如图所示,我做的工具变量法的2sls的结果是一模一样的怎么办呀?
我的stata命令:
ivregress2 2sls Y Controls i.industry1 i.year (X = X1), first
est store first
outreg2 using m2.doc,cttop(first stage) tstat bdec(4) tdec(2) replace
ivregress2 2sls Y Controls i.industry1 i.year (X=X1), first
outreg2 using m2.doc,cttop(second stage) tstat bdec(4) tdec(2)
ivregress2 2sls varlist, first
est restore first
outreg2 using 2sls.doc, cttop(first) tstat tdec(3) bdec(3) replace
est restore second
outreg2 using 2sls.doc, cttop(second) tstat tdec(3) bdec(3) append