Search the web
Sign In
New User? Sign Up
statalist · STATA statistical analysis packages users list
? Already a member? Sign in to Yahoo!

Yahoo! Groups Tips

Did you know...
Message search is now enhanced, find messages faster. Take it for a spin.

Best of Y! Groups

   Check them out and nominate your group.

Messages

  Messages Help
Advanced
Re: st: problem with testing for endogeneity   Message List  
Reply Message #27349 of 65887 < Prev |
Re: st: problem with testing for endogeneity

Hi Cordula,

for the ivreg-command you need to include a suitable instrument, which is never the dependent variable Y, but a 'new' exogenous variable:

ivreg Y b1X1 b2X2(= instrument(s)) b3dummies

In order to select such an instrument, consult a good econometrics book.

Yours,

Justina

Tue Jul 13, 2004 11:21 am

Justina.Fischer@...
Send Email Send Email

Message #27349 of 65887 < Prev |
Expand Messages Author Sort by Date

Hi Cordula, for the ivreg-command you need to include a suitable instrument, which is never the dependent variable Y, but a 'new' exogenous variable: ivreg Y...
Justina.Fischer@...
Send Email
Jul 13, 2004
11:27 am

Hi Justina, Thanks for your help. I'll have a look at econometrics books to find something that I could use as instruments. Cordula ... * * For searches and...
Cordula Stolberg
cs32@...
Send Email
Jul 13, 2004
11:39 am
Advanced

Copyright © 2010 Yahoo! Inc. All rights reserved.
Privacy Policy - Terms of Service - Guidelines - Help