  We develop a Stata command $\texttt{csa2sls}$ that implements the complete
subset averaging two-stage least squares (CSA2SLS) estimator in Lee and Shin
(2021). The CSA2SLS estimator is an alternative to the two-stage least squares
estimator that remedies the bias issue caused by many correlated instruments.
We conduct Monte Carlo simulations and confirm that the CSA2SLS estimator
reduces both the mean squared error and the estimation bias substantially when
instruments are correlated. We illustrate the usage of $\texttt{csa2sls}$ in
Stata by an empirical application.
