Re: st: problem with testing for endogeneity

[Cordula Stolberg <cs32@sussex.ac.uk>]

Hi Justina,

Thanks for your help. I'll have a look at econometrics books to find 
something that I could use as instruments.

Cordula

--On 13 July 2004 13:21 +0200 Justina.Fischer@unisg.ch wrote:


> 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



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