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

st: First stage of IV estimation


From   Tinna <[email protected]>
To   [email protected]
Subject   st: First stage of IV estimation
Date   Mon, 5 Dec 2005 00:49:44 -0500

Dear Statalisters,

If the theoretically correct functional form of my endogenous variable
calls for its squared term also I in fact have two endogenous
variables, e.g.

y= + a1x1 + a2x1^2 + other exogenous vairables + e

My question is: If I want to report the first stage estimations of
this model. Should all instruments be used
in the regression predicting x1 and again in x2? That is, should there
be two first stages, with different dependent variable (x1 and x1^2) but
the same regressors?

Tinna

*
*   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 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index