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st: Question about reg3/ivreg--endogeneity issue


From   Christer.Thrane@hil.no
To   statalist@hsphsun2.harvard.edu
Subject   st: Question about reg3/ivreg--endogeneity issue
Date   Mon, 11 Oct 2004 12:29:52 +0200



Hei,

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.

Best regards,

Christer

--
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)
+ 47 61 25 68 44 (phone, home)
+ 47 92 29 54 39 (mobile)

E-mail, work: christer.thrane@hil.no



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