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st: endogeneity and IV


From   "Katarina Lynch" <ferkel999@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: endogeneity and IV
Date   Thu, 28 Oct 2004 18:44:46 +0000

Dear Statalist,

I am trying to inroduce instrumental variables to fix the endogeneity
problem caused by fixed and random effects regressions. How can I determine
which independent variables are endogenous, i.e. correlated with the error
term? I simply gave the command "pw resid var1 var2 var3 var4" and it gave a
matrix where one of the variables showed a correlation with resid. Does it
mean that this variable is endogenous or is there any other way? The reason
I am asking this, perhaps, strange question is, in STATA7, the xtabond
command requires predetermined variables in the sense that E(x, error) is
nonzero.

Thank you,

Katarina

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