* xtivreg (Panel IV linear models)

log using xtivreg.log, replace

clear
set memory 40m
set more off

* use abdata.dta, clear
use http://www.stata-press.com/data/r8/nlswork, clear

generate age2 = age^2

tsset idcode year
  * Some commands require tsset.

* FE without endogeneity correction
xtreg ln_w age* tenure not_smsa union south, fe i(idcode)

* FE with endogeneity correction
xtivreg ln_w age* not_smsa (tenure = union south), fe i(idcode)

* RE with endogeneity correction
generate byte black = (race == 2)
xtivreg ln_w age* not_smsa black (tenure = union birth south), re i(idcode)

* FD with endogeneity correction
xtivreg ln_w age* not_smsa black (tenure = union birth south), fd i(idcode)