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I am using xtiverg2 for running my model with two regressions. My model is
xtivreg2 y1 x1 x2 x3 x4 (x5 x6 = z1 z2 z3 z4) yeardummy industrydummy, fe
endog(x5 x6) first
the problem i am having is that the instruments for endogenous variable x5 are not significant for endogenous variable x6 and instruments for x6 are not significant for x5 in first stage regressions and due to this i get very low cragg-donald f stat in 2sls regression. Is there anyway i can solve this problem?