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st: Question about reg3/ivreg--endogeneity issue
I have estimated the model:
xi: reg3 (logint X logZ) (logZ i.type i.firm i.type2 i.busi), first
where my primary aim is to get consistent estimates of X and (the
endogenous) logZ on logint. My problem is that X is NOT endogenous, at
least not theoretically. But when I look at the second of the first-stage
regressions I see that the variable X (by default?) is used as an
explanatory variable of logZ as well.
If possible, how can I get the ceteris paribus effect of X on logint
(adjusted for logZ only) in the present context? By the way, the use of
ivreg instead of reg3 creates the same problem.
Christer Thrane, dr.polit.
Associate Professor, Sociology
Department of Social Science
Lillehammer University College
2626 Lillehammer, Norway
+ 47 61 28 81 70 (fax)
+ 47 61 28 82 47 (phone, work)
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