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

st: Re: instruments for endogeneous variables in XTABOND


From   BRINDUSA ANGHEL <abrindu@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: instruments for endogeneous variables in XTABOND
Date   Thu, 27 Oct 2005 16:41:10 +0200

Dear Stata users,
>
> I am working with a panel dataset for 7 years.
> I am trying to estimate with xtabond the following specification:
>
> xtabond y x1 x2 x3, lags(1) artests(2)
>
> However, I suspect that my x3 variable is endogeneous, so I try the
> following:
>
> xtabond y x1 x2, lags(1) artests(2) pre(x3, endo).
> So, when I run this estimation, STATA will use 5 lags (7-2) of x3 as
> additional instruments, right?
>
> If I want to use only two lags of the endogeneous variable as instrumens, I
> understood that I have to write:
>  xtabond y x1 x2, lags(1) artests(2) pre(x3, lags(.,2) endo).
> This means that Stata will use x3 in year 3 and x3 in year 4 as instruments
> for x3?
>
> If anyone can help me, I would really appreciate it.
> Thank you very much!
>
> Brindusa Anghel

*
*   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