Hi everyone,

I am performing a regression on panel data, with country FE.

However, one of my explanatory variables is probably endogenous.

Thus, I would like to use an instrumental variable approach to be able to compare with the standard linear approach (i.e. to be able to perform a Hausman test).

My question is: how do I create a Instrumental Variable model **with fixed effects** (in my case, individual fixed effects) on R ?

I know how to create fixed effects on panel data (using `plm`

), how to create/use instrumental variables (slightly harder - could use `ivreg`

or `systemfit`

)... But how do I combine the two ?