Sven,

Check out IV estimation with the 'tsls' command. May I make the
unrelated suggestion to also test if the pooling is actually adequate.

Running the panel diagnostics informed me that 

Residual variance: 1.35107e+06/(822 - 60) = 1773.06
Joint significance of differing group means:
 F(46, 762) = -1.99828e-14 with p-value 1.79769e+308
(A low p-value counts against the null hypothesis that the pooled OLS model
is adequate, in favor of the fixed effects alternative.)

but neither is a fixed effects model, because I'm actually fitting this as a multilevel model, which -gretl-, of course, cannot yet do (no criticism intended; I can do all that in R). 

I can't properly run IV2SLS models in -gretl- because I only have one IV and the main model has 96 predictors, so it responds that I don't have enough instruments. But I only have _one_ variable in that 96 which I suspect of being endogenous. -gretl-, however, does not allow me to identify that variable as (potentially) endogenous. 

Taken on its own, that's not an issue: again, I can run an IV model to my satisfaction in R, but the point is _I don't know for sure that this variable *really is endogenous* unless I have a suitable variable or variables as candidates._ If it really is endogenous, then I have no option to abandon the multilevel approach and switch to IV in the hope I can get enough suitable instruments. If not, I can proceed with the multilevel approach.

So, what to do in order to test the endogeneity of my regressor in a 'standard' model? 

--
Clive Nicholas

"My colleagues in the social sciences talk a great deal about methodology. I prefer to call it style." -- Freeman J. Dyson