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st: Endogenous right hand side variable


From   "McCullough, Kathleen" <kmccullough@cob.fsu.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Endogenous right hand side variable
Date   Tue, 6 Jun 2006 09:20:24 -0400

I seem to be having some trouble posting today, so I am going to send this message again.  I am sorry if it is a duplicate.
 
I am estimating a model with a endogenous right-hand side variable that is zero for over half of the observations.  Otherwise it is a continuous variable. The dependent variable is continuous.  Is there a specific procedure to help control for this situation?  I was concerned that using IVREG2 might not be effective as you cannot specify that the endogenous variable should be estimated with a tobit model.  It does not appear that there is a canned procedure with a first stage tobit and second stage OLS model.
 
I appreciate any suggestions that you might have.
 
Regards,
Kathleen
 

_______________________________________________________________

Kathleen A. McCullough, PhD 
Assistant Professor 
Florida State University
Department of Risk Management/Insurance, Real Estate, & Business Law
150 RBB
Tallahassee, FL 32306-1110

Phone: 850-644-8358
Fax:     850-644-4077


_______________________________________________________________


 

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