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st: Re: Instruments for 2SLS
Thanks for the suggestion. I appreciate the frank opinion. However,
I would apologize for misunderstanding. I tried to explore possible
alternatives in creating instruments. I guess I have some idea about
2SLS which leads me asking the question, but I am new in STATA.
I thought the statalistserve helps new people. I am new in using
this software. However, i would try to follow your suggestion. The
querries I made was perhaps too short cut, but that might help me in
using the package. The logic of instrumentation is perhaps clear to
me; of course, from text books...
Thanks and regards,
--- In email@example.com, David Greenberg <dg4@n...> wrote:
> Someone who is new to a topic would do better to read some basic
> econometrics texts dealing with this issue rather than try to
> short answers from list members who do not know anything about the
> substance of your research. Textbooks will give you the
> that will enable you to answer your questions for yourself. David
> Greenberg, Sociology Department, New York University
> ----- Original Message -----
> From: shyamalshyamalshyamal
> Date: Thursday, April 14, 2005 3:14 pm
> Subject: st: Re: Instruments for 2SLS
> > Hi:
> > Can anyone help me on the following questions on 2SLS?
> > 1) How to construct an appropriate instrument for an endogenous
> > variable? One suggestion is running gen varlag=var[_n-1]. Do I
> > use this procedure for all endogenous variables? Or, there are
> > other better alternatives?
> > 2) Can the predicted values for endogenous variables (saving
> > values while the independent variables are regressed on them)
> > instruments?
> > 3) How to construct instruments for endogenous variables that are
> > related to each other in a non-recursive way?
> > Thanks in advance for your kind feedbacks. Please do not forget
> > that I
> > am almost a new learner on the topic. It is better for me if you
> > kindlyexplain the steps.
> > Shyamal
> > *
> > * 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/
> * 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/
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