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Fwd: st: 2SLS and eivreg


From   Henrik Andersson <henrik.andersson@nek.lu.se>
To   statalist@hsphsun2.harvard.edu
Subject   Fwd: st: 2SLS and eivreg
Date   Wed, 18 Aug 2004 19:52:12 +0200

Hi,

I would like to apologize for a "typo" in the mail I posted earlier. (See below.)

The dependent variable should not be the same as one of the explanatory variables, i.e. the equation

y=ax+by+cz+e

should instead had been written as

p=ax+by+cz+e

Best regards

Henrik Andersson


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Date: Wed, 18 Aug 2004 19:28:21 +0200
To: statalist@hsphsun2.harvard.edu
From: Henrik Andersson <henrik.andersson@nek.lu.se>
Subject: st: 2SLS and eivreg
Sender: owner-statalist@hsphsun2.harvard.edu
Reply-To: statalist@hsphsun2.harvard.edu

Hi,

I am estimating the following equation

y=ax+by+cz+e

where a,b and c are coefficients to be estimated, x, y and z my variables, and e the error term. My x is correlated with e and I therefore use 2SLS (ivreg). I also suspect that I have measurement errors in z and would therefore, as a sensitivity test, like to use the regression command eivreg (errors-in-variables regression).

Is it possible to run a combined 2SLS-eivreg, i.e. is it possible to instrument x at the same time as I run eivreg, or vice versa?

I (still) use Stata 7.

Best regards

Henrik Andersson

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******************************************
Henrik Andersson
Dept. of Economics
Lund University
P.O. Box 7082
SE-220 07 Lund

Tel: +46 46 222 30 72
Fax: +46 46 222 06 51
mailto:henrik.andersson@nek.lu.se
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