-stage regression make degrees-of-freedom adjustments and report small-sample statistics display only the coefficient table depname substitute dependent variable name string report exponentiated coefficients and use string to