Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: endogeneity and IV


From   "Katarina Lynch" <ferkel999@hotmail.com>
To   M.E.Schaffer@hw.ac.uk, statalist@hsphsun2.harvard.edu
Subject   Re: st: endogeneity and IV
Date   Fri, 29 Oct 2004 14:22:31 +0000

Thank you, Mark!

>
>The Sargan(-Hansen) stat at the bottom of the xtabond output is a test of
>your orthogonality conditions, i.e., that your exogenous independent
>variables and instruments are indeed exogenous.
>

Before using xtabond command how can I determine which variables should be
lagged as instruments? Should I run xthausman command for each regressor? Or
is it totally up to my intuition?

One more question, does xtabond command take first differences
automatically, or should I do it by myself?

Thanks in advance!

Katarina

_________________________________________________________________
Machen Sie lästigen E-Mails ein Ende. MSN Hotmail mit Junk-Mail-Filter.
http://www.msn.de/antispam/prevention/junkmailfilter Jetzt kostenlos
anmelden!


*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index